Exploration vs Exploitation, impulse balance equilibrium and a specification test for the el farol bar problem

dc.contributor.authorKirman, A.
dc.contributor.authorLaisney, F.
dc.contributor.authorPezanis-Christou, P.
dc.date.issued2018
dc.description.abstractThe paper reports on market-entry experiments that manipulate both payoff structures and payoff levels to assess two stationary models of behaviour: Exploration vs Exploitation (EvE, which is equivalent to Quantal Response Equilibrium) and Impulse Balance Equilibrium (IBE). These models explain the data equally well in terms of goodness-of-fit whenever the observed probability of entry is less than the symmetric Nash equilibrium prediction; otherwise IBE marginally outperforms EvE. When assuming agents playing symmetric strategies, and estimating the models with session data, IBE yields more theory-consistent estimates than EvE, no matter the payoff structure or level. However, the opposite occurs when the symmetry assumption is relaxed. The conduct of a specification test rejects the validity of the restrictions on entry probabilities imposed by EvE for agents with symmetric strategies, in 50 to 75% of sessions and it always rejects it in the case of IBE, which indicates that the symmetric variant of these models have little empirical support.
dc.description.statementofresponsibilityAlan Kirman, François Laisney, Paul Pezanis-Christou
dc.identifier.issn2203-6024
dc.identifier.orcidPezanis-Christou, P. [0000-0001-6521-4139]
dc.identifier.urihttps://hdl.handle.net/2440/138178
dc.language.isoen
dc.publisherSchool of Economics, The University of Adelaide
dc.relation.granthttp://purl.org/au-research/grants/arc/DP140102949
dc.relation.ispartofseriesSchool of Economics Working Papers; 2018-11
dc.rightsCopyright the authors
dc.source.urihttps://econpapers.repec.org/paper/adlwpaper/2018-11.htm
dc.subjectcongestion games; exploration vs exploitation; quantal response equilibrium; impulse balance equilibrium; specification test; experimental economics
dc.titleExploration vs Exploitation, impulse balance equilibrium and a specification test for the el farol bar problem
dc.typeWorking paper
pubs.publication-statusPublished

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