英文标题：
《Misspecified Beliefs about Time Lags》
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作者：
Yingkai Li, Harry Pei
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最新提交年份：
2020
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英文摘要：
  We examine the long-term behavior of a Bayesian agent who has a misspecified belief about the time lag between actions and feedback, and learns about the payoff consequences of his actions over time. Misspecified beliefs about time lags result in attribution errors, which have no long-term effect when the agent\'s action converges, but can lead to arbitrarily large long-term inefficiencies when his action cycles. Our proof uses concentration inequalities to bound the frequency of action switches, which are useful to study learning problems with history dependence. We apply our methods to study a policy choice game between a policy-maker who has a correctly specified belief about the time lag and the public who has a misspecified belief.
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中文摘要：
我们研究了一个贝叶斯代理的长期行为，该代理对行动和反馈之间的时间间隔有错误的信念，并了解其行动随着时间的推移产生的回报后果。关于时间滞后的错误信念会导致归因错误，当代理人的行动收敛时，归因错误不会产生长期影响，但当代理人的行动循环时，可能会导致任意大的长期无效性。我们的证明使用集中不等式来限制动作开关的频率，这有助于研究具有历史依赖性的学习问题。我们应用我们的方法研究了一个政策选择博弈，决策者对时滞有正确的信念，而公众对时滞有错误的信念。
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分类信息：

一级分类：Economics        经济学
二级分类：Theoretical Economics        理论经济学
分类描述：Includes theoretical contributions to Contract Theory, Decision Theory, Game Theory, General Equilibrium, Growth, Learning and Evolution, Macroeconomics, Market and Mechanism Design, and Social Choice.
包括对契约理论、决策理论、博弈论、一般均衡、增长、学习与进化、宏观经济学、市场与机制设计、社会选择的理论贡献。
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一级分类：Economics        经济学
二级分类：General Economics        一般经济学
分类描述：General methodological, applied, and empirical contributions to economics.
对经济学的一般方法、应用和经验贡献。
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一级分类：Quantitative Finance        数量金融学
二级分类：Economics        经济学
分类描述：q-fin.EC is an alias for econ.GN. Economics, including micro and macro economics, international economics, theory of the firm, labor economics, and other economic topics outside finance
q-fin.ec是econ.gn的别名。经济学，包括微观和宏观经济学、国际经济学、企业理论、劳动经济学和其他金融以外的经济专题
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