• Corpus ID: 248665474

Estimating Discrete Games of Complete Information: Bringing Logit Back in the Game

@inproceedings{Koh2022EstimatingDG,
  title={Estimating Discrete Games of Complete Information: Bringing Logit Back in the Game},
  author={Paul S. Koh},
  year={2022}
}
This paper considers the estimation of static discrete games of complete information under pure strategy Nash equilibrium and no assumptions on the equilibrium selection rule, which is often viewed as computationally difficult due to the need for simulation of latent variables and repeated point-wise testing over a large number of candidate points in the parameter space. We propose computationally attractive approaches that avoid simulation and grid search by characterizing identifying… 

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