Econometric inference on a large Bayesian game with heterogeneous beliefs

DOI10.1016/j.jeconom.2023.105502arXiv1404.2015MaRDI QIDQ6090550

Denis Kojevnikov, Kyungchul Song

Publication date: 17 November 2023

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1404.2015

zbMATH Keywords

moment inequalitiesincomplete informationheterogeneous beliefslarge gamepartial identificationcross-sectional dependenceBayesian equilibriaex post stabilityhindsight regrets

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites Work

• Unnamed Item
• Simulation-based estimation of peer effects
• Confidence sets for partially identified parameters that satisfy a finite number of moment inequalities
• Semiparametric estimation of a simultaneous game with incomplete information
• Exchangeable capacities, parameters and incomplete theories
• Stability in large Bayesian games with heterogeneous players
• Empirical models of discrete games
• Agreeing to disagree
• A weak law for moments of pairwise stable networks
• Belief-free rationalizability and informational robustness
• Limit theorems for network dependent random variables
• Identification of first-price auctions with non-equilibrium beliefs: a measurement error approach
• Limit theory for panel data models with cross sectional dependence and sequential exogeneity
• A Berry-Esseen bound for vector-valued martingales
• Discrete Choice with Social Interactions
• Inference Based on Conditional Moment Inequalities
• Inference of Signs of Interaction Effects in Simultaneous Games With Incomplete Information
• Sharp Identification Regions in Models With Convex Moment Predictions
• Estimating Static Models of Strategic Interactions
• Ordering Ellipsoidal Measures: Scale and Peakedness Orderings
• Using Expectations Data To Study Subjective Income Expectations
• Random Geometric Graphs
• Incomplete Simultaneous Discrete Response Model with Multiple Equilibria
• Estimation of games with ordered actions: An application to chain-store entry
• Generalized Instrumental Variable Models
• A Practical Two-Step Method for Testing Moment Inequalities
• SOCIAL INTERACTIONS IN LARGE NETWORKS: A GAME THEORETIC APPROACH
• Estimating local interactions among many agents who observe their neighbors
• Identification and Estimation of Dynamic Games When Players’ Beliefs Are Not in Equilibrium
• Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection
• Cross-Section Regression with Common Shocks
• Robust Mechanism Design
• Game Theory
• Large Robust Games
• Measuring Expectations

This page was built for publication: Econometric inference on a large Bayesian game with heterogeneous beliefs