Semiparametric Estimation of Signaling Games

• Main Author: KIM, Kyoo-il
• Format: text
• Language: English
• Published: Institutional Knowledge at Singapore Management University 2006
• Subjects: Semiparametric Estimation; Signaling Game; Set Inference; InÖnite Dimensional Parameters; Sieve Simultaneous Conditional MLE; Econometrics
• Online Access: https://ink.library.smu.edu.sg/soe_research/903; https://ink.library.smu.edu.sg/context/soe_research/article/1902/viewcontent/signalgame_wp41.pdf
• Institution: Singapore Management University

This paper studies an econometric modeling of a signaling game with two players where one player has one of two types. In particular, we develop an estimation strategy that identifies the payoffs structure and the distribution of types from data of observed actions. We can achieve uniqueness of equi...