Identification in discrete choice models with imperfect information
不完全信息离散选择模型中的识别
We study identification of preferences in static single-agent discrete choice models where decision makers may be imperfectly informed about the state of the world. Leveraging the notion of one-player Bayes Correlated Equilibrium by Bergemann and Morris (2016), we provide a tractable characterisation of the sharp identified set. We develop a procedure to practically construct the sharp identified set following a sieve approach, and provide sharp bounds on counterfactual…