Incomplete Simultaneous Discrete Response Model with Multiple Equilibria

By Elie Tamer. 2003

654 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Public Health, Environmental and Occupational Health, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/a539a36f6c1035ef12b5816fffbcae6909f77d01

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Citations in the corpus

Econometric Evaluation of Social Programs, Part I: Causal Models, Structural Models and Econometric Policy Evaluation (2007, background): “They do not allow for simultaneity in choices of outcomes of treatment that are at the heart of game theory and models of social interactions [see, e.g., Brock and Durlauf (2001), Tamer (2003)].”
Social networks in Ghana (2006, neutral): “Nevertheless, it should not be expected that there would be a unique Nash equilibrium of this game, which complicates estimation of the parameters of V t ij and cij (Tamer 1999).”
TESTING FOR A GENERAL CLASS OF FUNCTIONAL INEQUALITIES (2013, background): “See, for example, Haile and Tamer (2003), Haile, Hong, and Shum (2003), Aradillas-López, Gandhi, and Quint”
Finite Sample Inference for Quantile Regression Models (2006, methodology): “Key Words: Quantile Regression, Extremal Quantile Regression, Instrumental Quantile Regression”
Random Coefficients on Endogenous Variables in Simultaneous Equations Models (2014, methodology): “For simultaneous systems with discrete outcomes, see Bjorn and Vuong (1984), Bresnahan and Reiss (1991), and Tamer (2003). body weight, consumption, savings, investment, etc. Model (1) allows for endogenous social interactions: one person’s outcome may affect the other person’s, and vice versa.”
What Happens When Wal‐Mart Comes to Town: An Empirical Analysis of the Discount Retailing Industry (2008, background): “For example, Tamer (2003) proposes an exclusion condition that leads to point identification in two-by-two games.”
Set Identification in Models with Multiple Equilibria (2011, neutral): “This non additivity of the model likelihood is referred to as “lack of coherency” in Gourieroux et al., 1980 and Tamer, 2003.”
Identification of treatment response with social interactions (2012, background): “See, for example, Tamer (2003) and Brock and Durlauf (2001).”
Estimating Static Models of Strategic Interactions (2010, background): “Perhaps the most commonly studied example of a discrete game in the literature is a static entry game (see [11], [12],[8], [32], [15], [22]).”
Testing Models With Multiple Equilibria by Quantile Methods (2009, methodology): “A number of recent papers in the (quickly expanding) literature on econometrics of games further carry out estimation in such models (Bresnahan and Reiss, 1990, 1991; Berry, 1992; Tamer, 2003).”
Counterfactual Sensitivity and Robustness (2019, methodology): “To illustrate our procedure in a simple and transparent way, we consider a complete-information entry game similar to that studied by Bresnahan and Reiss (1990, 1991), Berry (1992), and Tamer (2003).”
Coherency and Completeness of Structural Models Containing a Dummy Endogenous Variable (2007, neutral): “More recently, Tamer (2003) uses the term coherency to only refer to existence of a y that solves y = H (y, w), and calling the model complete if the solution is unique.”
THE FUTURE OF SPATIAL ECONOMETRICS (2010, neutral): “In that setting, the profit that each firm derives from entering the market depends on how many and which of its competitors decides to enter, and even with two players there can be multiple equilibria depending on covariate values (see, e.g., Tamer, 2003; Xu, 2009).”
Instrumental Variable Models for Discrete Outcomes (2008, background): “The restrictions of the triangular model rule out full simultaneity (Koenker (2005), Section 8.8.2) such as arises in the simultaneous entry game model of Tamer (2003).”