| 来源类型 | Working Paper |
| 规范类型 | 报告 |
| DOI | 10.3386/t0301 |
| 来源ID | Technical Working Paper 0301 |
| Identification and Estimation of Discrete Games of Complete Information | |
| Patrick Bajari; Han Hong; Stephen Ryan | |
| 发表日期 | 2004-10-04 |
| 出版年 | 2004 |
| 语种 | 英语 |
| 摘要 | We discuss the identification and estimation of discrete games of complete information. Following Bresnahan and Reiss (1990, 1991), a discrete game is a generalization of a standard discrete choice model where utility depends on the actions of other players. Using recent algorithms to compute all of the Nash equilibria to a game, we propose simulation-based estimators for static, discrete games. With appropriate exclusion restrictions about how covariates enter into payoffs and influence equilibrium selection, the model is identified with only weak parametric assumptions. Monte Carlo evidence demonstrates that the estimator can perform well in moderately-sized samples. As an application, we study the strategic decision of firms in spatially-separated markets to establish a presence on the Internet. |
| 主题 | Industrial Organization ; Firm Behavior ; Econometrics ; Estimation Methods ; Microeconomics ; Game Theory |
| URL | https://www.nber.org/papers/t0301 |
| 来源智库 | National Bureau of Economic Research (United States) |
| 引用统计 | |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/568434 |
| 推荐引用方式 GB/T 7714 | Patrick Bajari,Han Hong,Stephen Ryan. Identification and Estimation of Discrete Games of Complete Information. 2004. |
| 条目包含的文件 | ||||||
| 文件名称/大小 | 资源类型 | 版本类型 | 开放类型 | 使用许可 | ||
| t0301.pdf（639KB） | 智库出版物 | 限制开放 | CC BY-NC-SA | 浏览 | ||
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