Return to search

Essays on the Econometrics of Discrete Games of Complete Information

This dissertation considers questions in the econometrics of discrete games of complete information. Chapter 1 proposes an econometric framework that explicitly models the selection of equilibria as a discrete choice model. Such framework could achieve point identification. A simulation based approach is proposed to estimate the structural model. Chapter 2 discusses the relationship among the three types of partial identification approaches available in the literature. I show a modified version of bound estimation is equivalent to the sensitive analysis approach and the sharp identification approach in the sense that they draw inference on the same identified set. Chapter 3 studies identification and estimation of discrete games in large networks. Moment inequalities on choice probabilities of subnetworks are constructed to partially identify the model. Monte Carlo studies are conducted in Chapter 1 and 3 to evaluate the performance of approaches developed in this dissertation. Two applications are considered, Chapter 1 contains a study on the entry competition in the home improvement industry; Chapter 3 studies peer effects on smoking in friend networks.
Date15 March 2016
CreatorsZhao, Li
ContributorsFederico H. Gutierrez, Yanqin Fan, Alejandro Molnar, Tong Li
Source SetsVanderbilt University Theses
Detected LanguageEnglish
Rightsrestricted, I hereby certify that, if appropriate, I have obtained and attached hereto a written permission statement from the owner(s) of each third party copyrighted matter to be included in my thesis, dissertation, or project report, allowing distribution as specified below. I certify that the version I submitted is the same as that approved by my advisory committee. I hereby grant to Vanderbilt University or its agents the non-exclusive license to archive and make accessible, under the conditions specified below, my thesis, dissertation, or project report in whole or in part in all forms of media, now or hereafter known. I retain all other ownership rights to the copyright of the thesis, dissertation or project report. I also retain the right to use in future works (such as articles or books) all or part of this thesis, dissertation, or project report.

Page generated in 0.0024 seconds