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Inference in a Synchronization Game with Social Interactions, Second Version

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  • Aureo de Paula

    ()
    (Department of Economics, University of Pennsylvania)

Abstract

This paper studies inference in a continuous time game where an agent's decision to quit an activity depends on the participation of other players. In equilibrium, similar actions can be explained not only by direct influences but also by correlated factors. Our model can be seen as a simultaneous duration model with multiple decision makers and interdependent durations. We study the problem of determining the existence and uniqueness of equilibrium stopping strategies in this setting. This paper provides results and conditions for the detection of these endogenous effects. First, we show that the presence of such effects is a necessary and sufficient condition for simultaneous exits. This allows us to set up a nonparametric test for the presence of such influences which is robust to multiple equilibria. Second, we provide conditions under which parameters in the game are identified. Finally, we apply the model to data on desertion in the Union Army during the American Civil War and find evidence of endogenous influences.

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File URL: http://economics.sas.upenn.edu/system/files/working-papers/08-032.pdf
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Bibliographic Info

Paper provided by Penn Institute for Economic Research, Department of Economics, University of Pennsylvania in its series PIER Working Paper Archive with number 08-032.

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Length: 41 pages
Date of creation: 01 Oct 2004
Date of revision: 25 Aug 2008
Handle: RePEc:pen:papers:08-032

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Keywords: duration models; social interactions; empirical games; optimal stopping;

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