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Identification and Estimation of Large Network Games with Private Link Information

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International Economic Review

Published online on

Abstract

["International Economic Review, Volume 67, Issue 2, Page 411-432, May 2026. ", "\nABSTRACT\nWe 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."]