Econometric inference on a large Bayesian game with heterogeneous beliefs
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Publication:6090550
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
moment inequalitiesincomplete informationheterogeneous beliefslarge gamepartial identificationcross-sectional dependenceBayesian equilibriaex post stabilityhindsight regrets
Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)
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