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Estimation of Dynamic Discrete Games Using the Nested Pseudo Likelihood Algorithm: Code and Application

Aguirregabiria, Victor (2009): Estimation of Dynamic Discrete Games Using the Nested Pseudo Likelihood Algorithm: Code and Application.

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Abstract

This document describes program code for the solution and estimation of dynamic discrete games of incomplete information using the Nested Pseudo Likelihood (NPL) method in Aguirregabiria and Mira (2007). The code is illustrated using a dynamic game of store location by retail chains, and actual data from McDonalds and Burger King.

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