Solution-robust estimation of strategic models

Andrés Aradillas-López

doi:10.1016/j.econlet.2025.112698

Solution-robust estimation of strategic models

Andrés Aradillas-López

Economics

Research output: Contribution to journal › Article › peer-review

Abstract

A number of normal-form games with parametric payoff functions have the feature that all solutions can be characterized by a collection of (semi)parametric functions that contain information about the payoff parameters and serve as sufficient statistics. Under additional exclusion restrictions involving selection mechanisms, these games can be expressed as semiparametric multiple index models and payoff parameters can be estimated using existing methods.

Original language	English (US)
Article number	112698
Journal	Economics Letters
Volume	257
DOIs	https://doi.org/10.1016/j.econlet.2025.112698
State	Published - Dec 2025

All Science Journal Classification (ASJC) codes

Finance
Economics and Econometrics

Access to Document

10.1016/j.econlet.2025.112698

Cite this

@article{02b472f861cf49cbb1f9ce0577a7a139,

title = "Solution-robust estimation of strategic models",

abstract = "A number of normal-form games with parametric payoff functions have the feature that all solutions can be characterized by a collection of (semi)parametric functions that contain information about the payoff parameters and serve as sufficient statistics. Under additional exclusion restrictions involving selection mechanisms, these games can be expressed as semiparametric multiple index models and payoff parameters can be estimated using existing methods.",

author = "Andr{\'e}s Aradillas-L{\'o}pez",

note = "Publisher Copyright: {\textcopyright} 2025",

year = "2025",

month = dec,

doi = "10.1016/j.econlet.2025.112698",

language = "English (US)",

volume = "257",

journal = "Economics Letters",

issn = "0165-1765",

publisher = "Elsevier B.V.",

}

TY - JOUR

T1 - Solution-robust estimation of strategic models

AU - Aradillas-López, Andrés

PY - 2025/12

Y1 - 2025/12

N2 - A number of normal-form games with parametric payoff functions have the feature that all solutions can be characterized by a collection of (semi)parametric functions that contain information about the payoff parameters and serve as sufficient statistics. Under additional exclusion restrictions involving selection mechanisms, these games can be expressed as semiparametric multiple index models and payoff parameters can be estimated using existing methods.

AB - A number of normal-form games with parametric payoff functions have the feature that all solutions can be characterized by a collection of (semi)parametric functions that contain information about the payoff parameters and serve as sufficient statistics. Under additional exclusion restrictions involving selection mechanisms, these games can be expressed as semiparametric multiple index models and payoff parameters can be estimated using existing methods.

UR - https://www.scopus.com/pages/publications/105020423264

UR - https://www.scopus.com/pages/publications/105020423264#tab=citedBy

U2 - 10.1016/j.econlet.2025.112698

DO - 10.1016/j.econlet.2025.112698

M3 - Article

AN - SCOPUS:105020423264

SN - 0165-1765

VL - 257

JO - Economics Letters

JF - Economics Letters

M1 - 112698

ER -

Solution-robust estimation of strategic models

Abstract

All Science Journal Classification (ASJC) codes

Access to Document

Other files and links

Fingerprint

Cite this