Estimation of Dynamic Discrete Games Using the Nested Pseudo Likelihood Algorithm: Code and Application

Victor Aguirregabiria ()

MPRA Paper from University Library of Munich, Germany

Abstract: This document describes program code for the solution and estimation of dynamic discrete games of incomplete information using the Nested Pseudo Likelihood (NPL) method in Aguirregabiria and Mira (2007). The code is illustrated using a dynamic game of store location by retail chains, and actual data from McDonalds and Burger King.

Keywords: Estimation of Dynamic Games; Nested Pseudo Likelihood Algorithm; Program Code (search for similar items in EconPapers)
JEL-codes: C13 C25 C63 C73 C87 (search for similar items in EconPapers)
Date: 2009-09-15
New Economics Papers: this item is included in nep-gth
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Citations: View citations in EconPapers (2)

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Persistent link: https://EconPapers.repec.org/RePEc:pra:mprapa:17329

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