Estimating structural models is often viewed as computationally difficult, an impression partly
due to a focus on the nested fixed‐point (NFXP) approach. We propose a new constrained …

In two-sided markets, two groups of agents interact through platforms. Because agents'
decision to join a platform is affected by the presence of agents on the other side, their …

We survey numerical methods that are tractable in dynamic economic models with a finite,
large number of continuous state variables.(Examples of such models are new Keynesian …

Nash equilibria and Pareto optimality are two distinct concepts when dealing with multiple
criteria. It is well known that the two concepts do not coincide. However, in this work, we …

Empirical models of strategic games are central to much analysis in marketing and
economics. However, two challenges in applying these models to real-world data are that …

Statistical treatment rules map data into treatment choices. Optimal treatment rules maximize
social welfare. Although some finite sample results exist, it is generally difficult to prove that …

We investigate the computational aspect of estimating discrete-choice games under
incomplete information. In these games, multiple equilibria can exist. Also, different values of …

We examine how strategic buyer behavior affects equilibrium outcomes in a model of
dynamic price competition where sellers benefit from learning-by-doing by allowing each …

We define a class of dynamic Markovian games, directional dynamic games (DDG), where
directionality is represented by a strategy-independent partial order on the state space. We …

In many economic settings, counterfactual analysis can be difficult for two reasons:(i) we do
not know how to compute the equilibrium of the game, or (ii) even if we know how to …