Identification and estimation of games with incomplete information using excluded regressors

DOI10.1016/J.JECONOM.2014.10.014zbMATH Open1337.91028OpenAlexW2105249190MaRDI QIDQ496162FDOQ496162

Authors: 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

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zbMATH Keywords

semiparametric estimationmultiple equilibrianonparametric identificationgames with incomplete informationexcluded regressors

Mathematics Subject Classification ID

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

Cites Work

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Cited In (20)

• New results on the identification of stochastic bargaining models
• Identification and estimation of sequential games of incomplete information with multiple equilibria
• Informational content of special regressors in heteroskedastic binary response models
• Semiparametric identification of binary decision games of incomplete information with correlated private signals
• Identification and estimation of games with incomplete information using excluded regressors
• Local identification in empirical games of incomplete information
• Computing semiparametric efficiency bounds in discrete choice models with strategic-interactions and rational expectations
• The empirical content of games with bounded regressors
• Rationalization and identification of binary games with correlated types
• Analysis of regression in game theory approach
• Identification of games of incomplete information with multiple equilibria and unobserved heterogeneity
• Estimation and inference in games of incomplete information with unobserved heterogeneity and large state space
• Semiparametric estimation of a simultaneous game with incomplete information
• Estimating simultaneous games with incomplete information under median restrictions
• A simple estimator for binary choice models with endogenous regressors
• Uncovering heterogeneous social effects in binary choices
• Sharp test for equilibrium uniqueness in discrete games with private information and common knowledge unobserved heterogeneity
• Identification of discrete choice dynamic programming models with nonparametric distribution of unobservables
• Nonparametric identification of the distribution of random coefficients in binary response static games of complete information
• Identification and estimation of incomplete information games with multiple equilibria

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