Econometric inference on a large Bayesian game with heterogeneous beliefs
Year of publication: |
2023
|
---|---|
Authors: | Kojevnikov, Denis ; Song, Kyungchul |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 237.2023, 1, p. 1-27
|
Subject: | Bayesian equilibria | Cross-sectional dependence | Ex post stability | Heterogeneous beliefs | Hindsight regrets | Incomplete information | Large game | Moment inequalities | Partial identification | Bayes-Statistik | Bayesian inference | Unvollkommene Information | Spieltheorie | Game theory | Erwartungsbildung | Expectation formation | Nash-Gleichgewicht | Nash equilibrium |
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