Equilibrium multiplicity in dynamic games: Testing and estimation

Taisuke Otsu and Martin Pesendorfer

The Econometrics Journal, 2023, vol. 26, issue 1, C26-C42

Abstract: SummaryThis paper surveys the recent literature on dynamic games estimation when there is a concern of equilibrium multiplicity. We focus on the questions of testing for equilibrium multiplicity and estimation in the presence of multiplicity.

Keywords: equilibrium multiplicity; dynamic game; partial identification; set inference (search for similar items in EconPapers)
Date: 2023
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Citations: View citations in EconPapers (3)

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