Estimating simultaneous games with incomplete information under median restrictions

Xun Tang

Economics Letters, 2010, vol. 108, issue 3, 273-276

Abstract: 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.

Keywords: Games; with; incomplete; information; Semiparametric; identification; Median; restrictions; Consistent; estimation (search for similar items in EconPapers)
Date: 2010
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Citations: View citations in EconPapers (12)

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