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A User's Guide to Solving Dynamic Stochastic Games Using the Homotopy Method

https://doi.org/10.2139/ssrn.1117998
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The 28 checked references that resolve
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Sequential Estimation of Dynamic Discrete Games
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Estimating Dynamic Models of Imperfect Competition
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Estimating Static Models of Strategic Interaction
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Identification and Estimation of Discrete Games of Complete Information
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THE PURE CHARACTERISTICS DEMAND MODEL*
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Capacity Dynamics and Endogenous Asymmetries in Firm Size
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Aggregation and Imperfect Competition: On the Existence of Equilibrium
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Constructive proofs of theorems relating to:F(x) = y, with applications
resolves10.1016/s1573-448x(06)03030-5
Chapter 30 A Framework for Applied Dynamic Analysis in IO
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Computable Markov-Perfect Industry Dynamics: Existence, Purification, and Multiplicity
resolves10.1016/s0165-1889(98)00073-6
General equilibrium models and homotopy methods
resolves10.2307/2297841
Markov-Perfect Industry Dynamics: A Framework for Empirical Work
resolves10.1287/moor.4.4.390
An Approach to Homotopy and Degree Theory
resolves10.1007/978-1-4612-5034-0_8
The Hopf Bifurcation
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Computing Markov-Perfect Nash Equilibria: Numerical Implications of a Dynamic Differentiated Product Model
resolves10.1111/1468-0262.00241
Stochastic Algorithms, Symmetric Markov Perfect Equilibrium, and the 'curse' of Dimensionality
resolves10.3386/w10506
Simple Estimators for the Parameters of Discrete Dynamic Games (with Entry/Exit Samples)
resolves10.3386/w9726
Identification and Estimation of Dynamic Games
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GMRES: A Generalized Minimal Residual Algorithm for Solving Nonsymmetric Linear Systems
resolves10.1016/s0165-1889(98)00017-7
Computing equilibria in the general equilibrium model with incomplete asset markets
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A homotopy algorithm and an index theorem for the general equilibrium model with incomplete asset markets
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Algorithm 652
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Algorithm 777: HOMPACK90
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Multiparameter homotopy methods for finding DC operating points of nonlinear circuits
The 8 references without a DOI — listed, not checked
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