Identification and Estimation of Stochastic Bargaining Models, Third Version

Antonio Merlo and Xun Tang ()
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Xun Tang: Department of Economics, University of Pennsylvania

PIER Working Paper Archive from Penn Institute for Economic Research, Department of Economics, University of Pennsylvania

Abstract: Stochastic sequential bargaining models (Merlo and Wilson (1995, 1998)) have found wide applications in different fields including political economy and macroeconomics due to their flexibility in explaining delays in reaching an agreement. This paper presents new results in nonparametric identification and estimation of such models under different data scenarios.

Keywords: Nonparametric identification; non-cooperative bargaining; stochastic sequential bargaining; rationalizable counterfactual outcomes (search for similar items in EconPapers)
JEL-codes: C14 C35 C73 C78 (search for similar items in EconPapers)
Pages: 57 pages
Date: 2010-03-01, Revised 2011-03-11
New Economics Papers: this item is included in nep-ecm
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