Inference on incomplete information games with multi-dimensional actions
Tomiyama, H. & Otsu, T.
(2022).
Inference on incomplete information games with multi-dimensional actions.
Economics Letters,
215,
https://doi.org/10.1016/j.econlet.2022.110440
(2022).
Inference on incomplete information games with multi-dimensional actions.
Economics Letters,
215,
https://doi.org/10.1016/j.econlet.2022.110440
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.