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Point Estimation of Discrete Games

Author

Listed:
  • Han Hong
  • Patrick Bajari

Abstract

We propose a method for point estimation of discrete games similar to those considered by Bresnahan and Reiss (1991). In the model, the vNM utilities are a function of observed co-variates and random preference shocks. The model also explicitly parametrizes the probability of selecting a given equilibrium. We use recently developed computational methods to find all of the equilibrium (including mixed strategies) to the game. This allows us to simulate and estimate the model in a computationally tractable manner

Suggested Citation

  • Han Hong & Patrick Bajari, 2004. "Point Estimation of Discrete Games," 2004 Meeting Papers 51, Society for Economic Dynamics.
    • Handle: RePEc:red:sed004:51
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    More about this item

    Keywords

    normal form game; structural estimation;

    JEL classification:

    • C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
    • L0 - Industrial Organization - - General

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