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.

MoreLess

Year of publication:	2010
Authors:	Tang, Xun
Published in:	Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 108.2010, 3, p. 273-276
Publisher:	Elsevier
Keywords:	Games with incomplete information Semiparametric identification Median restrictions Consistent estimation

More details

Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008867036