LOCAL IDENTIFICATION IN EMPIRICAL GAMES OF INCOMPLETE INFORMATION
研究了一类实证博弈模型在一般函数设定下的局部识别问题,给出了适用于参数和非参数模型、以及不对称玩家和关联私人信息的识别准则,对拍卖模型和混合策略博弈等有直接应用。
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.