Markov chain Monte Carlo for incomplete information discrete games
نویسندگان
چکیده
منابع مشابه
Markov Chain Monte Carlo for Incomplete Information Discrete Games
This paper outlines a Bayesian approach to estimating discrete games of incomplete information. The MCMC routine proposed features two changes to the traditional Metropolis-Hastings algorithm to facilitate the estimation of games. First, we propose a new approach to sample equilibrium probabilities using a probabilistic equilibrium selection rule that allows for the evaluation of the parameter ...
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ژورنال
عنوان ژورنال: Quantitative Marketing and Economics
سال: 2012
ISSN: 1570-7156,1573-711X
DOI: 10.1007/s11129-012-9128-5