Experimental Economics

Guillaume Fréchette

Fall 2006

 

Course Number: V31.0360

Time: Tuesdays and Thursdays from 11 AM to 12:15 PM

Location: Kimmel Center, room 808 and One Washington place

Office Hours:    Tuesdays and Thursdays from 9 AM to 10:30 AM or by appointment

                        110 5th Ave, Office 427

Course webpage: http://homepages.nyu.edu/~gf35/html/courses.htm

 

Introduction:

            This is a course in experimental economics. The purpose of the course is to introduce students to the idea that economics, like all of the natural sciences, can be a laboratory science. The focus of the course will be on performing and engaging in experiments. As such, I will expect that students design their own experiment and be prepared to discuss the designs of others.

            You will be graded in this course on the basis of several factors. First, there will be two to three surprise quizzes which will constitute 33.3% of your grade. These will test concepts you should have learned from the assigned readings and the lectures.

In addition, you will be responsible for writing a survey paper, which will survey at least five papers in a field of your choice. The paper should be both descriptive of the papers you read and evaluative of them. This paper will count for 33.3% of your grade.

You will also be grouped into teams who collaboratively will be responsible for designing an experiment, writing the instructions for it, and presenting the design and instructions in class at the end of the term. One grade will be given to each team and the grade your team gets will count as 33.3% of your grade.

 

To summarize:

Quizzes                                                                        33.3%

Survey Paper                                                                33.3%

Team Experimental Design and Presentation                  33.3%

 

A useful resource to do your survey paper is the online bibliography of Charlie Holt at http://www.people.virginia.edu/~cah2k/y2k.htm

 

Required book

Charles Holt, “Markets, Games, & Strategic Behavior,” Pearson / Addison-Wesley. (MGSB)

 

Additional resources

J. Kagel and A. Roth, “The Handbook of Experimental Economics,” Princeton University Press, 1995. (HEE) On reserve.

D. Davis and C. Holt, “Experimental Economics,” Princeton University Press, 1993.

D. Friedman and S. Sunder, “Experimental Methods: A primer for Economists,” Cambridge, 1994.

C. F. Camerer, “Behavioral Game Theory: Experiments in Strategic Interaction,” Princeton University Press, 2002.

 

Tentative Schedule

 

Week 1 (Sept. 5, 7)

§         Introduction

  • History
  • Introduction to market experiments

Readings:

1.      Roth, Alvin (1995) “Introduction,” in HEE.

2.      Holt, Charles, Chap. 2 “A Pit Market,” in MGSB.

3.      Smith, Vernon L. (1962) “An Experimental Study of Competitive Market Behavior,” Journal of Political Economy, 70:3 (June), 111-137. http://links.jstor.org/sici?sici=0022-3808%28196204%2970%3A2%3C111%3AAESOCM%3E2.0.CO%3B2-J

 

Week 2 (Sept. 12, 14)

Introduction to game theory experiments

Readings:

1.      Holt, Charles, Chap. 3 “Some Simple Games,” in MGSB.

2.      R. Cooper, D. DeJong, R. Forsythe and T. Ross, “Cooperation without Reputation: Experimental Evidence from Prisoner's Dilemma Games,” Games and Economic Behavior, 12, 1996, 187-218. http://www.sciencedirect.com/science?_ob=MImg&_imagekey=B6WFW-45V7FNN-2-1&_cdi=6805&_user=10&_orig=browse&_coverDate=02%2F29%2F1996&_sk=999879997&view=c&wchp=dGLbVlb-zSkzS&md5=82e70c076f7740e992d103bca2aff017&ie=/sdarticle.pdf

3.      Nagel, Bosch-Domènech , García-Montalvo , and Satorra “One, Two, (Three), Infinity…: Newspaper and Lab Beauty-Contest Experiments,” American Economic Review December 2002, Vol. 92 No.5, pp. 1687-1701. http://lysander.ingentaselect.com/vl=1918769/cl=40/nw=1/fm=docpdf/rpsv/cw/aea/00028282/v92n5/s24/p1687

 

Week 3 (Sept 19, 21)

Introduction to individual decision making

Readings:

1.      Holt, Charles, Chap. 4 “Risk and Decision Making,” in MGSB.

2.      Holt, C., and S. Laury (2002) “Risk Aversion and Incentive Effects,” American Economic Review, December 2002, 1644-1655. http://ariel.ingentaselect.com/vl=4722555/cl=11/nw=1/fm=docpdf/rpsv/cw/aea/00028282/v92n5/s21/p1644

3.      Holt, Charles, Chap. 28 “Lottery Choice Anomalies,” in MGSB.

 

Week 4 (Sept. 26, 28)

Randomized Strategies

Readings:

1.      Holt, Charles, Chap. 5 “Randomized Strategies,” in MGSB.

2.      Holt, Charles, Chapt. 24 “Generalized Matching Pennies,” in MGSB.

3.      Ochs, Jack (1995) “Games with Unique Mixed Strategy Equilibria: An Experimental Study,” Games and Economic Behavior, 10, 202-217. http://www.sciencedirect.com/science?_ob=MImg&_imagekey=B6WFW-45NJFPR-17-1&_cdi=6805&_user=30681&_orig=browse&_coverDate=07%2F31%2F1995&_sk=999899998&view=c&wchp=dGLbVzb-zSkWW&md5=6d84049a62440ada65b6c4887e00546d&ie=/sdarticle.pdf

