Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
5095841 | Journal of Econometrics | 2015 | 15 Pages |
Abstract
This paper establishes sufficient conditions for point identification of the utility functions in generalized complete information game models. These models allow generalized interaction structures and generalized behavioral assumptions. The generalized interaction structures allow that the dependence of an agent's utility function on the other agents' actions can itself depend on characteristics of the agents, including an endogenous network of connections among the agents. The generalized behavioral assumptions relax the solution concept from Nash equilibrium play to weaker solution concepts like rationalizability. The results allow a non-parametric specification of the unobservables.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Brendan Kline,