This paper discusses computational issues raised by a generic solution and estimation methodology applicable to a broad range of empirical game theoretic models with incomplete information. By combining the use of Monte Carlo simulation techniques with that of smooth kernel estimation of...

[fre] Équilibre approximatif et règle intuitive : une application aux appels d'offres dans l'industrie spatiale par Olivier Armantier, Jean-Pierre Florens et Jean-François Richard . Nous adoptons dans cet article la notion d'équilibre approximatif obtenu à partir d'une "règle intuitive"....

This article addresses the issues associated with the construction of posterior probabilities for violation of the independence axiom of expected utility from nonexperimental data. To illustrate the methodology of analyzing nonexperimental evidence, the authors consider seat-belt-usage-data....

Each summer milk processors around the country participate in sealed bid procurements for the right to provide public schools with milk throughout the subsequent academic year. School district contracts are an important part of vehicle routing problems that milk processors solve on an ongoing...

We estimate stochastic volatility leverage models for a panel of stock returns for 24 S&P 500 firms from six industries. News are measured as differences between daily return and a monthly moving average of past returns. We estimate the models by maximum likelihood using an Efficient Importance...