📚 Bibliography

📚 Bibliography#

[1]

Jaap H. Abbring and Øystein Daljord. Identifying the discount factor in dynamic discrete choice models. Quantitative Economics, 11(2):471–501, 2020. _eprint: https://onlinelibrary.wiley.com/doi/pdf/10.3982/QE1352. URL: https://onlinelibrary.wiley.com/doi/abs/10.3982/QE1352 (visited on 2022-01-08), doi:10.3982/QE1352 .

[2]

Jerome Adda and Russell W. Cooper. Dynamic Economics: Quantitative Methods and Applications. MIT Press, Cambridge, MA, USA, May 2023. ISBN 978-0-262-54788-8. URL: https://mitpress.mit.edu/9780262547888/dynamic-economics .

[3]

Victor Aguirregabiria and Mathieu Marcoux. Imposing equilibrium restrictions in the estimation of dynamic discrete games. Quantitative Economics, 12(4):1223–1271, October 2021. doi:10.3982/TE1600 .

[4]

Victor Aguirregabiria and Pedro Mira. Swapping the Nested Fixed Point Algorithm: A Class of Estimators for Discrete Markov Decision Models. Econometrica, 70(4):1519–1543, July 2002. doi:10.1111/1468-0262.00340 .

[5]

Victor Aguirregabiria and Pedro Mira. Sequential Estimation of Dynamic Discrete Games. Econometrica, 75(1):1–53, January 2007. doi:10.1111/j.1468-0262.2007.00731.x .

[6]

Victor Aguirregabiria and Pedro Mira. Dynamic discrete choice structural models: A survey. Journal of Econometrics, 156(1):38–67, May 2010. doi:10.1016/j.jeconom.2009.09.007 .

[7]

Sumru Altuğ and Robert A. Miller. The effect of work experience on female wages and labour supply. The Review of Economic Studies, 65(1):45–85, 1998. Publisher: Wiley-Blackwell. URL: https://academic.oup.com/restud/article-abstract/65/1/45/1589921 (visited on 2025-09-08).

[8]

Peter Arcidiacono and Robert A. Miller. Conditional Choice Probability Estimation of Dynamic Discrete Choice Models With Unobserved Heterogeneity. Econometrica, 79(6):1823–1867, 2011. doi:10.3982/ECTA7743 .

[9]

Peter Arcidiacono and Robert A. Miller. Nonstationary dynamic models with finite dependence. Quantitative Economics, 10(3):853–890, 2019. doi:10.3982/QE626 .

[10]

Patrick Bajari, C. Lanier Benkard, and Jonathan Levin. Estimating Dynamic Models of Imperfect Competition. Econometrica, 2007. URL: https://onlinelibrary.wiley.com/doi/abs/10.1111/j.1468-0262.2007.00796.x (visited on 2021-11-03), doi:10.1111/j.1468-0262.2007.00796.x .

[11]

Ron N. Borkovsky, Ulrich Doraszelski, and Yaroslav Kryukov. A User's Guide to Solving Dynamic Stochastic Games Using the Homotopy Method. Operations Research, September 2008. Publisher: Carnegie Mellon University. URL: https://kilthub.cmu.edu/articles/journal_contribution/A_User_s_Guide_to_Solving_Dynamic_Stochastic_Games_Using_the_Homotopy_Method/6703373/1 (visited on 2022-11-22), doi:10.1184/R1/6703373.v1 .

[12]

Adam Dearing and Jason R Blevins. Efficient and Convergent Sequential Pseudo-Likelihood Estimation of Dynamic Discrete Games. The Review of Economic Studies, 92(2):981–1021, March 2025. URL: https://doi.org/10.1093/restud/rdae050 (visited on 2025-06-26), doi:10.1093/restud/rdae050 .

[13]

Ulrich Doraszelski and Juan F. Escobar. A theory of regular Markov perfect equilibria in dynamic stochastic games: Genericity, stability, and purification. Theoretical Economics, 5(3):369–402, 2010. doi:10.3982/TE632 .

[14]

Michael Egesdal, Zhenyu Lai, and Che-Lin Su. Estimating dynamic discrete-choice games of incomplete information. Quantitative Economics, 6(3):567–597, 2015. doi:10.3982/QE430 .

