Set Inference for Semiparametric Discrete Games

• Main Author: KIM, Kyoo-il
• Format: text
• Language: English
• Published: Institutional Knowledge at Singapore Management University 2006
• Subjects: Semiparametric Estimation; Set Inference; InÖnite Dimensional Parameters; InequalityMoment Conditions; Signaling Game with Discrete Types; Econometrics
• Online Access: https://ink.library.smu.edu.sg/soe_research/900; https://ink.library.smu.edu.sg/context/soe_research/article/1899/viewcontent/ProfiledSetInference_res.pdf
• Institution: Singapore Management University

We consider estimation and inference of parameters in discrete games allowing for multiple equilibria, without using an equilibrium selection rule. We do a set inference while a game model can contain infinite dimensional parameters. Examples can include signaling games with discrete types where the...