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An Econometric Analysis of the Asymmetric Information, Regu lator-Ut lity Interaction
Asymmetric Information Regu lator-Ut lity
2015/7/31
This paper presents procedures for estimating the parameters of a
regulated firm's production function which explicitly model the impact of the private
information possessed by utility in the regu...
Limit Pricing and Entry Under Incomplete Information:An Equilibrium Analysis
Limit Pricing Entry Under Incomplete Information Equilibrium Analysis
2015/7/21
Limit Pricing and Entry Under Incomplete Information:An Equilibrium Analysis.
A Convergence Theorem for Competitive Bidding with Differential Information
Convergence Theorem Competitive Bidding Differential Information
2015/7/21
A Convergence Theorem for Competitive Bidding with Differential Information.
Rational Expectations,Information Acquisition,and Competitive Bidding
Rational Expectations Information Acquisition Competitive Bidding
2015/7/21
Rational Expectations,Information Acquisition,and Competitive Bidding.
Efficiency in Games With Markovian Private Information
Repeated Bayesian games efficiency Markov chains
2014/9/10
We study repeated Bayesian games with communication and observable actions in which the players' privately known payoffs evolve according to an irreducible Markov chain whose transitions are independe...
An information theoretic approach to statistical dependence: copula information
An information theoretic statistical dependence copula information
2010/11/3
We discuss the connection between information and copula theories by showing that a copula can be employed to decompose the information content of a multivariate distribution into marginal and depende...
FISHER IS INFORMATION FOR DISCRETELY SAMPLED LEVY PROCESSES
Levy process jumps rate of convergence optimal estimation
2014/3/13
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