Estimation of Dynamic Discrete Choice Models in Continuous Time with an Application to Retail Competition
NBER Working Paper No. 18449
---- Acknowledgments ----
We thank the attendees of the 2009 Cowles Foundation Conference on Structural Microeconomics, the 2010 cemmap Conference on Matching and Sorting, and the 2012 NBER/NSF/CEME Conference on the Econometrics of Dynamic Games as well as seminar participants at Chicago (Economics and Booth), Duke, Harvard, Johns Hopkins, Kentucky, London School of Economics, Michigan, Ohio State (Economics and Fisher), Penn State, Rochester, Toronto, UBC, UC Davis, UCLA, Virginia, Western Ontario, Washington University (Olin), Wisconsin, and Yale for useful comments. Timothy Schwuchow provided excellent research assistance. The views expressed herein are those of the authors and do not necessarily reflect the views of the National Bureau of Economic Research.