Existence, incentive compatibility and efficiency of the rational expectations equilibrium
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Publication:380882
DOI10.1016/J.GEB.2012.05.006zbMath1274.91293OpenAlexW2137921101MaRDI QIDQ380882
Publication date: 14 November 2013
Published in: Games and Economic Behavior (Search for Journal in Brave)
Full work available at URL: http://hummedia.manchester.ac.uk/schools/soss/economics/discussionpapers/EDP-1108.pdf
efficiencyasymmetric informationrational expectations equilibriumconditional independenceexact law of large numbersincentive compatibility
Related Items (6)
Incentive compatibility under ambiguity ⋮ On the closed-graph property of the Nash equilibrium correspondence in a large game: a complete characterization ⋮ A new approach to the rational expectations equilibrium: existence, optimality and incentive compatibility ⋮ Equilibrium theory under ambiguity ⋮ Incentive compatible self-fulfilling mechanisms and rational expectations ⋮ Perfect and proper equilibria in large games
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