arXiv 24 Feb 2021 · Econometrics
arXiv:2102.12249 · PDF · Extracted main text
We propose a computationally feasible way of deriving the identified features of models with multiple equilibria in pure or mixed strategies. It is shown that in the case of Shapley regular normal form games, the identified set is characterized by the inclusion of the true data distribution within the core of a Choquet capacity, which is interpreted as the generalized likelihood of the model. In turn, this inclusion is characterized by a finite set of inequalities and efficient and easily implementable combinatorial methods are described to check them. In all normal form games, the identified set is characterized in terms of the value of a submodular or convex optimization program. Efficient algorithms are then given and compared to check inclusion of a parameter in this identified set. The latter are illustrated with family bargaining games and oligopoly entry games.
appendix boundary found by none_found · 100% of the source is main text. Read the extracted text to check this.
The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.
| Reference | Intensity | Mentions | Sections | Main text | |
|---|---|---|---|---|---|
| 1 | Berry, Steve, Tamer, Elie (2006) Identification in models of oligopoly entry | 1.000 | 10 | 4 | 100% |
| 2 | Galichon, Alfred, Henry, Marc (2006) Inference in incomplete models self | 1.000 | 9 | 5 | 100% |
| 3 | Engers, Maxim, Stern, Steven (2002) Family Bargaining and Long Term Care | 1.000 | 8 | 3 | 100% |
| 4 | Fujishige, Satoru (2005) Submodular Functions and Optimization | 0.928 | 4 | 4 | 100% |
| 5 | Galichon, Alfred, Henry, Marc (2007) A test of non-identifying restrictions and confidence regions for partially identified parameters self | 0.928 | 4 | 4 | 100% |
| 6 | Andrews, Donald, Berry, Steven, Jia, Panle (2003) Placing bounds on parameters of entry games in the presence of multiple equilibria | 0.928 | 4 | 3 | 100% |
| 7 | Jovanovic, Boyan (1989) Observable implications of models with multiple equilibria | 0.874 | 5 | 2 | 100% |
| 8 | Shapley, Lloyd S (1971) Cores of convex games | 0.843 | 3 | 3 | 100% |
| 9 | Ciliberto, Federico, Tamer, Elie (2006) Market structure and multiple equilibria in airline markets | 0.811 | 4 | 2 | 100% |
| 10 | Beresteanu, Arie, Molchanov, Ilya, Molinari, Francesca (2009) Sharp Identification Regions in Models with Convex Predictions: Games, Individual Choice, and Incomplete Data | 0.737 | 3 | 2 | 100% |
Showing the top 10 of 51 scored citations.
arXiv econ.EM papers that cite this one, ranked by how heavily they lean on it.