论文标题
在具有相关类型的离散游戏中多个平衡的可测试含义
Testable Implications of Multiple Equilibria in Discrete Games with Correlated Types
论文作者
论文摘要
我们研究了具有不完整信息的离散游戏中多个平衡的可测试含义。与De Paula和Tang（2012）不同，我们允许玩家的私人信号相关联。在静态游戏中，我们利用跨越平衡选择相关的游戏的私人类型的独立性。在具有串行相关离散的未观察到异质性的动态游戏中，我们的可测试含义基于以下事实：一系列选择和状态的分布是平衡和未观察到的异质性的混合物。混合成分的数量是序列长度以及平衡和未观察到的异质性支持的已知功能。在静态和动态情况下，这些可测试的含义都是可以使用现有统计工具来实现的。
We study testable implications of multiple equilibria in discrete games with incomplete information. Unlike de Paula and Tang (2012), we allow the players' private signals to be correlated. In static games, we leverage independence of private types across games whose equilibrium selection is correlated. In dynamic games with serially correlated discrete unobserved heterogeneity, our testable implication builds on the fact that the distribution of a sequence of choices and states are mixtures over equilibria and unobserved heterogeneity. The number of mixture components is a known function of the length of the sequence as well as the cardinality of equilibria and unobserved heterogeneity support. In both static and dynamic cases, these testable implications are implementable using existing statistical tools.
