Equilibrium multiplicity in dynamic games: testing and estimation

Otsu, Taisuke ORCID: 0000-0002-2307-143X and Pesendorfer, Martin ORCID: 0000-0002-0547-8711 (2023) Equilibrium multiplicity in dynamic games: testing and estimation. Econometrics Journal, 26 (1). C26 - C42. ISSN 1368-4221

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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.

Item Type:	Article
Official URL:	https://academic.oup.com/ectj
Additional Information:	© 2022 The Authors
Divisions:	Economics
Subjects:	H Social Sciences > HB Economic Theory
JEL classification:	C - Mathematical and Quantitative Methods > C1 - Econometric and Statistical Methods: General > C13 - Estimation C - Mathematical and Quantitative Methods > C1 - Econometric and Statistical Methods: General > C12 - Hypothesis Testing D - Microeconomics > D4 - Market Structure and Pricing > D40 - General C - Mathematical and Quantitative Methods > C7 - Game Theory and Bargaining Theory > C73 - Stochastic and Dynamic Games; Evolutionary Games; Repeated Games
Date Deposited:	01 Feb 2022 10:21
Last Modified:	04 Nov 2024 07:39
URI:	http://eprints.lse.ac.uk/id/eprint/113588

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