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• W2059990531 abstract "This paper studies the identification and estimation of a static binary decision game of incomplete information. We make no parametric assumptions on the joint distribution of private signals and allow them to be correlated. We show that the parameters of interest can be point-identified subject to a scale normalization under mild support requirements for the regressors (publicly observed state variables) and errors (private signals). Following Manski and Tamer (2002), we propose a maximum score type estimator for the structural parameters and establish the asymptotic properties of the estimator." @default.
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• W2059990531 date "2014-10-01" @default.
• W2059990531 modified "2023-09-29" @default.
• W2059990531 title "Semiparametric identification of binary decision games of incomplete information with correlated private signals" @default.
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• W2059990531 doi "https://doi.org/10.1016/j.jeconom.2014.05.002" @default.
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