Semiparametric estimation of a simultaneous game with incomplete information
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Publication:736537
DOI10.1016/j.jeconom.2010.03.043zbMath1431.62582OpenAlexW2041730486MaRDI QIDQ736537
Publication date: 4 August 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2010.03.043
Applications of statistics to economics (62P20) Nonparametric estimation (62G05) Other game-theoretic models (91A40)
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Semiparametric estimation of signaling games with equilibrium refinement ⋮ Inference in semiparametric conditional moment models with partial identification ⋮ Nonparametric identification of the distribution of random coefficients in binary response static games of complete information ⋮ Rationalization and identification of binary games with correlated types ⋮ Stable outcomes and information in games: an empirical framework ⋮ Econometric inference on a large Bayesian game with heterogeneous beliefs ⋮ Identification and inference of network formation games with misclassified links ⋮ Inference in an incomplete information entry game with an incumbent and with beliefs conditioned on unobservable market characteristics ⋮ 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 incomplete information games with multiple equilibria ⋮ Identification of complete information games ⋮ Identification and estimation of games with incomplete information using excluded regressors ⋮ Pairwise-difference estimation of incomplete information games ⋮ Estimating simultaneous games with incomplete information under median restrictions ⋮ Uncovering heterogeneous social effects in binary choices ⋮ Semiparametric identification of binary decision games of incomplete information with correlated private signals ⋮ Bounds for best response functions in binary games ⋮ Social interactions under incomplete information with heterogeneous expectations ⋮ Inference in ordered response games with complete information ⋮ Smoothed maximum score estimation with nonparametrically generated covariates ⋮ A MULTIPLEX INTERDEPENDENT DURATIONS MODEL ⋮ Extremum estimation and numerical derivatives ⋮ Two-step estimation of network-formation models with incomplete information
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