Structural Workshop Paper—Estimating Discrete Games

References

• Ackerberg D. A., Benkard C. L., Berry S., Pakes A., Heckman J. J., Leamer E. E. Econometric tools for analyzing market outcomes. Handbook of Econometrics (2005) 6A(North-Holland, Amsterdam) 4171–4279Google Scholar
• Aguirregabiria V., Mira P. Swapping the nested fixed point algorithm: A class of estimators for discrete Markov decision models. Econometrica (2002) 70(4):1519–1543Crossref, Google Scholar
• Aguirregabiria V., Mira P. Sequential estimation of dynamic discrete games. Econometrica (2007) 75(1):1–53Crossref, Google Scholar
• Aguirregabiria V., Mira P. Dynamic discrete choice structural models: A survey. J. Econometrics (2010) 156(1):38–67Crossref, Google Scholar
• Aradillas-Lopez A. Semiparametric estimation of a simultaneous game with incomplete information. J. Econometrics (2010) 157(2):409–431Crossref, Google Scholar
• Arcidiacono P., Ellickson B. Practical methods for estimation of dynamic discrete choice models. Annual Rev. Econom. (2011) 3:363–394Crossref, Google Scholar
• Bajari P., Benkard C. L., Levin J. Estimating dynamic models of imperfect competition. Econometrica (2007) 75(5):1331–1370Crossref, Google Scholar
• Bajari P., Hong H., Ryan S. P. Identification and estimation of a discrete game of complete information. Econometrica (2010) 78(5):1529–1568Crossref, Google Scholar
• Bajari P., Hong H., Krainer J., Nekipelov D. Estimating static models of strategic interactions. J. Bus. Econom. Statist. (2010) 28(4):469–482Crossref, Google Scholar
• Berry S. T. Estimation of a model of entry in the airline industry. Econometrica (1992) 60(4):889–917Crossref, Google Scholar
• Berry S., Reiss P., Armstrong M., Porter R. Empirical models of entry and market structure. Handbook of Industrial Organization (2007) 3(North-Holland, Amsterdam) 1845–1886Google Scholar
• Bjorn P., Vuong Q. Simultaneous equations models for dummy endogenous variables: A game theoretic formulation with an application to labor force participation. (1985) . Working paper, California Institute of Technology, Pasadena, CAGoogle Scholar
• Bresnahan T. F., Reiss P. C. Entry in monopoly markets. Rev. Econom. Stud. (1990) 57(4):531–553Crossref, Google Scholar
• Bresnahan T. F., Reiss P. C. Empirical models of discrete games. J. Econometrics (1991) 48(1–2):57–82Crossref, Google Scholar
• Ciliberto F., Tamer E. Market structure and multiple equilibria in airline markets. Econometrica (2009) 77(6):1791–1828Crossref, Google Scholar
• Cleeren K., Verboven F., Dekimpe M. G., Gielens K. Intra- and interformat competition among discounters and supermarkets. Marketing Sci. (2010) 29(3):456–473Link, Google Scholar
• Datta S., Sudhir K. The agglomeration-differentiation tradeoff in spatial location choice. (2011) . Working paper, Yale School of Management, Yale University, New Haven, CTGoogle Scholar
• Draganska M., Mazzeo M., Seim K. Beyond plain vanilla: Modeling joint product assortment and pricing decisions. Quant. Marketing Econom. (2009) 7(2):105–146Crossref, Google Scholar
• Einav L. Not all rivals look alike: Estimating an equilibrium model of the release date timing game. Econom. Inquiry (2010) 48(2):369–390Crossref, Google Scholar
• Ellickson P. B., Misra S. Supermarket pricing strategies. Marketing Sci. (2008) 27(5):811–828Link, Google Scholar
• Ellickson P. B., Misra S. Enriching interactions: Incorporating outcome data into static discrete games. Quant. Marketing Econom. (2011) . ForthcomingGoogle Scholar
• Ellickson P. B., Houghton S., Timmins C. Estimating network economies in retail chains: A revealed preference approach. (2010) . NBER Working Paper 15832, National Bureau of Economic Research, Cambridge, MACrossref, Google Scholar
• Grieco P. L. E. Discrete games with flexible information structures: An application to local grocery markets. (2010) . Working paper, Pennsylvania State University, State CollegeGoogle Scholar
• Harsanyi J. C. Games with randomly disturbed payoffs: A new rationale for mixed-strategy equilibrium points. Internat. J. Game Theory (1973) 2(1):1–23Crossref, Google Scholar
• Hartmann W. R. Demand estimation with social interactions and the implications for targeted marketing. Marketing Sci. (2010) 29(4):585–601Link, Google Scholar
