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Identification and Estimation of a Game Theoretic Models

Author

Listed:
  • Florens, F.
  • Protopopescu, C.
  • Richard, J.-F.

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.

Suggested Citation

  • Florens, F. & Protopopescu, C. & Richard, J.-F., 1998. "Identification and Estimation of a Game Theoretic Models," Papers 98.499, Toulouse - GREMAQ.
  • Handle: RePEc:fth:gremaq:98.499
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    Citations

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    Cited by:

    1. Gian Albano & Frédéric Jouneau-Sion, 2004. "Bayesian inference in repeated English auctions," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 13(1), pages 193-211, June.
    2. Pastorello, Sergio & Patilea, Valentin & Renault, Eric, 2003. "Iterative and Recursive Estimation in Structural Nonadaptive Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 21(4), pages 449-482, October.
    3. Wayne-Roy Gayle & Jean Richard, 2008. "Numerical Solutions of Asymmetric, First-Price, Independent Private Values Auctions," Computational Economics, Springer;Society for Computational Economics, vol. 32(3), pages 245-278, October.

    More about this item

    Keywords

    GAME THEORY ; ECONOMETRICS ; STATISTICAL ANALYSIS;

    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

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