Pooling data across markets in dynamic Markov games
نویسندگان
چکیده
منابع مشابه
Pooling Data across Markets in Dynamic Markov Games∗
This paper proposes several statistical tests for finite state Markov games to examine the null hypothesis that data from distinct markets can be pooled. We formulate tests of (i) the conditional choice and state transition probabilities, (ii) the steady-state distribution, and (iii) the conditional state distribution given an initial state. If the null cannot be rejected, then the data across ...
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ژورنال
عنوان ژورنال: Quantitative Economics
سال: 2016
ISSN: 1759-7323
DOI: 10.3982/qe612