Abstract: We propose a statistical model to assess whether individuals strategically use mixed strategies in repeated games. We formulate a hidden Markov model in which the latent state space contains both pure and mixed strategies, and allows switching between these states. We apply the model to data from an experiment in which human subjects repeatedly play a normal form game against a computer that always follows its part of the unique mixed strategy Nash equilibrium profile. Estimated results show significant mixed strategy play and non-stationary dynamics. We also explore the ability of the model to forecast action choice.

　　本文刊登于 Econometric Theory (Volume31,Issue 04,August 2015)。Econometric Theory 是计量经济学领域的国际顶尖期刊，现任主编为计量经济学界的顶尖学者Peter C. B. Phillips。主要刊发计量经济学理论模型研究的学术成果。五年影响因子为1.44，为永利官网A-期刊。

　　本文第一作者为Jason Shachat，英国Durham university;二作J.T. Swarthout,美国Georgia State University;永利官网魏立佳老师为通讯作者。