Inference on incomplete information games with multi-dimensional actions

Hideyuki Tomiyama; Taisuke Otsu

doi:10.1016/j.econlet.2022.110440

Inference on incomplete information games with multi-dimensional actions

Hideyuki Tomiyama, Taisuke Otsu

産業研究所

研究成果: Article › 査読

1 被引用数 (Scopus)

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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.

本文言語	English
論文番号	110440
ジャーナル	Economics Letters
巻	215
DOI	https://doi.org/10.1016/j.econlet.2022.110440
出版ステータス	Published - 2022 6月

ASJC Scopus subject areas

財務
経済学、計量経済学

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10.1016/j.econlet.2022.110440

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title = "Inference on incomplete information games with multi-dimensional actions",

abstract = "By extending de Paula and Tang (2012) and Aradillas-L{\'o}pez 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{\textquoteright} actions. These restrictions can be used to construct an identified set of strategic parameters under multiple equilibria.",

keywords = "Moment inequalities, Multiple equilibria, Partial identification",

author = "Hideyuki Tomiyama and Taisuke Otsu",

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AU - Otsu, Taisuke

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AB - 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.

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KW - Multiple equilibria

KW - Partial identification

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Inference on incomplete information games with multi-dimensional actions

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