Ex-Post Regret Learning in Games with Fixed and Random Matching: The Case of Private Values [PDF]
In contexts in which players have no priors, we analyze a learning pro- cess based on ex-post regret as a guide to understand how to play games of incomplete information under private values.
Roberto Serrano, Rene Saran
core +2 more sources
Stopping rules for the estimation of the parameters of bivariate and trivariate binomial distributions [PDF]
In this work one step look-ahead rules for the estimation of the parameters of the bivariate and trivariate distributions are given. They turn out to be asymptotically optimal and may be useful in many statistical contexts, for example, in statistical ...
Alessandro Zini
core
WORST-CASE ESTIMATION AND ASYMPTOTIC THEORY FOR MODELS WITH UNOBSERVABLES [PDF]
This paper proposes a worst-case approach for estimating econometric models containing unobservable variables. Worst-case estimators are robust against the adverse effects of unobservables.
Mercedes Esteban-Bravo +1 more
core
Fractional Treatment Rules for Social Diversification of Indivisible Private Risks [PDF]
Should a social planner treat observationally identical persons identically? This paper shows that uniform treatment is not necessarily desirable when a planner has only partial knowledge of treatment response.
Charles F. Manski
core
Two-Dimensional Minimax Latin Hypercube Designs [PDF]
We investigate minimax Latin hypercube designs in two dimensions for several distance measures.For the l-distance we are able to construct minimax Latin hypercube designs of n points, and to determine the minimal covering radius, for all n.For the l1 ...
Dam, E.R. van
core
Simple versus optimal rules as guides to policy [PDF]
This paper contributes to the policy evaluation literature by developing new strategies to study alternative policy rules. We compare optimal rules to simple rules within canonical monetary policy models.
Steven N. Durlauf +3 more
core
Applications of generalized Ky Fan's matching theorem in minimax and variational inequality [PDF]
We present some application of the generalized Ky Fan's Matching Theorem stated by Chebbi, Gourdel and Hammami in minimax and variational inequalities using a generalized coercivity type condition for correspondences defined in L-space.L-structures, L ...
Pascal Gourdel, Hakim Hammami
core
Selection Procedures for Order Statistics in Empirical Economic Studies [PDF]
In a presentation to the American Economics Association, McCloskey (1998) argued that "statistical significance is bankrupt" and that economists' time would be "better spent on finding out How Big Is Big".
William C. Horrace
core
Minimax Rates for Statistical Inverse Problems Under General Source Conditions
, 2017 We describe the minimax reconstruction rates in linear ill-posed equations in Hilbert space when smoothness is given in terms of general source sets. The underlying fundamental result, the minimax rate on ellipsoids, is proved similarly to the seminal ...
Mathé, Peter +3 more
core +1 more source
Equilibrium Play and Best Reply to (Stated) Beliefs in Constant Sum Games [PDF]
We report experimental results on one-shot two person 3x3 constant sum games played by non-economists without previous experience in the laboratory.
Pedro Rey-Biel
core