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Identification and estimation of games with incomplete information using excluded regressors
Lewbel, Arthur; Tang, Xun - In: Journal of econometrics 189 (2015) 1, pp. 229-244
Persistent link: https://www.econbiz.de/10011502517
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Nonparametric identification of the distribution of random coefficients in binary response static games of complete information
Dunker, Fabian; Hoderlein, Stefan; Kaido, Hiroaki; … - In: Journal of econometrics 206 (2018) 1, pp. 83-102
Persistent link: https://www.econbiz.de/10012110367
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Semiparametric identification of binary decision games of incomplete information with correlated private signals
Wan, Yuanyuan; Haiqing Xu - In: Journal of econometrics 182 (2014) 2, pp. 235-246
Persistent link: https://www.econbiz.de/10010497085
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The econometrics of unobservables : applications of measurement error models in empirical industrial organization and labor economics
Hu, Yingyao - In: Journal of econometrics 200 (2017) 2, pp. 154-168
Persistent link: https://www.econbiz.de/10011917160
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Identification and estimation of incomplete information games with multiple equilibria
Xiao, Ruli - In: Journal of econometrics 203 (2018) 2, pp. 328-343
Persistent link: https://www.econbiz.de/10011974685
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Semiparametric estimation of a simultaneous game with incomplete information
Aradillas-Lopez, Andres - In: Journal of econometrics 157 (2010) 2, pp. 409-431
Persistent link: https://www.econbiz.de/10008662986
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Identification of dynamic games with unobserved heterogeneity and multiple equilibria
Luo, Yao; Xiao, Ping; Xiao, Ruli - In: Journal of econometrics 226 (2022) 2, pp. 343-367
Persistent link: https://www.econbiz.de/10013461532
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How informative is the initial condition in the dynamic panel model with fixed effects?
Hahn, Jinyong - In: Journal of econometrics 93 (1999) 2, pp. 309-326
Persistent link: https://www.econbiz.de/10001406659
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Local polynomial estimators of the volatility function in nonparametric autoregression
Härdle, Wolfgang - In: Journal of econometrics 81 (1997) 1, pp. 223-242
Persistent link: https://www.econbiz.de/10001336796
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Estimation of stochastic volatility models with diagnostics
Gallant, A. Ronald - In: Journal of econometrics 81 (1997) 1, pp. 159-192
Persistent link: https://www.econbiz.de/10001336798