We introduce multivariate ordered discrete response models that exhibit non-lattice structures. From the perspective of behavioral economics, these models correspond to broad bracketing}in decision making, whereas lattice models, which researchers typically estimate in practice, correspond to...

We develop an empirical framework in which we identify and estimate the effects of treatments on outcomes of interest when the treatments are the result of strategic interaction (e.g., bargaining, oligopolistic entry, peer effects). We consider a model where agents play a discrete game with...

This paper provides a method to study heterogenous social interactions in a large network. The method is based on a maximum score model with social interactions where the social interactions are modeled in a simultaneous discrete game. The heterogenous social interactions parameters are...

This paper develops a strategy for identification and estimation of complete information games that does not require a regressor that has large support or a parametric specification for the distribution of the unobservables. The identification result uses a nonstandard but plausible condition on...

Microcredit, a financial tool providing uncollateralized loans to low-income individuals, has seen a shift from joint-liability (JL) to individual liabil- ity (IL) lending models. This article tests a theory explaining this shift, focusing on borrowers matching into groups exposed to similar...

We address the estimation of sample selection and endogenous treatment models with social interactions. To model the interaction between individuals in an internally consistent matter we employ a game theoretic approach based on the use of a discrete Bayesian game. We overcome the substantial...

Counterfactual policy evaluation often requires computation of game-theoretic equilibria. We provide new algorithms for computing pure-strategy Nash equilibria of games on networks with finite action spaces. The algorithms exploit the fact that many agents may be endowed with types such that a...

Consider a setting where N players, partitioned into K observable types, form a directed network. Agents' preferences over the form of the network consist of an arbitrary network benefit function (e.g., agents may have preferences over their network centrality) and a private component which is...

Social networks display homophily and clustering, and are usually sparse. I develop and estimate a structural model of strategic network formation with heterogeneous players and latent community structure, whose equilibrium networks are sparse and exhibit homophily and clustering. Each player...

This paper studies the dependence structure of sparse networks realized according to a strategic model of network formation with homophilous agents. We argue that equilibrium selection and chains of indirect dependence generated by strategic interactions are the main drivers of network...