The goal of this course is to familiarize students with tools to empirically analyze static and dynamic games. Game theory has been applied to study the interaction between actions in many fields of economics, including auctions, bargaining, oligopolies, social network formation, social choice theory, etc. The equilibrium outcome of a game usually depends on model parameters. To determine these parameters from the real world data, we need econometric tools.
Nonetheless, estimating a game-theoretical model often faces some methodological challenges, such as existence of multiple equilibria, the curse of dimensionality.