| 来源类型 | Working Paper |
| 规范类型 | 报告 |
| DOI | 10.3386/w10506 |
| 来源ID | Working Paper 10506 |
| Simple Estimators for the Parameters of Discrete Dynamic Games (with Entry\/Exit Samples) | |
| Ariel Pakes; Michael Ostrovsky; Steve Berry | |
| 发表日期 | 2004-05-31 |
| 出版年 | 2004 |
| 语种 | 英语 |
| 摘要 | This paper considers the problem of estimating the distribution of payoffs in a discrete dynamic game, focusing on models where the goal is to learn about the distribution of firms' entry and exit costs. The idea is to begin with non parametric first stage estimates of entry and continuation values obtained by computing sample averages of the realized continuation values of entrants who do enter and incumbents who do continue. Under certain assumptions these values are linear functions of the parameters of the problem, and hence are not computationally burdensome to use. Attention is given to the small sample problem of estimation error in the non parametric estimates and this leads to a preference for use of particularly simple estimates of continuation values and moments. |
| 主题 | Industrial Organization ; Market Structure and Firm Performance ; Econometrics ; Estimation Methods |
| URL | https://www.nber.org/papers/w10506 |
| 来源智库 | National Bureau of Economic Research (United States) |
| 引用统计 | |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/568135 |
| 推荐引用方式 GB/T 7714 | Ariel Pakes,Michael Ostrovsky,Steve Berry. Simple Estimators for the Parameters of Discrete Dynamic Games (with Entry\/Exit Samples). 2004. |
| 条目包含的文件 | ||||||
| 文件名称/大小 | 资源类型 | 版本类型 | 开放类型 | 使用许可 | ||
| w10506.pdf（579KB） | 智库出版物 | 限制开放 | CC BY-NC-SA | 浏览 | ||
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