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Estimating simultaneous games with incomplete information under median restrictions

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  • Tang, Xun
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    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.

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    Bibliographic Info

    Article provided by Elsevier in its journal Economics Letters.

    Volume (Year): 108 (2010)
    Issue (Month): 3 (September)
    Pages: 273-276

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    Handle: RePEc:eee:ecolet:v:108:y:2010:i:3:p:273-276

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    Web page: http://www.elsevier.com/locate/ecolet

    Related research

    Keywords: Games with incomplete information Semiparametric identification Median restrictions Consistent estimation;

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    1. Patrick Bajari & Han Hong & John Krainer & Denis Nekipelov, 2006. "Estimating Static Models of Strategic Interaction," NBER Working Papers 12013, National Bureau of Economic Research, Inc.
    2. Charles F. Manski & Elie Tamer, 2002. "Inference on Regressions with Interval Data on a Regressor or Outcome," Econometrica, Econometric Society, vol. 70(2), pages 519-546, March.
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    Cited by:
    1. Nianqing Liu & Quang Vuong & Haiqing Xu, 2012. "Rationalization and Identification of Discrete Games with Correlated Types," Department of Economics Working Papers 130915, The University of Texas at Austin, Department of Economics.
    2. Haiqing Xu, . "Estimation of Discrete Games with Correlated Types," Department of Economics Working Papers 130909, The University of Texas at Austin, Department of Economics.

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