{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2024,7,4]],"date-time":"2024-07-04T18:43:30Z","timestamp":1720118610854},"reference-count":33,"publisher":"Cambridge University Press (CUP)","issue":"3","license":[{"start":{"date-parts":[[2014,9,23]],"date-time":"2014-09-23T00:00:00Z","timestamp":1411430400000},"content-version":"unspecified","delay-in-days":0,"URL":"https:\/\/www.cambridge.org\/core\/terms"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Econom. Theory"],"published-print":{"date-parts":[[2015,6]]},"abstract":"<jats:p>We derive conditions for the identification of the structural parameters in Markov decision model under the assumptions of Rust (1987, <jats:italic>Econometrica<\/jats:italic> 55, 999\u20131033) when the payoff function is parametrically specified. Identification in this class of dynamic problems is difficult to establish since the parameters of interest enter the value function nonlinearly, and the value function is only defined implicitly as a fixed point of some functional equation. We show it is sufficient to verify identification in the pseudomodel, which is more tractable as it is originally designed to reduce the computational burden in the estimation problem, for the identification of the data generating parameter of the underling model. Our results extend naturally to a class of dynamic discrete action games commonly used in empirical industrial organizations.<\/jats:p>","DOI":"10.1017\/s0266466614000437","type":"journal-article","created":{"date-parts":[[2014,9,23]],"date-time":"2014-09-23T07:23:23Z","timestamp":1411457003000},"page":"521-538","source":"Crossref","is-referenced-by-count":4,"title":["IDENTIFICATION IN DISCRETE MARKOV DECISION MODELS"],"prefix":"10.1017","volume":"31","author":[{"given":"Sorawoot","family":"Srisuma","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"56","published-online":{"date-parts":[[2014,9,23]]},"reference":[{"key":"S0266466614000437_ref27","doi-asserted-by":"crossref","first-page":"999","DOI":"10.2307\/1911259","article-title":"Optimal replacement of GMC bus engines: An empirical model of Harold Zurcher","volume":"55","author":"Rust","year":"1987","journal-title":"Econometrica"},{"key":"S0266466614000437_ref11","doi-asserted-by":"crossref","first-page":"574","DOI":"10.2307\/1911805","article-title":"Identifiability criteria in nonlinear systems","volume":"29","author":"Fisher","year":"1961","journal-title":"Econometrica"},{"key":"S0266466614000437_ref31","doi-asserted-by":"crossref","first-page":"549","DOI":"10.3982\/QE266","article-title":"Minimum distance estimators for dynamic games","volume":"4","author":"Srisuma","year":"2013","journal-title":"Quantitative Economics"},{"key":"S0266466614000437_ref21","doi-asserted-by":"crossref","first-page":"191","DOI":"10.1006\/jeth.2000.2785","article-title":"Markov perfect equilibrium I: Observable actions","volume":"100","author":"Maskin","year":"2001","journal-title":"Journal of Economic Theory"},{"key":"S0266466614000437_ref9","doi-asserted-by":"crossref","first-page":"175","DOI":"10.2307\/1912253","article-title":"The identification problem in systems nonlinear in the variables","volume":"51","author":"Brown","year":"1983","journal-title":"Econometrica"},{"key":"S0266466614000437_ref8","doi-asserted-by":"crossref","first-page":"1429","DOI":"10.1111\/j.1468-0262.2006.00711.x","article-title":"On the nonparametric identification of nonlinear simultaneous equations models: Comment on Brown (1983) and Roehrig (1988)","volume":"74","author":"Benkard","year":"2006","journal-title":"Econometrica"},{"key":"S0266466614000437_ref10","doi-asserted-by":"crossref","unstructured":"Egesdal, M. , Lai, Z. , & Su, C. 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