• Heckman J. J. Dummy endogenous variables in a simultaneous equation system. Econometrica (1978) 46(4):931–960Crossref, Google Scholar
• Hotz V. J., Miller R. A. Conditional choice probabilities and the estimation of dynamic models. Rev. Econom. Stud. (1993) 60(3):497–529Crossref, Google Scholar
• Jia P. What happens when Walmart comes to town: An empirical analysis of the discount retailing industry. Econometrica (2008) 76(6):1263–1316Crossref, Google Scholar
• Mazzeo M. J. Competitive outcomes in product-differentiated oligopoly. Rev. Econom. Statist. (2002a) 84(4):716–728Crossref, Google Scholar
• Mazzeo M. J. Product choice and oligopoly market structure. RAND J. Econom. (2002b) 33(2):221–242Crossref, Google Scholar
• Misra S. Markov chain Monte Carlo for incomplete information discrete games. (2008) . Working paper, University of Rochester, Rochester, NYGoogle Scholar
• Musalem A., Shin W. When demand projections are too optimistic: A structural model of product line and pricing decisions. (2010) . Working paper, Duke University, Durham, NCGoogle Scholar
• Navarro S., Takahashi Y. A semiparametric test of agent's information sets for games of incomplete information. (2010) . Working paper, University of Mannheim, Mannheim, GermanyGoogle Scholar
• Nishida M. Estimating a model of strategic network choice: The convenience-store industry in Okinawa. (2008) . NET Institute Working Paper 08-27, NET Training Institute, Orlando, FLGoogle Scholar
• Orhun Y. Spatial differentiation in the supermarket industry. (2006) . Working paper, University of Chicago Booth School of Business, ChicagoGoogle Scholar
• Pagan A., Ullah A.Nonparametric Econometrics (1999) (Cambridge University Press, Cambridge, UK) Crossref, Google Scholar
• Pakes A., Ostrovsky M., Berry S. Simple estimators for the parameters of discrete dynamic games (with entry/exit examples). RAND J. Econom. (2007) 38(2):373–399Crossref, Google Scholar
• Pakes A., Porter J., Ho K., Ishii J. Moment inequalities and their applications. (2005) . Working paper, Harvard University, Cambridge, MAGoogle Scholar
• Pesendorfer M., Schmidt-Dengler P. Asymptotic least squares estimators for dynamic games. Rev. Econom. Stud. (2008) 75(3):901–928Crossref, Google Scholar
• Pesendorfer M., Schmidt-Dengler P. Sequential estimation of dynamic discrete games: A comment. Econometrica (2010) 78(2):833–842Crossref, Google Scholar
• Reiss P. C., Spiller P. T. Competition and entry in small airline markets. J. Law Econom. (1989) 32(2):179–202Crossref, Google Scholar
• Rust J. Optimal replacement of GMC bus engines: An empirical model of Harold Zurcher. Econometrica (1987) 55(5):999–1013Crossref, Google Scholar
• Rust J., Sims C. A. Estimation of dynamic structural models, problems and prospects: Discrete decision processes. Advances in Econometrics: Sixth World Congress (1994) 2(Cambridge University Press, Cambridge, UK) 119–170Crossref, Google Scholar
• Seim K. An empirical model of firm entry with endogenous product-type choices. RAND J. Econom. (2006) 37(3):619–640Crossref, Google Scholar
• Shriver S. K. Network effects in alternative fuel adoption: Empirical analysis of the market for ethanol. (2010) . Working paper, Stanford Graduate School of Business, Stanford University, Stanford, CAGoogle Scholar
• Singh V., Zhu T. Pricing and market concentration in oligopoly markets. Marketing Sci. (2008) 27(6):1020–1035Link, Google Scholar
• Su C.-L., Judd K. L. Constrained optimization approaches to estimation of structural models. (2007) . Working paper, Stanford University, Stanford, CAGoogle Scholar
• Sweeting A. The strategic timing of radio commercials: An empirical analysis using multiple equilibria. RAND J. Econom. (2009) 40(4):710–742Crossref, Google Scholar
• Tamer E. Incomplete simultaneous discrete response model with multiple equilibria. Rev. Econom. Stud. (2003) 70(1):147–167Crossref, Google Scholar
• Vitorino M. A. Empirical entry games with complementarities: An application to the shopping center industry. J. Marketing Res. (2011) . ForthcomingGoogle Scholar
• Zhu T., Singh V. Spatial competition with endogenous location choices: An application to discount retailing. Quant. Marketing Econom. (2009) 7(1):1–35Crossref, Google Scholar
• Zhu T., Singh V., Manuszak M. D. Market structure and competition in the retail discount industry. J. Marketing Res. (2009) 46(4):453–466Crossref, Google Scholar