Ordinary least squares estimation of a dynamic game model
| dc.contributor.author | FABIO ADRIANO MIESSI SANCHES | |
| dc.contributor.author | Silva, Daniel Junior | |
| dc.contributor.author | Srisuma, Sorawoot | |
| dc.coverage.cidade | Não informado | pt_BR |
| dc.coverage.pais | Estados Unidos | pt_BR |
| dc.creator | Silva, Daniel Junior | |
| dc.creator | Srisuma, Sorawoot | |
| dc.date.accessioned | 2022-11-11T13:26:54Z | |
| dc.date.available | 2022-11-11T13:26:54Z | |
| dc.date.issued | 2016 | |
| dc.description.other | Estimation of dynamic games is known to be a numerically challenging task. A common form of the payoff functions employed in practice takes the linear-in-parameter specification. We show a least squares estimator taking a familiar OLS/GLS expression is available in such a case. Our proposed estimator has a closed form. It can be computed without any numerical optimization and always minimizes the least squares objective function.We specify the optimally weighted GLS estimator that is efficient in the class of estimators under consideration. Our estimator appears to perform well in a simple Monte Carlo experiment. | pt_BR |
| dc.format.extent | p. 623-623 | pt_BR |
| dc.format.medium | Digital | pt_BR |
| dc.identifier.issue | 2 | pt_BR |
| dc.identifier.uri | https://repositorio.insper.edu.br/handle/11224/4704 | |
| dc.identifier.volume | 57 | pt_BR |
| dc.language.iso | Inglês | pt_BR |
| dc.publisher | Economics Department of the University of Pennsylvania | pt_BR |
| dc.publisher | Osaka University Institute of Social and Economic Research Association | pt_BR |
| dc.relation.ispartof | International Economic Review | pt_BR |
| dc.rights.license | O INSPER E ESTE REPOSITÓRIO NÃO DETÊM OS DIREITOS DE USO E REPRODUÇÃO DOS CONTEÚDOS AQUI REGISTRADOS. É RESPONSABILIDADE DOS USUÁRIOS INDIVIDUAIS VERIFICAR OS USOS PERMITIDOS NA FONTE ORIGINAL, RESPEITANDO-SE OS DIREITOS DE AUTOR OU EDITOR. | pt_BR |
| dc.subject.keywords | Não informado | pt_BR |
| dc.title | Ordinary least squares estimation of a dynamic game model | pt_BR |
| dc.type | journal article | |
| dspace.entity.type | Publication | |
| local.subject.cnpq | Ciências Sociais Aplicadas | pt_BR |
| local.type | Artigo Científico | pt_BR |
| relation.isAuthorOfPublication | 80b08d65-f22c-4df9-9e17-9b169f92ceed | |
| relation.isAuthorOfPublication.latestForDiscovery | 80b08d65-f22c-4df9-9e17-9b169f92ceed |
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