Solution-robust estimation of strategic models

Andrés Aradillas-López

Economics Letters, 2025, vol. 257, issue C

Abstract: A number of normal-form games with parametric payoff functions have the feature that all solutions can be characterized by a collection of (semi)parametric functions that contain information about the payoff parameters and serve as sufficient statistics. Under additional exclusion restrictions involving selection mechanisms, these games can be expressed as semiparametric multiple index models and payoff parameters can be estimated using existing methods.

Keywords: Estimation of games; Uncertain behavior; Multiple solutions; Multiple index models (search for similar items in EconPapers)
JEL-codes: C1 C14 C57 (search for similar items in EconPapers)
Date: 2025
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Persistent link: https://EconPapers.repec.org/RePEc:eee:ecolet:v:257:y:2025:i:c:s016517652500535x

DOI: 10.1016/j.econlet.2025.112698

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