Modeling and estimating dynamic games is an active field of research in industrial organization. Dynamic discrete choice models are foundational to this area of study. The following notes recreate seminal papers in the dynamic discrete choice framework. They so far include Rust (1987), Hotz-Miller (1993), and Aguirregabiria-Mira(2002). I will add the rest of my notes as I type them up.
The list of topics and relevant links are on the side panel.