Study on Game-theoretic Econometric Models
Wang Wen-j · Shoudu Jingji Maoyi Daxue xuebao · 2014
Game-theoretic econometric models are econometric analysis of game models. Econometrics and game theory have become the two current most powerful approaches of analyzing economic problems. Gametheoretic econometric models combining the two approaches will make the analysis of the problems in a more realistic way to reveal the inherent laws of economic activities. This paper reviews the existing researches of game-theoretic econometric models in three aspects,static game-theoretic econometric models,dynamic gametheoretic econometric models and sequential game-theoretic econometric models,analyzes the contributions and the shortcomings of the existing researches,and points out the direction and thinking of further study.