适应性学习计量经济学模型的评估

An Evaluation of Econometric Models of Adaptive Learning

Econometrica · 2001
被引 140
人大 A+FT50ABS 4*

中文导读

通过模拟实验数据,评估四种计量方法能否正确识别被试在标准型博弈中使用的学习规则,结果发现所有模型都难以准确区分不同的数据生成过程。

Abstract

This paper evaluates the effectiveness of four econometric approaches intended to identify the learning rules being used by subjects in experiments with normal form games. This is done by simulating experimental data and then estimating the econometric models on the simulated data to determine if they can correctly identify the rule that was used to generate the data. The results show that all of the models examined possess difficulties in accurately distinguishing between the data generating processes.

自适应学习计量模型博弈实验模型评估