Quantal response equilibrium with a continuum of types: Characterization and nonparametric identification

• 成果类型: Article
• 署名作者: Friedman, Evan; Goncalves, Duarte
• 署名单位: Paris School of Economics; University of London; University College London
• 刊物名称: GAMES AND ECONOMIC BEHAVIOR
• ISSN/ISSBN: 0899-8256
• DOI: 10.1016/j.geb.2025.03.002
• 发表日期: 2026
• 关键词: voter participation; games; MONOTONICITY

摘要

Quantal response equilibrium (QRE), a statistical generalization of Nash equilibrium, is a standard benchmark in the analysis of experimental data. Despite its influence, nonparametric characterizations and tests of QRE are unavailable beyond the case of finite games. We address this gap by completely characterizing the set of QRE in a class of binary-action games with a continuum of types. Our characterization provides sharp predictions in settings such as global games, volunteer's dilemma, and the compromise game. Further, we leverage our results to develop nonparametric tests of QRE. As an empirical application, we revisit the experimental data from Carrillo and Palfrey (2009) on the compromise game.