[15]

Richard Ericson and Ariel Pakes. Markov-Perfect Industry Dynamics: A Framework for Empirical Work. The Review of Economic Studies, 62(1):53–82, 1995. doi:10.2307/2297841 .

[16]

Kenneth Gillingham, Fedor Iskhakov, Anders Munk-Nielsen, John Rust, and Bertel Schjerning. Equilibrium Trade in Automobiles. Journal of Political Economy, 130(10):2534–2593, October 2022. doi:10.1086/720463 .

[17]

V. Joseph Hotz and Robert A. Miller. Conditional Choice Probabilities and the Estimation of Dynamic Models. The Review of Economic Studies, 60(3):497, July 1993. doi:10.2307/2298122 .

[18]

V. Joseph Hotz, Robert A. Miller, Seth Sanders, and Jeffrey Smith. A simulation estimator for dynamic models of discrete choice. The Review of Economic Studies, 61(2):265–289, 1994. Publisher: Wiley-Blackwell.

[19]

Fedor Iskhakov, Thomas Jørgensen, John Rust, and Bertel Schjerning. The endogenous grid method for discrete-continuous dynamic choice models with (or without) taste shocks. Quantitative Economics, 8(2):317–365, 2017. doi:https://doi.org/10.3982/QE643 .

[20]

Fedor Iskhakov, Dennis Kristensen, John Rust, and Bertel Schjerning. Structural estimation of dynamic directional games with multiple equilibria. (work in progress).

[21]

Fedor Iskhakov, Jinhyuk Lee, John Rust, Bertel Schjerning, and Kyoungwon Seo. Constrained optimization approaches to estimation of structural models: Comment. Econometrica, 84(1):365–370, January 2016. doi:10.3982/ECTA12605 .

[22]

Fedor Iskhakov, John Rust, and Bertel Schjerning. Recursive lexicographical search: Finding all markov perfect equilibria of finite state directional dynamic games. The Review of Economic Studies, 83(2):658–703, 2016. doi:10.1093/restud/rdv046 .

[23]

Fedor Iskhakov, John Rust, and Bertel Schjerning. The dynamics of Bertrand price competition with cost-reducing investments. International Economic Review, 59(4):1681–1731, 2018. doi:10.1111/iere.12317 .

[24]

Panle Jia. What Happens When Wal-Mart Comes to Town: An Empirical Analysis of the Discount Retailing Industry. Econometrica, 76(6):1263–1316, 2008. Publisher: [Wiley, Econometric Society].

[25]

Kenneth Judd, Philipp Renner, and Karl Schmedders. Finding All Pure-Strategy Equilibria in Games with Continuous Strategies. Quantitative Economics, 3:289, July 2012. doi:10.3982/QE165 .

[26]

Myrto Kalouptsidi, Paul T. Scott, and Eduardo Souza-Rodrigues. Identification of counterfactuals in dynamic discrete choice models. Quantitative Economics, 12(2):351–403, 2021. doi:10.3982/QE1253 .

[27]

R. Duncan Luce. Individual choice behavior. Individual choice behavior. John Wiley, Oxford, England, 1959. Pages: xii, 153.

[28]

Qingyin Ma and John Stachurski. Dynamic Programming Deconstructed: Transformations of the Bellman Equation and Computational Efficiency. Operations Research, 69(5):1591–1607, September 2021. doi:10.1287/opre.2020.2006 .

[29]

Jakob Marschak. Binary Choice Constraints and Random Utility Indicators. In Kenneth Arrow, Samuel Karlin, and Patrick Suppes, editors, Mathematical methods in the social sciences, 1959 : proceedings, volume viii of Stanford Symposium on Mathematical Methods in the Social Sciences. Stanford University (1959). Stanford, CA. : Stanford University Press, 1960. URL: http://archive.org/details/mathematicalmeth0000stan .

[30]

Eric Maskin and Jean Tirole. A Theory of Dynamic Oligopoly, II: Price Competition, Kinked Demand Curves, and Edgeworth Cycles. Econometrica, 56(3):571–599, 1988. Publisher: [Wiley, Econometric Society]. doi:10.2307/1911701 .

[31]

Eric Maskin and Jean Tirole. A Theory of Dynamic Oligopoly, I: Overview and Quantity Competition with Large Fixed Costs. Econometrica, 56(3):549–569, 1988. Publisher: [Wiley, Econometric Society]. doi:10.2307/1911700 .

