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Estimating Dynamic Games of Oligopolistic Competition: An Experimental Investigation / Tobias Salz, Emanuel Vespa.

NBER Working papers Available online

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Format:
Book
Author/Creator:
Salz, Tobias.
Contributor:
National Bureau of Economic Research.
Vespa, Emanuel.
Series:
Working Paper Series (National Bureau of Economic Research) no. w26765.
NBER working paper series no. w26765
Language:
English
Physical Description:
1 online resource: illustrations (black and white);
Other Title:
Estimating Dynamic Games of Oligopolistic Competition
Place of Publication:
Cambridge, Mass. National Bureau of Economic Research 2020.
Summary:
We evaluate dynamic oligopoly estimators with laboratory data. Using a stylized en-try/exit game, we estimate structural parameters under the assumption that the data are generated by a Markov-perfect equilibrium (MPE) and use the estimates to predict counterfactual behavior. The concern is that if the Markov assumption was violated one would mispredict counterfactual outcomes. The experimental method allows us to compare predicted behavior for counterfactuals to true counterfactuals implemented as treatments. Our main finding is that counterfactual prediction errors due to collusion are in most cases only modest in size.
Notes:
Print version record
February 2020.

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