Counterfactual prediction in complete information games: point prediction under partial identification

DOI10.1016/j.jeconom.2019.02.009zbMath1456.91006OpenAlexW2990912506MaRDI QIDQ2173188

Sung Jae Jun, Joris Pinkse

Publication date: 22 April 2020

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2019.02.009

zbMATH Keywords

maximum entropyDirichlet processpartial identificationcomplete information gamescounterfactual predictionminmax decisions

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Noncooperative games (91A10) Statistical aspects of information-theoretic topics (62B10)

Related Items (2)

Treatment effect models with strategic interaction in treatment decisions ⋮ An information-theoretic approach to partially identified auction models

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