Nonparametric Identification of the Distribution of Random Coefficients in Binary Response Static Games of Complete Information

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dc.contributor.authorDunker F
dc.contributor.authorHoderlein S
dc.contributor.authorKaido H
dc.contributor.authorSherman R
dc.date.accessioned2018-05-11T02:06:22Z
dc.date.available2018-05-11T02:06:22Z
dc.date.issued2018en
dc.date.updated2018-01-23T08:41:54Z
dc.description.abstractThis 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 as well. Moreover, we prove that in the presence of covariates that are common to both players, the player-specific coefficient densities are identified, while the joint density of all random coefficients is not point identified. However, we do provide bounds on counterfactual probabilities that involve this joint density.en
dc.identifier.issn0304-4076
dc.identifier.urihttp://hdl.handle.net/10092/15355
dc.language.isoen
dc.subjectBinary Responseen
dc.subjectStatic Gamesen
dc.subjectComplete Informationen
dc.subjectHeterogeneityen
dc.subjectNonparametricen
dc.subjectIdentificationen
dc.subjectRandom Coefficients.en
dc.subject.anzsrcField of Research::01 - Mathematical Sciencesen
dc.titleNonparametric Identification of the Distribution of Random Coefficients in Binary Response Static Games of Complete Informationen
dc.typeJournal Articleen
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