Berk-Nash Equilibrium: A Framework for Modeling Agents with Misspecified Models
暂无分享,去创建一个
[1] L. Blume,et al. Learning to be rational , 1982 .
[2] Xavier Gabaix,et al. A Sparsity-Based Model of Bounded Rationality , 2011 .
[3] Mallesh M. Pai,et al. Coarse decision making and overfitting , 2014, J. Econ. Theory.
[4] R. Durrett. Probability: Theory and Examples , 1993 .
[5] Philippe Jehiel,et al. Analogy-based expectation equilibrium , 2004, J. Econ. Theory.
[6] H. White. Maximum Likelihood Estimation of Misspecified Models , 1982 .
[7] P. Bickel. Efficient and Adaptive Estimation for Semiparametric Models , 1993 .
[8] Itzhak Gilboa,et al. Fact-Free Learning , 2004 .
[9] J. Kagel,et al. Common Value Auctions and the Winner's Curse , 2002 .
[10] A. Rubinstein,et al. Games with Procedurally Rational Players , 1997 .
[11] M. Rabin,et al. The Gambler's and Hot-Hand Fallacies: Theory and Applications , 2007 .
[12] H. Kushner,et al. Stochastic Approximation and Recursive Algorithms and Applications , 2003 .
[13] M. Rabin. Inference by Believers in the Law of Small Numbers , 2000 .
[14] M. Bray. Learning, estimation, and the stability of rational expectations , 1982 .
[15] Dan Levin,et al. The Origin of the Winner’s Curse: A Laboratory Study , 2007 .
[16] J. Norris. Appendix: probability and measure , 1997 .
[17] D. Freedman. On the Asymptotic Behavior of Bayes' Estimates in the Discrete Case , 1963 .
[18] Erik Eyster,et al. An Approach to Asset Pricing Under Incomplete and Diverse Perceptions , 2013 .
[19] Juan F. Escobar,et al. A Theory of Regular Markov Perfect Equilibria in Dynamic Stochastic Games: Genericity, Stability, and Purification , 2008 .
[20] J. Tirole,et al. Self-Confidence and Personal Motivation , 2002 .
[21] Yaw Nyarko,et al. Learning In Mis-Specified Models And The Possibility Of Cycles , 1991 .
[22] O. Bunke,et al. Asymptotic behavior of Bayes estimates under possibly incorrect models , 1998 .
[23] M. Rabin,et al. Financial Markets Where Traders Neglect the Informational Content of Prices , 2015, The Journal of Finance.
[24] P. Jehiel,et al. Valuation equilibrium , 2007 .
[25] R. Berk,et al. Limiting Behavior of Posterior Distributions when the Model is Incorrect , 1966 .
[26] R. Selten. Reexamination of the perfectness concept for equilibrium points in extensive games , 1975, Classics in Game Theory.
[27] E. Kalai,et al. Rational Learning Leads to Nash Equilibrium , 1993 .
[28] D. Pollard. A User's Guide to Measure Theoretic Probability by David Pollard , 2001 .
[29] M. Benaïm. Dynamics of stochastic approximation algorithms , 1999 .
[30] J. Kagel,et al. The Winner's Curse and Public Information in Common Value Auctions: Comment , 1999 .
[31] Dan Levin,et al. Can Relaxation of Beliefs Rationalize the Winner's Curse?: An Experimental Study , 2010 .
[32] D. Freedman,et al. On the consistency of Bayes estimates , 1986 .
[33] David M. Kreps,et al. Learning Mixed Equilibria , 1993 .
[34] R. A. Leibler,et al. On Information and Sufficiency , 1951 .
[35] M. Rothschild. A two-armed bandit theory of market pricing , 1974 .
[36] A. Rubinstein. Finite automata play the repeated prisoner's dilemma , 1986 .
[37] D. Fudenberg,et al. Self-confirming equilibrium , 1993 .
[38] J. Jordan. Three Problems in Learning Mixed-Strategy Nash Equilibria , 1993 .
[39] Yuval Salant,et al. Procedural Analysis of Choice Rules with Applications to Bounded Rationality , 2011 .
[40] Andrea Wilson. Bounded Memory and Biases in Information Processing , 2014 .
[41] Philippe Jehiel. Limited horizon forecast in repeated alternate games , 1995 .
[42] D. Fudenberg,et al. Learning and Equilibrium , 2009 .
