Information structure and statistical information in discrete response models
نویسندگان
چکیده
منابع مشابه
Information Structure and Statistical Information in Discrete Response Models
Strategic interaction parameters characterize the impact of actions of one economic agent on the payoff of another economic agent. In this paper we study how the information available to economic agents regarding other economic agents can influence the ability of an econometrician to recover strategic information parameters from the observed actions. We consider two extreme cases: the complete ...
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Discrete response models are of high interest in economics and econometrics as they encompass treatment effects, social interaction and peer effect models, and discrete games. We study the impact of the structure of information sets of economic agents on the Fisher information of (strategic) interaction parameters in such models. While in complete information models the information sets of part...
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ژورنال
عنوان ژورنال: Quantitative Economics
سال: 2018
ISSN: 1759-7323
DOI: 10.3982/qe288