Identification and Estimation of a Game Theoretic Models
Jean‐Pierre Florens, Costin Protopopescu, Jean‐François Richard · RePEc: Research Papers in Economics · 1998
The paper considers parametric and nonparametric estimation of the distribution function F. Issues of particular interest are the identification properties of this model and, in the nonparametric case, the speed of convergence of the estimator F. The latter depends upon the properties of the game and leads to the introduction of a concept of (statistical) order of a game.