We are thankful for comments from a co-editor, four anonymous referees, Pat Bajari, Victor Chernozukov, Phil Haile, Igal Hendel, Han Hong, Ken Judd, Mike Keane, Bob Miller, Ariel Pakes, Martin Pesendorfer, Matt Shum, Steven Stern, Eli Tamer, Ken Wolpin, and seminar participants at Amsterdam (Tinbergen), Universidad Carlos III, Carnegie–Mellon, CEMFI, Duke, Harvard, MIT, Minnesota, New York University, Princeton, Queen's, Stanford, Texas–Austin, Toronto, Toulouse, Virginia, and Wisconsin–Madison. The first author thanks the National Science Foundation for financial support (Grant SES-0241943). The second author acknowledges support from the Ministerio de Educacion y Ciencia (Grant BEC2002-02773). We thank Gustavo Vicentini for his excellent research assistance. We also thank Hernan Roman for providing the data that we used in the empirical application.
Sequential Estimation of Dynamic Discrete Games
Version of Record online: 29 JAN 2007
Volume 75, Issue 1, pages 1–53, January 2007
How to Cite
Aguirregabiria, V. and Mira, P. (2007), Sequential Estimation of Dynamic Discrete Games. Econometrica, 75: 1–53. doi: 10.1111/j.1468-0262.2007.00731.x
- Issue online: 29 JAN 2007
- Version of Record online: 29 JAN 2007
- Manuscript received March, 2005; final revision received September, 2006.
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