Inference on incomplete information games with multi-dimensional actions

Tomiyama, Hideyuki and Otsu, Taisuke (2022) Inference on incomplete information games with multi-dimensional actions. Economics Letters, 215. ISSN 0165-1765

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Abstract

By extending de Paula and Tang (2012) and Aradillas-López and Gandhi (2016), we derive testable restrictions for uniqueness of equilibrium in games with multi-dimensional actions. We discuss two models of payoff functions which imply certain covariance restrictions for players’ actions. These restrictions can be used to construct an identified set of strategic parameters under multiple equilibria.

Item Type:	Article
Official URL:	https://www.sciencedirect.com/journal/economics-le...
Additional Information:	© 2022 Elsevier B.V.
Divisions:	Economics
Subjects:	H Social Sciences > HB Economic Theory Q Science > QA Mathematics
JEL classification:	C - Mathematical and Quantitative Methods > C1 - Econometric and Statistical Methods: General > C14 - Semiparametric and Nonparametric Methods
Date Deposited:	14 Mar 2022 10:03
Last Modified:	17 Apr 2024 20:27
URI:	http://eprints.lse.ac.uk/id/eprint/114341

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