Estimating simultaneous games with incomplete information under median restrictions
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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- Bajari, Patrick & Hong, Han & Krainer, John & Nekipelov, Denis, 2010.
"Estimating Static Models of Strategic Interactions,"
Journal of Business & Economic Statistics,
American Statistical Association, vol. 28(4), pages 469-482.
- 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.
- 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. Full references (including those not matched with items on IDEAS)