NSFC“计量建模与经济政策研究”基础科学中心定期召开研究进展与学术交流报告会,目标是在NSFC基础科学中心各领域科研人员之间搭建一个交流合作平台。报告者将介绍本人近期取得的重要科研进展或某一前沿领域国际重要进展,或介绍近期科研活动中遇到的困难等。通过交流讨论,了解前沿领域研究进展,探索交叉学科领域合作可能,激发新思想,寻找新思路。
NSFC“计量建模与经济政策研究”基础科学中心学术交流报告会第五讲
报告题目:Econometrics of games: Identification and estimation of static games of incomplete information with complementary or substitutable actions
主讲人:江硕,美国华盛顿大学经济学博士,现任厦门大学经济学院、王亚南经济研究院助理教授,研究方向为:计量经济学理论与应用、实证产业组织。
时 间:2022年12月8日,12:30-14:00
地 点:厦门大学经济楼A318
摘 要:In this talk, I first briefly introduce the econometrics of games and then take my current research as an example. In this paper I study the semiparametric identification and estimation of a class of static games of incomplete information that allow for complementarity or substitutability among player’s own actions. Without assuming parametric distributions for the private information, I characterize simple identified sets for structural parameters under mean restrictions. I provide sufficient conditions for point identification. For point-identified models, I provide simple closed-form estimators for structural parameters that converge at root-n rate and are asymptotically normal. Monte Carlo simulations demonstrates the efficacy of the closed-form estimators. As an empirical illustration, I quantify the extra effect on profit of running two types of stores for supermarket chains in strategic entry. Extensions of the baseline results are discussed.