Identification and estimation of sequential games of incomplete information with multiple equilibria
From MaRDI portal
Publication:6152626
DOI10.1016/j.jeconom.2023.105569OpenAlexW4389942316MaRDI QIDQ6152626
Publication date: 13 February 2024
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2023.105569
multiple equilibriasequential gameincomplete information gameperfect Bayesian Nash equilibriasieve minimum distance estimator
Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)
Cites Work
- Unnamed Item
- Generalized reduced rank tests using the singular value decomposition
- Identification and estimation in sequential, asymmetric, English auctions
- Identification of complete information games
- Identification and estimation of games with incomplete information using excluded regressors
- Nonparametric identification of dynamic models with unobserved state variables
- Estimating simultaneous games with incomplete information under median restrictions
- Semiparametric estimation of a simultaneous game with incomplete information
- Predation, reputation, and entry deterrence
- Reputation and imperfect information
- Empirical models of discrete games
- The asymptotic distribution of singular values with applications to canonical correlations and correspondence analysis
- Nonparametric estimation of component distributions in a multivariate mixture
- Identification and estimation of incomplete information games with multiple equilibria
- Bounded memory and incomplete information
- Semiparametric identification of binary decision games of incomplete information with correlated private signals
- Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals
- Perfect Bayesian equilibrium and sequential equilibrium
- Inference of Signs of Interaction Effects in Simultaneous Games With Incomplete Information
- Conditional Choice Probability Estimation of Dynamic Discrete Choice Models With Unobserved Heterogeneity
- Identification and Estimation of a Discrete Game of Complete Information
- Estimating Static Models of Strategic Interactions
- Conditional Choice Probabilities and the Estimation of Dynamic Models
- Sequential Estimation of Dynamic Discrete Games
- Asymptotic Least Squares Estimators for Dynamic Games
- What Happens When Wal-Mart Comes to Town: An Empirical Analysis of the Discount Retailing Industry
- Nonparametric Identification of Finite Mixture Models of Dynamic Discrete Choices
- Estimation of a Model of Entry in the Airline Industry
- Incomplete Simultaneous Discrete Response Model with Multiple Equilibria
- Genericity and Markovian Behavior in Stochastic Games
- Partial identification of finite mixtures in econometric models
- Estimation of games with ordered actions: An application to chain-store entry
- Unobserved heterogeneity in dynamic games: Cannibalization and preemptive entry of hamburger chains in Canada
- A Foundation for Markov Equilibria in Sequential Games with Finite Social Memory
- Sieve Wald and QLR Inferences on Semi/Nonparametric Conditional Moment Models
- Supermarket Choice and Supermarket Competition in Market Equilibrium
- Using Mixtures in Econometric Models: A Brief Review and Some New Results
- Identification of games of incomplete information with multiple equilibria and unobserved heterogeneity
- Improved inference on the rank of a matrix
- Estimating Dynamic Models of Imperfect Competition
- Instrumental Variable Estimation of Nonparametric Models
- Efficient Estimation of Models with Conditional Moment Restrictions Containing Unknown Functions
- Spatial Price Competition: A Semiparametric Approach
- Swapping the Nested Fixed Point Algorithm: A Class of Estimators for Discrete Markov Decision Models
- Markov perfect equilibrium. I: Observable actions
This page was built for publication: Identification and estimation of sequential games of incomplete information with multiple equilibria
