Estimating a mixed strategy employing maximum entropy
Generalized maximum entropy may be used to estimate mixed strategies subject to restrictions from game theory. This method avoids distributional assumptions and is consistent and efficient. We use this method to estimate the mixed strategies of duopolistic airlines.
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- James A. Brander & Anming Zhang, 1990. "Market Conduct in the Airline Industry: An Empirical Investigation," RAND Journal of Economics, The RAND Corporation, vol. 21(4), pages 567-583, Winter.
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