This paper was previously circulated under the title “Minimum Distance Estimation for a Class of Markov Decision Processes.” It is a significant revision of the second chapter of my doctoral thesis. I am most grateful to my advisor, Oliver Linton, for his encouragement and guidance. I am thankful for many comments and suggestions from a co-editor and three anonymous referees who greatly helped improve the paper. I also wish to thank Guilherme Carmona, Joachim Groeger, Emmanuel Guerre, James Heckman, Javier Hidalgo, Stefan Hoderlein, Tatiana Komarova, Arthur Lewbel, Martin Pesendorfer, Carlos Santos, Marcia Schafgans, Philipp Schmidt-Dengler, Myung Hwan Seo, and seminar participants at numerous conferences and universities for valuable comments and suggestions. This research is supported by the ERC and ESRC.
Minimum distance estimators for dynamic games
Article first published online: 18 NOV 2013
Copyright © 2013 Sorawoot Srisuma
Volume 4, Issue 3, pages 549–583, November 2013
How to Cite
Srisuma, S. (2013), Minimum distance estimators for dynamic games. Quantitative Economics, 4: 549–583. doi: 10.3982/QE266
- Issue published online: 18 NOV 2013
- Article first published online: 18 NOV 2013
- Submitted April, 2012. Final version accepted October, 2012.
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