Computing semiparametric efficiency bounds in discrete choice models with strategic-interactions and rational expectations

DOI10.1016/j.jeconom.2020.02.001zbMath1464.62491OpenAlexW3010395559MaRDI QIDQ2224998

Andres Aradillas-Lopez

Publication date: 4 February 2021

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

Full work available at URL: https://doi.org/10.1016/j.jeconom.2020.02.001

zbMATH Keywords

semiparametric modelsgamessocial interactionsefficiency bounds

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Nonparametric estimation (62G05)

Related Items

Inference in an incomplete information entry game with an incumbent and with beliefs conditioned on unobservable market characteristics

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