• Corpus ID: 248571894

Estimating Dynamic Games with Unknown Information Structure

@inproceedings{Koh2022EstimatingDG,
  title={Estimating Dynamic Games with Unknown Information Structure},
  author={Paul S. Koh},
  year={2022}
}
This paper studies identification and estimation of dynamic games when the underlying information structure is unknown to the researcher. To tractably characterize the set of model predictions while maintaining weak assumptions on players’ information, we introduce Markov correlated equilibrium , a dynamic analog of Bayes correlated equilibrium. The set of Markov correlated equilibrium predictions coincides with the set of Markov perfect equilibrium predictions that can arise when the players… 

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