静态博弈的计量经济学

The Econometrics of Static Games

Annual Review of Economics · 2020
被引 34
人大 A-ABS 3

中文导读

综述静态博弈的计量方法,重点处理离散选择情形下多重均衡带来的推断难题,并区分完全/不完全信息及非均衡行为等不同设定,适合想用博弈模型做实证的经济学者快速了解该领域。

Abstract

This article reviews the econometrics of static games, with a focus on discrete-choice cases. These models have been used to study a rich variety of empirical problems, ranging from labor force participation to entry decisions. We outline the components of a general game and describe the problem of doing robust inference in the presence of multiple solutions, as well as the different econometric approaches that have been applied to tackle this problem. We then describe the specific challenges that arise in different variations of these models depending on whether players are assumed to have complete or incomplete information, as well as whether or not nonequilibrium play is allowed. We describe the results in 2 × 2 games (the most widely studied games in econometrics), and we present extensions and recent results in games with richer action spaces. Areas for future research are also discussed.

静态博弈离散选择计量方法多重均衡