Identification and estimation of games with incomplete information using excluded regressors

DOI10.1016/J.JECONOM.2014.10.014zbMath1337.91028OpenAlexW2105249190MaRDI QIDQ496162

Xun Tang, Arthur Lewbel

Publication date: 18 September 2015

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

Full work available at URL: https://doi.org/10.1016/j.jeconom.2014.10.014

zbMATH Keywords

multiple equilibriasemiparametric estimationnonparametric identificationgames with incomplete informationexcluded regressors

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Other game-theoretic models (91A40) Economics of information (91B44)

Related Items (10)

Informational content of special regressors in heteroskedastic binary response models ⋮ A Simple Estimator for Binary Choice Models with Endogenous Regressors ⋮ 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 ⋮ IDENTIFICATION OF DISCRETE CHOICE DYNAMIC PROGRAMMING MODELS WITH NONPARAMETRIC DISTRIBUTION OF UNOBSERVABLES ⋮ Identification and estimation of sequential games of incomplete information with multiple equilibria ⋮ Computing semiparametric efficiency bounds in discrete choice models with strategic-interactions and rational expectations ⋮ Identification and estimation of games with incomplete information using excluded regressors ⋮ New results on the identification of stochastic bargaining models ⋮ Uncovering heterogeneous social effects in binary choices

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