Equilibrium multiplicity in dynamic games: testing and estimation

Taisuke Otsu and Martin Pesendorfer

LSE Research Online Documents on Economics from London School of Economics and Political Science, LSE Library

Abstract: This 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)
JEL-codes: C12 C13 C73 D40 (search for similar items in EconPapers)
Pages: 17 pages
Date: 2023-01-01
New Economics Papers: this item is included in nep-gth
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Published in Econometrics Journal, 1, January, 2023, 26(1), pp. C26 - C42. ISSN: 1368-4221

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http://eprints.lse.ac.uk/113588/ Open access version. (application/pdf)

Related works:
Working Paper: Equilibrium multiplicity in dynamic games: testing and estimation (2021)
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Persistent link: https://EconPapers.repec.org/RePEc:ehl:lserod:113588

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