博弈计量经济模型研究

Study on Game-theoretic Econometric Models

博弈计量经济模型是博弈论与计量经济学的结合,是对博弈模型的计量经济分析。博弈论和计量经济学已成为当今分析经济问题的两种最有力的方法,博弈计量经济模型分析将这两种方法结合在一起,必将使问题的分析以更加符合现实的方式揭示经济活动的内在规律。从静态博弈计量经济模型、动态博弈计量经济模型、序贯博弈计量经济模型三个方面梳理博弈计量经济模型的已有研究,分析现有研究的贡献和不足,并指出进一步研究的方向和思路。

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.Game-theoretic 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 game-theoretic 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.