4.      Cooper, Russell, Douglas V. DeJong, Robert Forsythe and Thomas W. Ross (1989) “Communication in the Battle of the Sexes Game,” Rand Journal of Economics, 20, 568-87.  http://weblinks1.epnet.com/externalframe.asp?tb=1&_ua=bo+B%5F+shn+1+db+buhjnh+bt+ID++RJE+08D9&_ug=sid+8739CC16%2DA975%2D4FFB%2D990D%2D9C60109EA5CE%40sessionmgr2+dbs+buh+3D86&_us=hd+False+fcl+Aut+or+Date+frn+1+sm+ES+sl+%2D1+dstb+ES+ri+KAAACBZD00043767+132F&_uh=btn+N+6C9C&_uso=st%5B0+%2DJN++%22RAND++Journal++of++Economics%22++and++DT++19891201+tg%5B0+%2D+db%5B0+%2Dbuh+op%5B0+%2D+hd+False+0382&fi=buh_5160564_AN&lpdf=true&pdfs=1.0MB&bk=R&tn=11&tp=CP&es=cs%5Fclient%2Easp%3FT%3DP%26P%3DAN%26K%3D5160564%26rn%3D7%26db%3Dbuh%26is%3D07416261%26sc%3DR%26S%3DR%26D%3Dbuh%26title%3DRAND%2BJournal%2Bof%2BEconomics%26year%3D1989%26bk%3D&fn=1&rn=7

 

Week 5 (Oct. 3, 5)

Methodology I

§         A Critical Discussion of the Experimental Approach

§         Design

§         Statistics

Readings:

1.      Kagel, John (1987) “Economics According to the Rats (and Pigeons Too),” in Laboratory Experimentation in Economics.

2.      Smith, Vernon (1976) “Experimental Economics: Induced Value Theory,” American Economic Review, vol. 66, no. 2, pp. 274-279. http://links.jstor.org/sici?sici=0002-8282%28197605%2966%3A2%3C274%3AEEIVT%3E2.0.CO%3B2-1

 

Week 6 (Oct. 10, 12)

Methodology II

§         Statistics Continued

Readings:

1.      Schotter, Andrew (1985) “Experiments in Economics: Common Practices and Issues”, Mimeo, New York University.

 

Week 7 (Oct. 17, 19)

Extensive Form Games

Readings:

1.      Holt, Charles, Chap. 23 “Multi-Stage Games,” in MGSB.

2.      Beard, Randolph T. and Richard O. Beil, Jr. (1994) “Do People Rely on the Self-Interested Maximization of Others? An Experimental Test,” Management Science, 40 (2), 252-262. http://links.jstor.org/sici?sici=0025-1909%28199402%2940%3A2%3C252%3ADPROTS%3E2.0.CO%3B2-A

3.      McKelvey, Richard D. and Thomas R. Palfrey (1992) “An Experimental Study of the Centipede Game,” Econometrica, 60 (4), 803-836. http://links.jstor.org/sici?sici=0012-9682%28199207%2960%3A4%3C803%3AAESOTC%3E2.0.CO%3B2-J

 

Week 8 (Oct 24 – class on the 26 is cancelled):

The Traveler’s Dilemma

Readings:

1.      Holt, Charles, Chap. 25 “The Traveler’s Dilemma,” in MGSB.

 

Midterm grades are due.

 

Week 9 (Oct. 31, Nov. 2)

Coordination Games

Readings:

1.      Holt, Charles,Chap. 26 “Coordination Games,” in MGSB.

2.      John B. Van Huyck; Raymond C. Battalio; Richard O. Beil (1990) “Tacit Coordination Games, Strategic Uncertainty, and Coordination Failure,” The American Economic Review, Vol. 80, No. 1, pp. 234-248. http://links.jstor.org/sici?sici=0002-8282%28199003%2980%3A1%3C234%3ATCGSUA%3E2.0.CO%3B2-U

 

Week 10 (Nov. 7, 9)

Bilateral Bargaining

Readings:

1.      Holt, Charles, Chap. 12 “Ultimatum Bargaining,” in MGSB

 

Week 11 (Nov. 14, 16)

Voting and Multilateral Bargaining

Readings:

1.      Holt, Charles, Chap. 18 “Voting and Politics Experiments,” in MGSB

 

Week 12 (Nov. 21)

Trust and Reciprocity

Readings:

1.      Holt, Charles, Chap. 13 “Trust, Reciprocity, and Principal-Agent Games,” in MGSB

 

Thanksgiving.

 

Week 13 (Nov. 28, 30)

Private Value Auctions

Readings:

1.      Holt, Charles, Chap. 19 “Private Value Auctions,” in MGSB.

2.      J. Cox, B. Roberson, and V. Smith, “Theory and Behavior of Single Object Auctions,” pp. 1- 43 in V. Smith (ed.), Research in Experimental Economics, vol. 2. Greenwich: JAI Press, 1982.

3.      Holt, Charles, Chap. 20 “The Takeover Game,” in MGSB.

 

Week 14 (Dec. 5, 7)

§         Common Value Auctions

§         Student Presentations

Readings:

1.      Holt, Charles, Chap. 21 “Common Value Auctions and The Winner’s Curse,” in MGSB.

 

Week 15 (Dec. 12)

Student Presentations