Nonparametric Identification of Dynamic Games with Discrete and Continuous Choices
Jason Blevins ()
No 10-02, Working Papers from Ohio State University, Department of Economics
This paper shows that the payoff functions in a class of dynamic games of incomplete information are nonparametrically identified under standard assumptions currently used in applied work. Models of this kind are prevalent in empirical industrial organization where, for example, firms in oligopolistic industries make discrete entry and exit decisions followed by continuous investment or pricing decisions. We also provide results for single-agent models, a leading special case which is commonly employed in applied microeconomics more generally.
Keywords: dynamic games; dynamic discrete choice; nonparametric identification (search for similar items in EconPapers)
JEL-codes: C5 C14 C73 (search for similar items in EconPapers)
Pages: 16 pages
New Economics Papers: this item is included in nep-dcm, nep-ecm and nep-gth
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Persistent link: https://EconPapers.repec.org/RePEc:osu:osuewp:10-02
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