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Caller Number Five: Timing Games that Morph from One Form to Another

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Author Info
Andreas Park (Economics Dept., University of Toronto)
Lones Smith (Dept. of Economics, University of Michigan)

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Abstract

There are two varieties of timing games in economics: In a war of attrition, more predecessors helps; in a pre-emption game, more predecessors hurts. In this paper, we introduce and explore a spanning class with rank-order payoffs that subsumes both as special cases. In this environment with unobserved actions and complete information, there are endogenously-timed phase transition moments. We identify equilibria with a rich enough structure to capture a wide array of economic and social timing phenomena -- shifting between phases of smooth and explosive entry. We introduce a tractable general theory of this class of timing games based on potential functions. This not only yields existence by construction, but also affords rapid characterization results. We then flesh out the simple economics of phase transitions: Anticipation of later timing games influences current play -- swelling pre-emptive atoms and truncating wars of attrition. We also bound the number of phase transitions as well as the number of symmetric Nash equilibria. Finally, we compute the payoff and duration of each equilibrium, which we uniformly bound. We contrast all results with those of the standard war of attrition.

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Paper provided by Cowles Foundation, Yale University in its series Cowles Foundation Discussion Papers with number 1554.

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Length: 21 pages
Date of creation: Jan 2006
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Handle: RePEc:cwl:cwldpp:1554

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Related research
Keywords: timing game; war of attrition; pre-emption game; potential function; Nash equilibrium;

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Find related papers by JEL classification:
C73 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - Stochastic and Dynamic Games; Evolutionary Games

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References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Hendricks, Ken & Weiss, Andrew & Wilson, Charles A, 1988. "The War of Attrition in Continuous Time with Complete Information," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 29(4), pages 663-80, November. [Downloadable!] (restricted)
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  2. Sahuguet, Nicolas, 2006. "Volunteering for heterogeneous tasks," Games and Economic Behavior, Elsevier, vol. 56(2), pages 333-349, August. [Downloadable!] (restricted)
  3. Dilip Abreu & Markus K. Brunnermeier, 2003. "Bubbles and Crashes," Econometrica, Econometric Society, vol. 71(1), pages 173-204, January. [Downloadable!] (restricted)
    Other versions:
  4. Paul Klemperer & Jeremy Bulow, 1999. "The Generalized War of Attrition," Game Theory and Information 9901004, EconWPA. [Downloadable!]
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  5. Levin, Dan & Peck, James, 2003. " To Grab for the Market or to Bide One's Time: A Dynamic Model of Entry," RAND Journal of Economics, The RAND Corporation, vol. 34(3), pages 536-56, Autumn.
  6. Shinkai, Tetsuya, 2000. "Second Mover Disadvantages in a Three-Player Stackelberg Game with Private Information," Journal of Economic Theory, Elsevier, vol. 90(2), pages 293-304, February. [Downloadable!] (restricted)
  7. Hart, Sergiu & Mas-Colell, Andreu, 1989. "Potential, Value, and Consistency," Econometrica, Econometric Society, vol. 57(3), pages 589-614, May. [Downloadable!] (restricted)
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Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Jack Ochs & In-Uck Park, 2006. "Dynamic Network Formation," Working Papers 233, University of Pittsburgh, Department of Economics, revised Jan 2006. [Downloadable!]
  2. Bo Honore & Aureo de Paula, 2008. "Interdependent Durations," PIER Working Paper Archive 08-007, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania. [Downloadable!]
  3. Gallice, Andrea, 2008. "Preempting versus Postponing: the Stealing Game," MPRA Paper 10256, University Library of Munich, Germany. [Downloadable!]
    Other versions:
  4. Jack Ochs & In-Uck Park, 2005. "Overcoming the Coordination Problem: Dynamic Formation of Networks," Levine's Bibliography 172782000000000046, UCLA Department of Economics. [Downloadable!]
    Other versions:
  5. Dan Levin & James Peck, 2005. "Investment Dynamics with Common and Private Values," Levine's Bibliography 666156000000000607, UCLA Department of Economics. [Downloadable!]
    Other versions:
  6. Bo E. Honore & Aureo de Paula, 2007. "Interdependent Durations, Second Version," PIER Working Paper Archive 08-044, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 01 Nov 2008. [Downloadable!]
  7. Markus K Brunnermeier & John Morgan, 2004. "Clock Games: Theory and Experiments," Levine's Bibliography 122247000000000401, UCLA Department of Economics. [Downloadable!]
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