We develop a non-parametric test for consistency of player behavior with the Quantal Response Equilibrium (QRE). The test exploits a characterization of the equilibrium choice probabilities in any structural QRE as the gradient of a convex function; thereby QRE-consistent choices satisfy the...

This paper is concerned with making causal inferences with ecological data. Aggregate outcome information is combined with individual demographic information from separate data sources to make causal inferences about individual behavior. In addressing such problems, even under the selection on...

This paper establishes a general equivalence between discrete choice and rational inattention models. Matejka and McKay (2015) showed that when information costs are modelled using the Shannon entropy, the choice probabilities in the rational inattention (RI) model take the multinomial logit...

This note provides several remarks relating to the conditional choice probability (CCP) based estimation approaches for dynamic discrete-choice models. Specifically, the Arcidiacono and Miller [2011] estimation procedure relies on the “inverse-CCP” mapping from CCP’s to choice-specific...