Identification and Estimation of Dynamic Games When Players’ Beliefs Are Not in Equilibrium

DOI10.1093/RESTUD/RDZ013zbMath1437.91084OpenAlexW3122987930WikidataQ128301882 ScholiaQ128301882MaRDI QIDQ5109994

Arvind Magesan, Victor Aguirregabiria

Publication date: 14 May 2020

Published in: The Review of Economic Studies (Search for Journal in Brave)

Full work available at URL: https://www.economics.utoronto.ca/public/workingPapers/tecipa-449.pdf

zbMATH Keywords

identificationestimationdynamic gamesrationalizabilityrational behaviourbiased beliefsmarket entry-exit

Mathematics Subject Classification ID

Dynamic games (91A25) Rationality and learning in game theory (91A26)

Related Items (4)

Identification of non-equilibrium beliefs in games of incomplete information using experimental data ⋮ Stable outcomes and information in games: an empirical framework ⋮ Econometric inference on a large Bayesian game with heterogeneous beliefs ⋮ Dynamic decisions under subjective expectations: a structural analysis

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