[32]

Eric Maskin and Jean Tirole. Markov Perfect Equilibrium: I. Observable Actions. Journal of Economic Theory, 100(2):191–219, October 2001. doi:10.1006/jeth.2000.2785 .

[33]

Daniel McFadden. Conditional logit analysis of qualitative choice behavior. Frontiers in econometrics, 1974.

[34]

Daniel McFadden. Econometric models of probabilistic choice. Structural analysis of discrete data with econometric applications, 1981.

[35]

Ariel Pakes and Paul McGuire. Computing Markov-Perfect Nash Equilibria: Numerical Implications of a Dynamic Differentiated Product Model. The RAND Journal of Economics, 25(4):555–589, 1994. Publisher: [RAND Corporation, Wiley]. URL: https://www.jstor.org/stable/2555975 (visited on 2021-11-17), doi:10.2307/2555975 .

[36]

Ariel Pakes, Michael Ostrovsky, and Steven Berry. Simple estimators for the parameters of discrete dynamic games (with entry/exit examples). The RAND Journal of Economics, 2007. URL: https://onlinelibrary.wiley.com/doi/abs/10.1111/j.1756-2171.2007.tb00073.x (visited on 2021-11-17), doi:10.1111/j.1756-2171.2007.tb00073.x .

[37]

Martin Pesendorfer and Philipp Schmidt-Dengler. Asymptotic Least Squares Estimators for Dynamic Games -super-1. The Review of Economic Studies, 75(3):901–928, 2008. Publisher: Review of Economic Studies Ltd. URL: https://econpapers.repec.org/scripts/a/abstract.pf?h=RePEc:oup:restud:v:75:y:2008:i:3:p:901-928;terms=Least%20Squares%20Estimators%20of%20Dynamic%20Games (visited on 2024-06-07).

[38]

Martin Pesendorfer and Philipp Schmidt-Dengler. Sequential Estimation of Dynamic Discrete Games: A Comment. Econometrica, 78(2):833–842, 2010. _eprint: https://onlinelibrary.wiley.com/doi/pdf/10.3982/ECTA7633. URL: https://onlinelibrary.wiley.com/doi/abs/10.3982/ECTA7633 (visited on 2025-09-10), doi:10.3982/ECTA7633 .

[39]

John Rust. Optimal Replacement of GMC Bus Engines: An Empirical Model of Harold Zurcher. Econometrica, 55(5):999, September 1987. doi:10.2307/1911259 .

[40]

John Rust. Dynamic programming. In The new palgrave dictionary of economics, pages 1–26. Palgrave Macmillan UK, London, 2016. doi:10.1057/978-1-349-95121-5₁932-1 .

[41]

Che-Lin Su. Estimating discrete-choice games of incomplete information: Simple static examples. Quantitative Marketing and Economics, 12(2):167–207, June 2014. doi:10.1007/s11129-014-9144-8 .

[42]

Che-Lin Su and Kenneth L. Judd. Constrained Optimization Approaches to Estimation of Structural Models. Econometrica, 80(5):2213–2230, 2012. _eprint: https://onlinelibrary.wiley.com/doi/pdf/10.3982/ECTA7925. URL: https://onlinelibrary.wiley.com/doi/abs/10.3982/ECTA7925 (visited on 2021-11-19), doi:10.3982/ECTA7925 .

[43]

Louis L. Thurstone. The measurement of values. The measurement of values. Univer. Chicago Press, Oxford, England, 1959. Pages: vii, 322.

[44]

Otto Toivanen and Michael Waterson. Empirical research on discrete choice game theory models of entry: An illustration. European Economic Review, 44(4):985–992, May 2000. doi:10.1016/S0014-2921(99)00057-4 .

[45]

Otto Toivanen and Michael Waterson. Market Structure and Entry: Where's the Beef? The RAND Journal of Economics, 36(3):680–699, 2005. Publisher: [RAND Corporation, Wiley]. URL: https://www.jstor.org/stable/4135236 (visited on 2025-09-11).

[46]

Kenneth E. Train. Discrete Choice Methods with Simulation. Cambridge University Press, 2 edition, 2009. ISBN 978-0-521-76655-5. doi:10.1017/CBO9780511805271 .

[47]

Herbert S. Wilf. Algorithms and Complexity. A K Peters/CRC Press, Natick, 2002. ISBN 978-1-56881-178-9.