Supplementary Appendix to “ Dynamic Belief Elicitation ”
نویسندگان
چکیده
This Supplementary Appendix includes additional results and the proofs omitted from the main text. Throughout, references are to the main text and to the appendix of the main text, unless they include the prefix “SA.” It proceeds as follows. In Section SA.1, we provide several examples that illustrate the general method of the main text to special environments. In Section SA.2, we consider the case of protocols that may be decomposed into a separate subprotocols, one for each stage, each subprotocol being responsible for the elicitation of one signal at one time. We demonstrate that these protocols are not strategyproof, which implies the necessity of interactions across stages. In Section SA.3, we prove that, subject to regularity conditions, the information the protocols described in the main text elicit are enough to solve any dynamic decision problem. In Section SA.4, we ask what dynamic decision problems can be solved using the classical methods that elicit beliefs on the uncertainty of the random variable X (as opposed to dynamic beliefs) and show they form a degenerate class of problems. Finally, Section SA.5 includes the proofs for Section 4 of the main text.
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