Nonparametric identification of an interdependent value model with buyer covariates from first-price auction bids

DOI10.1016/j.jeconom.2019.12.018zbMath1464.91053arXiv1910.10646OpenAlexW3016791264MaRDI QIDQ2227070

Emmanuel Guerre, Nathalie Gimenes

Publication date: 9 February 2021

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1910.10646

zbMATH Keywords

nonparametric identificationinterdependent valuesfirst-price auction

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric estimation (62G05) Auctions, bargaining, bidding and selling, and other market models (91B26)

Related Items (1)

Quantile regression methods for first-price auctions

Cites Work

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• A Theory of Auctions and Competitive Bidding
• Auctions for Oil and Gas Leases with an Informed Bidder and a Random Reservation Price
• Increasing Competition and the Winner's Curse: Evidence from Procurement
• Empirical Implications of Equilibrium Bidding in First-Price, Symmetric, Common Value Auctions
• Optimal Nonparametric Estimation of First-price Auctions
• The Identifiability of the Mixed Proportional Hazards Competing Risks Model
• Unobserved heterogeneity in auctions
• Identification of Standard Auction Models

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