Econometric inference on a large bayesian game with heterogeneous beliefs

Keyphrases

• Econometrics 100%
• Regret 100%
• Bayesian Game 100%
• Inference Methods 100%
• Heterogeneous Beliefs 100%
• Econometric Models 50%
• High Power 50%
• Rational Expectations 50%
• Strategic Interaction 50%
• Underlying Assumptions 50%
• Monte Carlo Simulation 50%
• Player Types 50%
• Finite Sample Performance 50%
• Testable Implications 50%
• Type Information 50%
• Bootstrap Inference 50%

Economics, Econometrics and Finance

• Bayesian 100%
• Econometric Model 50%
• Rational Expectation 50%
• Strategic Interaction 50%
• Monte Carlo Simulation 50%