A Bayesian Approach to Estimation of Dynamic Models with Small and Large Number of Heterogeneous Players and Latent Serially Correlated States

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Econometrics Seminar
University of Pennsylvania

3718 Locust Walk
410 McNeil

Philadelphia, PA
19104

United States

(Joint work with Han Hong and Ahmed Khwaja)

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A. Ronald Gallant A. Ron Gallant

Ron Gallant

Penn State University

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