Estimating Simultaneous Games with Incomplete Information Under Median Restrictions
Author(s) -
Xun Tang
Publication year - 2009
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.1431493
Subject(s) - complete information , statistics , computer science , mathematics , econometrics , mathematical economics
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.
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