Estimating simultaneous games with incomplete information under median restrictions

DOI10.1016/J.ECONLET.2010.05.015zbMath1231.91039OpenAlexW3121475036MaRDI QIDQ709074

Xun Tang

Publication date: 15 October 2010

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://economics.sas.upenn.edu/sites/default/files/filevault/working-papers/09-023.pdf

zbMATH Keywords

games with incomplete informationsemiparametric identificationconsistent estimationmedian restrictions

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Other game-theoretic models (91A40) Economics of information (91B44)

Related Items (5)

Rationalization and identification of binary games with correlated types ⋮ Binary choice with misclassification and social interactions, with an application to peer effects in attitude ⋮ Identification and estimation of sequential games of incomplete information with multiple equilibria ⋮ Identification and estimation of games with incomplete information using excluded regressors ⋮ Semiparametric identification of binary decision games of incomplete information with correlated private signals

Cites Work

• Semiparametric estimation of a simultaneous game with incomplete information
• Identification of Binary Response Models
• An Efficient Semiparametric Estimator for Binary Response Models
• Estimation and Confidence Regions for Parameter Sets in Econometric Models
• Inference on Regressions with Interval Data on a Regressor or Outcome

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