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Estimating simultaneous games with incomplete information under median restrictions

Article ID Journal Published Year Pages File Type
5061058 Economics Letters 2010 4 Pages PDF
Abstract

I estimate simultaneous games with incomplete information where players' private information are median-independent of states. I show index coefficients in utility functions are point-identified under exclusion restrictions and weak conditions on the support of states, and propose a consistent estimator.

Keywords
C35C14Semiparametric identificationC51Games with incomplete informationConsistent estimation
Related Topics
Social Sciences and Humanities Economics, Econometrics and Finance Economics and Econometrics
Preview
Estimating simultaneous games with incomplete information under median restrictions
Authors
Xun Tang,
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Journal
Economics Letters
Journal: Economics Letters
Related Categories
C35
C14
Semiparametric identification
C51
Games with incomplete information
Consistent estimation
Economics and Econometrics
Economics, Econometrics and Finance (General)
Finance
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