Identification and estimation of incomplete information games with multiple equilibria
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Publication:1706497
DOI10.1016/j.jeconom.2017.12.005zbMath1386.62076OpenAlexW3124870026MaRDI QIDQ1706497
Publication date: 22 March 2018
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://caepr.indiana.edu/RePEc/inu/caeprp/CAEPR2015-007.pdf
multiple equilibriasemiparametric estimationnonparametric identificationdiscrete gamesmeasurement error models
Applications of statistics to economics (62P20) Hypothesis testing in multivariate analysis (62H15) Noncooperative games (91A10)
Related Items (11)
The econometrics of unobservables: applications of measurement error models in empirical industrial organization and labor economics ⋮ Unobserved heterogeneity in auctions under restricted stochastic dominance ⋮ Identification of auction models using order statistics ⋮ Moment Estimation for Nonparametric Mixture Models through Implicit Tensor Decomposition ⋮ Identification and estimation of sequential games of incomplete information with multiple equilibria ⋮ Uncovering heterogeneous social effects in binary choices ⋮ Estimation of the number of components of nonparametric multivariate finite mixture models ⋮ MASAGE: model-agnostic sequential and adaptive game estimation ⋮ Identification of dynamic games with unobserved heterogeneity and multiple equilibria ⋮ Global estimation of finite mixture and misclassification models with an application to multiple equilibria ⋮ A MULTIPLEX INTERDEPENDENT DURATIONS MODEL
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