Identification of dynamic games with unobserved heterogeneity and multiple equilibria

DOI10.1016/J.JECONOM.2020.11.016MaRDI QIDQ2074594zbMATH OpenOpenAlexFDO

Authors Yao Luo, Ping Xiao, Ruli Xiao

Publication date 10 February 2022

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

Full work available at URL https://doi.org/10.1016/j.jeconom.2020.11.016

zbMATH Keywords

discrete gamesdynamic gamesmultiple equilibrianonparametric identificationunobserved heterogeneity

Mathematics Subject Classification ID

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

Cites work

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Cited in

(8)

• Set identification in models with multiple equilibria
• Identification and estimation of games with incomplete information using excluded regressors
• Identification and Estimation of Dynamic Games When Players’ Beliefs Are Not in Equilibrium
• ESTIMATION OF (STATIC OR DYNAMIC) GAMES UNDER EQUILIBRIUM MULTIPLICITY
• Identification and estimation of dynamic structural models with unobserved choices
• Estimation and inference in games of incomplete information with unobserved heterogeneity and large state space
• Sharp test for equilibrium uniqueness in discrete games with private information and common knowledge unobserved heterogeneity
• Testing homogeneity in dynamic discrete games in finite samples

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