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Recent Contributions to Inference in Game Theoretic Models


7-8 June 2013

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Organisers: Aureo de Paula and Elie Tamer

Sponsored by UCL and The Breen Family Fund at Northwestern

Location: RCGP, 30 Euston Square, London, NW1 2FB

To register for free, please complete the Conference Registration Form

An exciting conference with a great mix of speakers from the microeconomic theory and applied and theoretical econometrics sides of the spectrum. 

When decision makers -- firms, individuals or households -- behave strategically, the simultaneous interdependence of their choices creates challenging problems for the econometric analysis of their interaction from observed data. Some of these problems are unique to these models and require that one carefully examines the economic assumptions that underly these interactions. For example, what a given player knows about the other players' payoffs and her own payoff at the time of making a decision, what the econometrician observes, and what rules of behavior are allowed all shape the kinds of inferences that one is able to conduct. The conference will bring together a set of econometric theorists, applied economists and economic theorists that will share their views on the empirical usefulness of various approaches to learning from data using different models of simultaneous interactions. The research agenda exposited throughout the conference will highlight the open questions faced in this research agenda and the interaction among the participants will hopefully help resolve some of these questions.

Friday 7th June
10:30-10:50 Registration and coffee
10:50-11:00
Opening Remarks
11:00-11:45
Matt Shum (Cal Tech) "Identification and Estimation of Dynamic Models using Convex Analysis" (with Khai Chiong and Alfred Galichon)
11:45-12:30
Whitney Newey (MIT) “Uniqueness of Equilibrium in Dynamic Games of Imperfect Information
12:30-13:30
Lunch
13:30-14:15
Brendan Kline (UT at Austin) “The Accuracy of Nash Equilibrium in Experiments
14:15-15:00
Aureo de Paula (UCL) “Econometrics of Network Formation Games” (with Seth Richards-Shubik and Elie Tamer)
15:00-15:30
Coffee Break
15:30-16:15
Denis Nekipelov (Berkeley) “Semiparametric Estimation of a Finite Horizon Dynamic Discrete Choice Model with Application to Subprime Mortgage Default” (with Minjung Park and Sean Chu)
16:15-17:00
Konrad Menzel (NYU) “Large Matching Markets as Two-Sided Demand Systems
17:00-18:00
Drinks Reception
Saturday 8th June
09:30-10:00
Coffee
10:00-10:45 Jeremy Fox (Michigan) “Identification of Choice Models for Bundles and Discrete Games” (with Natalia Lazzati)
10:45-11:30
Dirk Bergemann (Yale University) “Robust Predictions in Games of Incomplete Information” (with Stephen Morris) Paper 1 Paper 2
11:30-11:45
Coffee Break
11:45-12:30
Ariel Pakes (Harvard University) “Descriptive and Behavioral Econometric Models
12:30-13:30
Lunch
13:30-14:15
Xun Tang (UPenn) “Inference of Bidders Risk Attitudes in Ascending Auctions with Endogenous Entry” (with Hanming Fang)
14:15-15:00
Martin Pesendorfer (LSE) Testing for Equilibrium Multiplicity in Dynamic Markov Games (with Yuya Takahashi)
15:00-15:30
Coffee Break
15:30-16:15
Adam Rosen (UCL) “Inference in Ordered Response Games with Complete Information" (with Andres Aradillas-Lopez)
16:15-17:00
Victor Aguirregabiria (Toronto) Identification and Estimation of Dynamic Discrete Games When Players’ Beliefs Are Not in Equilibrium (with Avind Magesan)


For further queries, please contact Nirusha Vigi on n.vigi@ucl.ac.uk