LOCAL IDENTIFICATION IN EMPIRICAL GAMES OF INCOMPLETE INFORMATION

Jean-Pierre Florens and Erwann Sbai

Econometric Theory, 2010, vol. 26, issue 6, 1638-1662

Abstract: This paper studies identification for a broad class of empirical games in a general functional setting. Global identification results are known for some specific models, e.g., in some standard auction models. We use functional formulations to obtain general criteria for local identification. These criteria can be applied to both parametric and nonparametric models, and also to models with asymmetry among players and affiliated private information. A benchmark model is developed where the structural parameters of interest are the distribution of private information and an additional dissociated parameter, such as a parameter of risk aversion. Criteria are derived for some standard auction models, games with exogenous variables, games with randomized strategies, such as mixed strategies, and games with strategic functions that cannot be derived analytically.

Date: 2010
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Citations: View citations in EconPapers (13)

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Related works:
Working Paper: Local Identification in Empirical Games of Incomplete Information (2009)
Working Paper: Local Identification in Empirical Games of Incomplete Information (2009)
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Persistent link: https://EconPapers.repec.org/RePEc:cup:etheor:v:26:y:2010:i:06:p:1638-1662_99

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