Semiparametric estimation of a simultaneous game with incomplete information

Journal of Econometrics

Volumn 157, Issue 2, 2010, Pages 409-431

  Aradillas Lopez, Andres ^a  

^a UNIVERSITY OF WISCONSIN MADISON   (United States)

Author keywords

Equilibrium beliefs; Game theoretic econometric models; Semiparametric estimation; Trimming

Indexed keywords

BAYESIAN; CAPITAL INVESTMENT; COMMON KNOWLEDGE; COMPLETE INFORMATION; ECONOMETRIC MODEL; EQUILIBRIUM PROPERTIES; ESTIMATION PROCEDURES; EXACT DISTRIBUTION FUNCTION; GAME-THEORETIC ECONOMETRIC MODELS; INCOMPLETE INFORMATION; INFORMATION STRUCTURES; MULTIPLE EQUILIBRIUM; NASH EQUILIBRIUM; PARAMETER SPACES; PARAMETER VALUES; PRIVATE INFORMATION; SEMI PARAMETRIC ESTIMATION; SEMIPARAMETRIC;

DISTRIBUTION FUNCTIONS; INVESTMENTS; MATHEMATICAL MODELS; TRIMMING;

ESTIMATION;

EID: 77953713613     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2010.03.043     Document Type: Article

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