Heterogeneous quantal response equilibrium and cognitive hierarchies

A-Tier
Journal: Journal of Economic Theory
Year: 2009
Volume: 144
Issue: 4
Pages: 1440-1467

Score contribution per author:

1.341 = (α=2.01 / 3 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

We explore an equilibrium model of games where behavior is given by logit response functions, but payoff responsiveness and beliefs about others' responsiveness are heterogeneous. We study two substantively different ways of extending quantal response equilibrium (QRE) to this setting: (1) Heterogeneus QRE, where players share identical correct beliefs about the distribution of payoff responsiveness; and (2) Truncated QRE, where players have downward looking beliefs, systematically underestimating others' responsiveness. We show that the cognitive hierarchy model is a special case of Truncated QRE. We conduct experiments designed to differentiate these approaches. We find significant evidence of payoff responsive stochastic choice, and of heterogeneity and downward looking beliefs in some games.

Technical Details

RePEc Handle
repec:eee:jetheo:v:144:y:2009:i:4:p:1440-1467
Journal Field
Theory
Author Count
3
Added to Database
2026-01-28