Identification and Estimation of Large Network Games with Private Link Information.

We study the identification and estimation of large network games in which individuals choose continuous actions while holding private information about their links and payoffs. Extending the framework of Galeotti et al., we build a tractable empirical model of such network games and show that the p...

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Publicado en:International Economic Review Vol. 67; no. 2; pp. 411 - 433
Autores principales: Eraslan, Hülya, Tang, Xun
Formato: Artículo
Publicado: Wiley-Blackwell May2026
Materias:
Acceso en línea:Ver este registro en EBSCOhost
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      dt: May2026
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      pub: Wiley-Blackwell
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        193280959
        10.1111/iere.70050
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        atl: Identification and Estimation of Large Network Games with Private Link Information.
      aug:
        au:
          Eraslan, Hülya
          Tang, Xun
        affil:
          Department of Economics, Rice University, Houston Texas,, USA
          National Bureau of Economic Research, Boston, USA
          Institute of Social and Economics Research, University of Osaka, Osaka, Japan
      su:
        Computer networks
        Privacy
        Inference (Logic)
        Estimation theory
        Generalized method of moments
        Nonparametric estimation
      sug:
        subj:
          Computer networks
          Privacy
          Inference (Logic)
          Computer Systems Design Services
          Estimation theory
          Generalized method of moments
          Nonparametric estimation
      keyword:
        large network games
        private links
        semiparametric methods
        large network games
        private links
        semiparametric methods
      ab: We study the identification and estimation of large network games in which individuals choose continuous actions while holding private information about their links and payoffs. Extending the framework of Galeotti et al., we build a tractable empirical model of such network games and show that the parameters in individual payoffs are identified under large‐market asymptotics in which the number of individuals increases to infinity on a single large network. We then propose a semiparametric two‐step M‐estimator for these individual payoffs and demonstrate its good finite‐sample performance in simulations.
      pubtype: Academic Journal
      doctype: Article
      src: R
    language: English
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