School of Economics

Invites you to a

Microeconomics Theory seminar presented by

Jun Zhang
(University of Technology Sydney)

Identification of Bayesian Games

Co-authors:

Tong Li (Vanderbilt University)

Jun Zhao (University of Alabama)

Tuesday 14 November 2023
4.00pm – 5.30pm

Seminar Room 650

A02 Social Sciences Building
Camperdown Campus

The University of Sydney NSW 2006

Zoom: 886 6367 0667

This paper studies the identification problem for Bayesian games within the private type paradigm when the researcher cannot perfectly know players’ payoff structures. Under the exclusion restriction in the form of an exogenous players’ participation, we show that point identification is not feasible in general but partial identification with sharp nonparametric bounds can be established under weak assumptions. If and only if the distributions of actions intersect with each other as the number of players varies, our partial identification reduces to point identification. Our results can be extended to allow for corner solutions, asymmetric players, unobserved heterogeneity, and endogenous participation. As such, we have presented positive identification results and a general econometric framework for the structural analysis of general Bayesian games.

For further information contact: Microeconomics Theory seminar series coordinator Jingni Yang

For all upcoming seminars in School of Economics see Our events and Calendar