Identification and estimation of incomplete information games with multiple equilibria

DOI10.1016/J.JECONOM.2017.12.005zbMATH Open1386.62076OpenAlexW3124870026MaRDI QIDQ1706497FDOQ1706497

Authors: Ruli Xiao 

Publication date: 22 March 2018

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

Full work available at URL: https://caepr.indiana.edu/RePEc/inu/caeprp/CAEPR2015-007.pdf

Recommendations

• Identification of games of incomplete information with multiple equilibria and unobserved heterogeneity
• Inference on incomplete information games with multi-dimensional actions
• Semiparametric estimation of a simultaneous game with incomplete information
• Identification and estimation of games with incomplete information using excluded regressors
• Incomplete Simultaneous Discrete Response Model with Multiple Equilibria

zbMATH Keywords

semiparametric estimationmultiple equilibrianonparametric identificationdiscrete gamesmeasurement error models

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Hypothesis testing in multivariate analysis (62H15) Noncooperative games (91A10)

Cites Work

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• Title not available (Why is that?)
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Cited In (22)

• Identification of dynamic games with unobserved heterogeneity and multiple equilibria
• Moment Estimation for Nonparametric Mixture Models through Implicit Tensor Decomposition
• Identification and estimation of sequential games of incomplete information with multiple equilibria
• Global estimation of finite mixture and misclassification models with an application to multiple equilibria
• Estimation of the number of components of nonparametric multivariate finite mixture models
• Semiparametric identification of binary decision games of incomplete information with correlated private signals
• A MULTIPLEX INTERDEPENDENT DURATIONS MODEL
• Identification and estimation of games with incomplete information using excluded regressors
• Order statistics approaches to unobserved heterogeneity in auctions
• A geometric approach to inference in set-identified entry games
• Unobserved heterogeneity in auctions under restricted stochastic dominance
• Estimating dynamic discrete-choice games of incomplete information
• MASAGE: model-agnostic sequential and adaptive game estimation
• Identification of auction models using order statistics
• Identification and Estimation of Dynamic Games When Players’ Beliefs Are Not in Equilibrium
• Counterfactual prediction in complete information games: point prediction under partial identification
• Estimation and inference in games of incomplete information with unobserved heterogeneity and large state space
• The econometrics of unobservables: applications of measurement error models in empirical industrial organization and labor economics
• Uncovering heterogeneous social effects in binary choices
• Sharp test for equilibrium uniqueness in discrete games with private information and common knowledge unobserved heterogeneity
• ESTIMATION OF (STATIC OR DYNAMIC) GAMES UNDER EQUILIBRIUM MULTIPLICITY
• Pairwise-difference estimation of incomplete information games

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