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Inference on incomplete information games with multi-dimensional actions

Author

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  • Tomiyama, Hideyuki
  • Otsu, Taisuke

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.

Suggested Citation

  • Tomiyama, Hideyuki & Otsu, Taisuke, 2022. "Inference on incomplete information games with multi-dimensional actions," Economics Letters, Elsevier, vol. 215(C).
    • Handle: RePEc:eee:ecolet:v:215:y:2022:i:c:s0165176522000933
    DOI: 10.1016/j.econlet.2022.110440
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    References listed on IDEAS

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    1. Donald W. K. Andrews & Xiaoxia Shi, 2013. "Inference Based on Conditional Moment Inequalities," Econometrica, Econometric Society, vol. 81(2), pages 609-666, March.
    2. Victor Chernozhukov & Sokbae Lee & Adam M. Rosen, 2013. "Intersection Bounds: Estimation and Inference," Econometrica, Econometric Society, vol. 81(2), pages 667-737, March.
    3. Áureo de Paula & Xun Tang, 2012. "Inference of Signs of Interaction Effects in Simultaneous Games With Incomplete Information," Econometrica, Econometric Society, vol. 80(1), pages 143-172, January.
    4. Andres Aradillas‐López & Amit Gandhi, 2016. "Estimation of games with ordered actions: An application to chain‐store entry," Quantitative Economics, Econometric Society, vol. 7(3), pages 727-780, November.
    5. Andrews, Donald W.K. & Shi, Xiaoxia, 2014. "Nonparametric inference based on conditional moment inequalities," Journal of Econometrics, Elsevier, vol. 179(1), pages 31-45.
    6. repec:cwl:cwldpp:1840rr is not listed on IDEAS
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    More about this item

    Keywords

    Multiple equilibria; Partial identification; Moment inequalities;
    All these keywords.

    JEL classification:

    • C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General

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