
Introduction to the Mathematical and Statistical Foundations of Econometrics
Herman J. Bierens, Peter C. B. Phillips, Christian Gourieroux
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Fernando Vega-Redondo's self-contained account of the main contributions of modern game theory and its applications to economics starts with a detailed description of how to model strategic situations. The discussion proceeds by studying basic solution concepts and their main refinements; games played under incomplete information; and repeated games.
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