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完全信息二元反应静态博弈中随机系数分布的非参数识别AI 解读

This paper studies binary response static games of complete information allowing complex heterogeneity through a random coefficients specification. The main result of the paper establishes nonparametric point identification of the joint density of all random coefficients except those on interaction effects. Under additional independence assumptions, we identify the joint density of the interaction coefficients. Moreover, we prove that in the presence of covariates that are…

相关随机系数二元响应模型的识别与估计AI 解读

We study a linear index binary response model with random coefficients B allowed to be correlated with regressors X. We identify the mean of the distribution of B and show how the mean can be interpreted as a vector of expected relative effects. We use instruments and a control vector V to make X independent of B given V. This leads to a localize-then-average approach to both identification and estimation. We develop a n-consistent and asymptotically normal estimator of a…

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