论文检索

广义泊松伪极大似然估计量AI 解读

We examine the Constant Variance to Mean Ratio (CVMR) assumption – a key condition to make PPML an efficient estimator – and propose Generalized Poisson-Pseudo Maximum Likelihood (G-PPML) as a complementary estimator. We estimate the conditional variance of the dependent variable using an iterated GMM, thereby providing a specification test for the CVMR assumption. The proposed G-PPML estimator, which capitalizes on conditional variance estimates, is more efficient than…

多重均衡下不完全信息序贯博弈的识别与估计AI 解读

This paper discusses the identification and estimation of game-theoretic models, mainly focusing on sequential games of incomplete information. In most empirical games, researchers cannot observe the exact order of actions played in the game and rely on the assumption of simultaneous actions. My structural modeling generalizes an empirical game to encompass simultaneous and sequential actions as special cases. I specify a sequential game allowing for multiple players in each…