IDEAS home Printed from https://ideas.repec.org/a/eee/ecolet/v215y2022ics0165176522000933.html
   My bibliography  Save this article

Inference on incomplete information games with multi-dimensional actions

Author

Listed:
  • 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
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0165176522000933
    Download Restriction: Full text for ScienceDirect subscribers only
    File URL: https://libkey.io/10.1016/j.econlet.2022.110440?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    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
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Aradillas-López, Andrés & Rosen, Adam M., 2022. "Inference in ordered response games with complete information," Journal of Econometrics, Elsevier, vol. 226(2), pages 451-476.
    2. Victor Chernozhukov & Whitney K. Newey & Andres Santos, 2023. "Constrained Conditional Moment Restriction Models," Econometrica, Econometric Society, vol. 91(2), pages 709-736, March.
    3. Aradillas-López, Andrés & Gandhi, Amit & Quint, Daniel, 2016. "A simple test for moment inequality models with an application to English auctions," Journal of Econometrics, Elsevier, vol. 194(1), pages 96-115.
    4. Chen, Le-Yu & Lee, Sokbae, 2019. "Breaking the curse of dimensionality in conditional moment inequalities for discrete choice models," Journal of Econometrics, Elsevier, vol. 210(2), pages 482-497.
    5. Hsu, Yu-Chin & Shen, Shu, 2019. "Testing treatment effect heterogeneity in regression discontinuity designs," Journal of Econometrics, Elsevier, vol. 208(2), pages 468-486.
    6. Horowitz, Joel L. & Lee, Sokbae, 2017. "Nonparametric estimation and inference under shape restrictions," Journal of Econometrics, Elsevier, vol. 201(1), pages 108-126.
    7. Semenova, Vira, 2023. "Debiased machine learning of set-identified linear models," Journal of Econometrics, Elsevier, vol. 235(2), pages 1725-1746.
    8. Federico A. Bugni & Ivan A. Canay & Xiaoxia Shi, 2014. "Inference for functions of partially identified parameters in moment inequality models," CeMMAP working papers 22/14, Institute for Fiscal Studies.
    9. Lukáš Lafférs, 2019. "Identification in Models with Discrete Variables," Computational Economics, Springer;Society for Computational Economics, vol. 53(2), pages 657-696, February.
    10. Tsunao Okumura & Emiko Usui, 2014. "Concave‐monotone treatment response and monotone treatment selection: With an application to the returns to schooling," Quantitative Economics, Econometric Society, vol. 5, pages 175-194, March.
    11. Andrews, Donald W.K. & Shi, Xiaoxia, 2014. "Nonparametric inference based on conditional moment inequalities," Journal of Econometrics, Elsevier, vol. 179(1), pages 31-45.
    12. Khan, Shakeeb & Ponomareva, Maria & Tamer, Elie, 2016. "Identification of panel data models with endogenous censoring," Journal of Econometrics, Elsevier, vol. 194(1), pages 57-75.
    13. Bugni, Federico A. & Canay, Ivan A. & Shi, Xiaoxia, 2015. "Specification tests for partially identified models defined by moment inequalities," Journal of Econometrics, Elsevier, vol. 185(1), pages 259-282.
    14. Matthew J Tudball & Rachael A Hughes & Kate Tilling & Jack Bowden & Qingyuan Zhao, 2023. "Sample-constrained partial identification with application to selection bias," Biometrika, Biometrika Trust, vol. 110(2), pages 485-498.
    15. Vira Semenova, 2023. "Adaptive Estimation of Intersection Bounds: a Classification Approach," Papers 2303.00982, arXiv.org.
    16. Magnac, Thierry, 2013. "Identification partielle : méthodes et conséquences pour les applications empiriques," L'Actualité Economique, Société Canadienne de Science Economique, vol. 89(4), pages 233-258, Décembre.
    17. Francesca Molinari, 2020. "Microeconometrics with Partial Identification," Papers 2004.11751, arXiv.org.
    18. Kedagni, Desire, 2018. "Identifying Treatment Effects in the Presence of Confounded Types," ISU General Staff Papers 201809110700001056, Iowa State University, Department of Economics.
    19. Chesher, Andrew & Kim, Dongwoo & Rosen, Adam M., 2023. "IV methods for Tobit models," Journal of Econometrics, Elsevier, vol. 235(2), pages 1700-1724.
    20. Krasnokutskaya, Elena & Song, Kyungchul & Tang, Xun, 2022. "Estimating unobserved individual heterogeneity using pairwise comparisons," Journal of Econometrics, Elsevier, vol. 226(2), pages 477-497.

    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

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:ecolet:v:215:y:2022:i:c:s0165176522000933. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/ecolet .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.