Game Theory and Econometrics : A Survey of Some Recent Research

@inproceedings{Bajari2010GameTA,
  title={Game Theory and Econometrics : A Survey of Some Recent Research},
  author={Patrick Bajari},
  year={2010}
}
We survey an emerging literature on the econometric analysis of static and dynamic models of strategic interactions. Econometric methods of identification and estimation allow researcher to make use of observed data on individual choice behavior and on the conditional transition distribution of state variables to recover the underlying structural parameters of payoff functions and discount rates nonparametrically without imposing strong functional form assumptions. We also discuss the progress… CONTINUE READING