 | Assistant Professor of Economics, University of Wisconsin-Madison Verified email at ssc.wisc.edu Cited by 116 |
This paper studies the problem of estimating the normal-form payoff parameters of a
simultaneous, discrete game where the realization of such payoffs is not common
knowledge. The paper contributes to the existing literature in two ways. First, by making a ...
We examine the identification power that (Nash) equilibrium assumptions play in conducting
inference about parameters in some simple games. We focus on three static games in which
we drop the Nash equilibrium assumption and instead use rationalizability as the basis for ...
A Aradillas‐Lopez, BE Honoré… - International Economic …, 2007 - Wiley Online Library
This article extends the pairwise difference estimators for various semilinear limited
dependent variable models proposed by Honoré and Powell (Identification and Inference in
Econometric Models. Essays in Honor of Thomas Rothenberg Cambridge: Cambridge ...
Abstract This paper contributes to the literature on econometric estimation of incomplete
information games with Nash equilibrium behavior by introducing a two-step estimation
procedure that makes no parametric assumptions about the distribution of unobservable ...
Page 1. Identification and Testing in Ascending Auctions with Unobserved Heterogeneity Andrés
Aradillas-López, Amit Gandhi, Daniel Quint∗ July 22, 2010 Abstract This paper empirically studies
the consequences of unobserved heterogeneity on auction design. ...
Page 1. Identification and Inference in Ascending Auctions with Correlated Private
Values Andrés Aradillas-López, Amit Gandhi, Daniel Quint∗ September 29, 2011
Abstract We introduce and apply a new nonparametric approach ...
[CITATION] Semiparametric efficiency in models with rational expectations and strategic interactions
A Aradillas-Lopez - 2007 - Mimeo, Princeton University
Abstract We study a nonparametric simultaneous discrete choice model with strategic
interaction and expectedutility maximizing agents. We refer to approximate equilibrium
beliefs as those that:(i) Assign nonzero probability to the actual ex-post choices made by ...
Page 1. Nonparametric Testing and Identification in Ascending Auctions with
Unobserved Heterogeneity Andrés Aradillas-López, Amit Gandhi, Daniel Quint∗ June
17, 2010 Abstract When unobserved heterogeneity across auctions ...
In this paper we contribute to the literature on estimation of static games by studying a
strategic setting that is both widely applicable and has not yet been studied in a systematic
way: games where players have ordered actions. Ordered response games generalize ...
Abstract We analyze a 2× 2 simultaneous game with incomplete information. We assume an
incomplete information structure where players' beliefs are allowed to be conditioned on a
vector of publicly observed signals Z observable by the researcher but whose exact ...
Abstract: This dissertation addresses the problem of estimating the payoff-parameter vector
of game-theoretic models. We focus on methodologies that rely solely on the assumption
that observed actions are the result of a Nash equilibrium, avoiding the introduction of ...
Page 1. Nonparametric Methods for Ascending Auctions with Unobserved
Heterogeneity Andrés Aradillas-López, Amit Gandhi, Daniel Quint February 8, 2010
Preliminary and Incomplete 1 Introduction Applying the insights from ...
[CITATION] Conditions for Existence of a Likelihood Function in a Simultaneous Game with Mixed Strategies.
[CITATION] Microeconometrics Course Syllabus
Abstract A semi-empirical likelihood estimator is proposed for models where agents interact
under asymmetric information. The methodology focuses on situations where some
variables that were privately observed when choices were made become available to the ...
[CITATION] Nonparametric Probability Bounds for Events Involving Optimal Choices in a Class of Simultaneous Discrete Choice Models
BA PEÑA… - 2011 - cide.edu.mx
... Nash Bayesiano. Page 4. Page 5. Semi-Empirical Likelihood Estimation of
Manufacturing Interaction-Based Model with Asymmetric Information Andres
Aradillas-Lopez and Brasil Acosta-Pe˜na October 24, 2011 Abstract A semi ...
We study a simultaneous, complete-information game played by p= 1,…, P agents. Each p
has an ordinal decision variable Y p∈ p={0, 1,…, M p}, where M p can be
unbounded, p is p's action space, and each element in p is an action, that is, a ...
[CITATION] Empirical Likelihood Estimation of Interactions-Based Models with Asymmetric Information
Abstract: An empirical likelihood estimator is proposed for models where agents interact
under asymmetric information. The methodology focuses on situations where some
variables that were privately known when the choices were made becomes available to ...
[CITATION] Nonparametric Testing in Auctions: Are Private Values Really Independent?
Abstract We present a step-by-step proof of Theorem 2 in the paper Pairwise-Difference
Estimation of Incomplete Information Games. We also describe the bandwidth-selection
criterion used in the Monte Carlo experiments.
Abstract We characterize semiparametric efficiency bounds and the corresponding efficient
influence functions for√ n-consistent, regular estimators of finite-dimensional parameters in
a number of models where agents' observed choices are driven partially by unobserved ...
Page 1. Testing Auction Models: Are Private Values Really Independent? Andrés Aradillas-López,
Amit Gandhi, Daniel Quint December 23, 2011 Abstract In this paper, we introduce and apply
an approach to testing independence of values in standard auction settings. ...
Abstract: An empirical likelihood estimator is proposed for models where agents interact
under asymmetric information. The methodology focuses on situations where some
variables that were privately known when the choices were made becomes available to ...
[CITATION] Mathematical Appendix to the Job Market Paper “Semiparametric Estimation of a Simultaneous Game with Incomplete Information”
∗ The results presented here benefited greatly from discussions with Professor James L.
Powell, to whom I am greatly indebted. All remaining errors are tesponsibility of the author.
email: aradilla@ econ. berkeley. edu. Correspondence: Andres Aradillas-Lopez, ...
Create email alert
About Google Scholar - All About Google - My Citations
©2012 Google