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单调均衡下不完全信息配置与转移博弈的识别AI 解读

This paper develops identification results for the distribution of valuations in a class of allocation-transfer games. These games determine an allocation of units of a valuable object and arrangement of monetary transfers on the basis of the actions taken by the players. The results allow dependent valuations, discrete parts of the action space, non-smoothness, and unknown (to the econometrician, prior to observing the data) details of how the allocations and transfers are…

随机试验存在选择性参与时处理效应的识别AI 解读

Randomized trials (RTs) are used to learn about treatment effects. This paper studies identification of average treatment response (ATR) and average treatment effect (ATE) from RT data under various assumptions. The focus is the problem of external validity of the RT. RT data need not point identify the ATR or ATE because of selective participation in the RT. The paper reports partial‐identification and point‐identification results for the ATR and ATE based on RT data under…

博弈中非均衡行为的实证模型AI 解读

This paper studies the identification and estimation of the decision rules that individuals use to determine their actions in games, based on a structural econometric model of non‐equilibrium behavior in games. The model is based primarily on various notions of limited strategic reasoning, allowing multiple modes of strategic reasoning and heterogeneity in strategic reasoning across individuals and within individuals. The paper proposes the model and provides sufficient…

一类部分识别模型中的贝叶斯推断AI 解读

This paper develops a Bayesian approach to inference in a class of partially identified econometric models. Models in this class are characterized by a known mapping between a point identified reduced-form parameter μ and the identified set for a partially identified parameter θ. The approach maps posterior inference about μ to various posterior inference statements concerning the identified set for θ, without the specification of a prior for θ. Many posterior inference…

This article provides a strategy to identify the existence and direction of a causal effect in a generalized nonparametric and nonseparable model identified by instrumental variables. The causal effect concerns how the outcome depends on the endogenous treatment variable. The outcome variable, treatment variable, other explanatory variables, and the instrumental variable can be essentially any combination of continuous, discrete, or “other” variables. In particular, it is…

有界回归变量博弈模型的经验内容AI 解读

This paper develops a strategy for identification and estimation of complete information games that does not require a regressor that has large support or a parametric specification for the distribution of the unobservables. The identification result uses a nonstandard but plausible condition on the unobservables: the assumption that the joint density of the unobservables of all agents is unimodal in the sense of achieving the global maximum at a unique point. Also, a…

完全信息博弈的识别AI 解读

This paper establishes sufficient conditions for point identification of the utility functions in generalized complete information game models. These models allow generalized interaction structures and generalized behavioral assumptions. The generalized interaction structures allow that the dependence of an agent’s utility function on the other agents’ actions can itself depend on characteristics of the agents, including an endogenous network of connections among the agents.…

评论AI 解读

The article by Goldsmith-Pinkham and Imbens (2013) is an interesting contribution to the literature on social interactions. An important contribution of their article is to provide some answers to ...

BMI 与工资：偏态处理—响应模型及非参数内生性的贝叶斯分析AI 解读

Abstract We generalize the specifications used in previous studies of the effect of body mass index (BMI) on earnings by allowing the potentially endogenous BMI variable to enter the log wage equation nonparametrically. We introduce a Bayesian posterior simulator for fitting our model that permits a nonparametric treatment of the endogenous BMI variable, flexibly accommodates skew in the BMI distribution, and whose implementation requires only Gibbs steps. Using data from…