Estimating Discrete Games of Complete Information: Bringing Logit Back in the Game
完全信息离散博弈的估计:让 Logit 重回博弈
Discrete games are central tools for empirical analysis of strategic interaction, but equilibrium multiplicity and partial identification often make them computationally difficult to estimate. This paper develops tractable methods for estimation and inference in complete-information discrete games. The key idea is to construct an outer set by comparing observed frequencies of action profiles with singleton-class generalized likelihoods: model-implied probabilities that those…