Semiparametric Estimation of Binary Decision Games of Incomplete Information with Correlated Private Signals

@inproceedings{Wan2010SemiparametricEO,
  title={Semiparametric Estimation of Binary Decision Games of Incomplete Information with Correlated Private Signals},
  author={Yuanyuan Wan and Xu Haiqing},
  year={2010}
}
This paper studies the identification and estimation of a semiparametric binary decision game of incomplete information. We make no parametric assumptions on the joint distribution of private signals and allow them to be correlated. Focusing on Monotone Strategy Bayesian Equilibrium, we show that the equilibrium strategies can be represented by a binary choice model with an unobserved regressor, of which we find (estimable) upper/lower bounds. We show that the parameters of interest can be… CONTINUE READING

References

Publications referenced by this paper.
Showing 1-10 of 12 references

Inference on Regressions with Interval Data on a Regressor

  • C. F. MANSKI, E. TAMER
  • 2002
Highly Influential
13 Excerpts

Identification and estimation of discrete games of complete information,

  • P. BAJARI, H. HONG, S. RYAN
  • 2010
1 Excerpt

Estimation of a Model of Entry in the Airline Industry,

  • S. BERRY
  • 1992
1 Excerpt

Similar Papers

Loading similar papers…