Working Papers

Critical Types in Dynamic Games (in preparation for submission)

Which simplifying assumptions about beliefs provide robust predictions in dynamic games? In static games, Ely and Peski (2011) introduced critical types as precisely those assumptions on beliefs that are vulnerable to misspecification. They showed that critical types are rare (non-generic). This paper extends their construction to extensive form games and overturns some of their results. I identify critical types as those hierarchies of beliefs at which a slight perturbation on the assumptions about arbitrarily high-order beliefs rule out some sequentially rationalizable (ISR) outcome of that type.

Common Learning in Games of Timing (with David Rahman)

We study the impact of mutual learning in a continuous-time incomplete information game of timing. The paper's main innovation is in the information structure: as players gather increasing private information about the state's new value, they remain uncertain about their signal process's correct interpretation. We study Markov Perfect Equilibrium in threshold strategies, under conclusive experiments, and consider welfare implications.