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Identification and Estimation of a Game Theoretic Models

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Author Info
Florens, F.
Protopopescu, C.
Richard, J.-F.

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Abstract

The paper considers parametric and nonparametric estimation of the distribution function F. Issues of particular interest are the identification properties of this model and, in the nonparametric case, the speed of convergence of the estimator F. The latter depends upon the properties of the game and leads to the introduction of a concept of (statistical) order of a game.

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Publisher Info
Paper provided by Toulouse - GREMAQ in its series Papers with number 98.499.

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Length: 47 pages
Date of creation: 1998
Date of revision:
Handle: RePEc:fth:gremaq:98.499

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Related research
Keywords: GAME THEORY ; ECONOMETRICS ; STATISTICAL ANALYSIS;

Find related papers by JEL classification:
C70 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - General
C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
C00 - Mathematical and Quantitative Methods - - General - - - General

Statistics
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This page was last updated on 2009-12-16.


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