Nonparametric Identification of Incomplete Information Discrete Games With Non‐Equilibrium Behaviors
存在非均衡行为的不完全信息离散博弈的非参数识别
ABSTRACT This paper studies empirical discrete‐choice games with incomplete information under nonparametric specifications of both the payoff function and the distribution of private information. It relaxes the standard global equilibrium assumption —under which players follow equilibrium strategies for all realizations of the control variables—and introduces a weaker local equilibrium assumption that requires the equilibrium restriction only for some, but not all,…