[43] T. Sargent. Bounded rationality in macroeconomics , 1993 .
[44] Ran Spiegler,et al. The market for quacks , 2006 .
[45] Drew Fudenberg,et al. Learning to Play Bayesian Games , 2001, Games Econ. Behav..
[46] Drew Fudenberg,et al. Learning, Experimentation and Equilibrium in Games , 2010 .
[47] Kenneth J. Arrow,et al. Notes on Expectations Equilibria in Bayesian Settings Institute for Mathematical Studies in the Social Sciences , 1973 .
[48] N. Kiefer,et al. Controlling a Stochastic Process with Unknown Parameters , 1988 .
[49] J. Harsanyi. Games with randomly disturbed payoffs: A new rationale for mixed-strategy equilibrium points , 1973 .
[50] C. Stein. A bound for the error in the normal approximation to the distribution of a sum of dependent random variables , 1972 .
[51] D. Fudenberg,et al. Steady state learning and Nash equilibrium , 1993 .
[52] Ignacio Esponda. Behavioral Equilibrium in Economies with Adverse Selection , 2008 .
[53] Yaw Nyarko,et al. On the convexity of the value function in Bayesian optimal control problems , 1994 .
[54] Ignacio Esponda,et al. Learning foundation for equilibrium in voting environments with private information∗ , 2011 .
[55] Joshua Schwartzstein. SELECTIVE ATTENTION AND LEARNING , 2014 .
[56] Xavier Gabaix,et al. Game Theory with Sparsity-Based Bounded Rationality ∗ , 2011 .
[57] M. Hirsch,et al. Differential Equations, Dynamical Systems, and an Introduction to Chaos , 2003 .
[58] G. Evans,et al. Learning and expectations in macroeconomics , 2001 .
[59] Philippe Jehiel,et al. Revisiting games of incomplete information with analogy-based expectations , 2008, Games Econ. Behav..
[60] Kim C. Border,et al. Infinite Dimensional Analysis: A Hitchhiker’s Guide , 1994 .
[61] Ariel Rubinstein,et al. Modeling the Economic Interaction of Agents With Diverse Abilities to Recognize Equilibrium Patterns , 2003 .
[62] M. Hirsch,et al. Mixed Equilibria and Dynamical Systems Arising from Fictitious Play in Perturbed Games , 1999 .
[63] Massimo Marinacci,et al. Selfcon…rming Equilibrium and Model Uncertainty , 2012 .
[64] T. Sargent. The Conquest of American Inflation , 1999 .
[65] A. McLennan. Price dispersion and incomplete learning in the long run , 1984 .
[66] P. Jehiel. Learning to Play Limited Forecast Equilibria , 1998 .
[67] William H. Sandholm,et al. ON THE GLOBAL CONVERGENCE OF STOCHASTIC FICTITIOUS PLAY , 2002 .
[68] A. Kirman. Learning by Firms about Demand Conditions , 1975 .
[69] Eld,et al. Cursed Equilibrium , 2000 .
[70] Ignacio Esponda,et al. Hypothetical Thinking and Information Extraction in the Laboratory , 2014 .
[71] Nabil I. Al-Najjar. Decision Makers as Statisticians: Diversity, Ambiguity, and Learning , 2009 .
[72] Drew Fudenberg,et al. Learning in extensive-form games I. Self-confirming equilibria , 1995 .
[73] Daniel Kahneman,et al. Availability: A heuristic for judging frequency and probability , 1973 .
[74] R. Spiegler. Bounded Rationality and Industrial Organization , 2011 .
[75] Nicholas Barberis,et al. A Model of Investor Sentiment , 1997 .
[76] A. Rubinstein,et al. Rationalizable Conjectural Equilibrium: Between Nash and Rationalizability , 1994 .
[77] N. Barberis,et al. A Model of Investor Sentiment , 1997 .
[78] R. Spiegler. Placebo Reforms † , 2013 .
[79] Andrew Postlewaite,et al. Confidence-Enhanced Performance , 2001 .
[80] R. Spiegler. Bayesian Networks and Boundedly Rational Expectations , 2014 .
[81] D. Fudenberg,et al. The Theory of Learning in Games , 1998 .
[82] R. M. Dudley,et al. Real Analysis and Probability , 1989 .
[83] Joel Sobel,et al. Non-linear prices and price-taking behavior , 1984 .