Abstract :
This paper studies identification for a broad class of empirical games in a general
functional setting. Global identification results are known for some specific models,
e.g., in some standard auction models.We use functional formulations to obtain general
criteria for local identification. These criteria can be applied to both parametric
and nonparametric models, and also to models with asymmetry among players and
affiliated private information. A benchmark model is developed where the structural
parameters of interest are the distribution of private information and an additional
dissociated parameter, such as a parameter of risk aversion. Criteria are derived for
some standard auction models, games with exogenous variables, games with randomized
strategies, such as mixed strategies, and games with strategic functions that
cannot be derived analytically.
