Incomplete Simultaneous Discrete Response Model with Multiple Equilibria
研究双变量同步离散响应模型，该模型对应两人离散博弈的均衡，存在多重均衡导致模型不完全。作者区分了不一致与不完全模型，证明在多重均衡下仍可识别参数并获得半参数估计量，且该估计量比现有方法更有效。
A bivariate simultaneous discrete response model which is a stochastic representation of equilibria in a two-person discrete game is studied. The presence of multiple equilibria in the underlying discrete game maps into a region for the exogenous variables where the model predicts a nonunique outcome. This is an example of an incomplete econometric structure. Economists using this model have made simplifying assumptions to avoid multiplicity. I make a distinction between incoherent models and incomplete models, and then analyse the model in the presence of multiple equilibria, showing that the model contains enough information to identify the parameters of interest and to obtain a well defined semiparametric estimator. I also show that the latter is consistent and √n normal. Moreover, by exploiting the presence of multiplicity, one is able to obtain a more efficient estimator than the existing methods. Copyright 2003, Wiley-Blackwell.