2 citations · 2 across the 2 of their papers we have counts for
3 papers
econ.EM2025
Identification and Estimation of Continuous-Time Dynamic Discrete Choice Games
Jason R. Blevins
This paper considers the theoretical, computational, and econometric properties of continuous time dynamic discrete choice games with stochastically sequential moves, introduced by…
econ.EM2021★ 2 cited
Nested Pseudo Likelihood Estimation of Continuous-Time Dynamic Discrete Games
Jason R. Blevins, Minhae Kim
We introduce a sequential estimator for continuous time dynamic discrete choice models (single-agent models and games) by adapting the nested pseudo likelihood (NPL) estimator of A…
econ.EM2019
Efficient and Convergent Sequential Pseudo-Likelihood Estimation of Dynamic Discrete Games
Adam Dearing, Jason R. Blevins
We propose a new sequential Efficient Pseudo-Likelihood (k-EPL) estimator for dynamic discrete choice games of incomplete information. k-EPL considers the joint behavior of multipl…