Self-Confirming Equilibrium and Model Uncertainty

S-Tier

Journal: American Economic Review

Year: 2015

Volume: 105

Issue: 2

Pages: 646-77

Authors (4)

Pierpaolo Battigalli (Università Commerciale Luigi B...) Simone Cerreia-Vioglio (not in RePEc) Fabio Maccheroni (not in RePEc) Massimo Marinacci (Università Commerciale Luigi B...)

Score contribution per author:

2.011 = (α=2.01 / 4 authors) × 4.0x S-tier

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

View Full Article View on IDEAS/RePEc

Abstract

We analyze a notion of self-confirming equilibrium with non-neutral ambiguity attitudes that generalizes the traditional concept. We show that the set of equilibria expands as ambiguity aversion increases. The

Self-Confirming Equilibrium and Model Uncertainty

Authors (4)

Abstract

Technical Details