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

Keio Economic Observatory(KEO)

Research output: Contribution to journal › Article › peer-review

1 Citation (Scopus)

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.

Original language	English
Article number	110440
Journal	Economics Letters
Volume	215
DOIs	https://doi.org/10.1016/j.econlet.2022.110440
Publication status	Published - 2022 Jun

Keywords

Moment inequalities
Multiple equilibria
Partial identification

ASJC Scopus subject areas

Finance
Economics and Econometrics

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10.1016/j.econlet.2022.110440

Cite this

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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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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

Abstract

Keywords

ASJC Scopus subject areas

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