What model for entry in first-price auctions? A nonparametric approach

DOI10.1016/J.JECONOM.2013.04.005zbMath1284.91187OpenAlexW2017701133MaRDI QIDQ2442577

Vadim Marmer, Pai Xu, Artyom A. Shneyerov

Publication date: 4 April 2014

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

Full work available at URL: http://hdl.handle.net/10722/189518

zbMATH Keywords

quantilesnonparametric estimationfirst-price auctionsselection effectmodels of entryselective entry

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Nonparametric estimation (62G05) Auctions, bargaining, bidding and selling, and other market models (91B26)

Related Items (12)

A STUDY OF PARTICIPATION IN DYNAMIC AUCTIONS ⋮ Auctions with selective entry ⋮ TESTING FOR A GENERAL CLASS OF FUNCTIONAL INEQUALITIES ⋮ IDENTIFICATION AND ESTIMATION IN A THIRD-PRICE AUCTION MODEL ⋮ Seller competition by mechanism design ⋮ Inference of bidders' risk attitudes in ascending auctions with endogenous entry ⋮ Inference for first-price auctions with Guerre, Perrigne, and Vuong's estimator ⋮ Identification in first-price and Dutch auctions when the number of potential bidders is unobservable ⋮ Estimating first-price auctions with an unknown number of bidders: a misclassification approach ⋮ Integrated-Quantile-Based Estimation for First-Price Auction Models ⋮ Quantile regression methods for first-price auctions ⋮ Monotonicity-constrained nonparametric estimation and inference for first-price auctions

Cites Work

• Econometrics of first-price auctions with entry and binding reservation prices
• Competitive bidding with entry costs
• Information acquisition and/or bid preparation: a structural analysis of entry and bidding in timber sale auctions
• Quantile-based nonparametric inference for first-price auctions
• Equilibria in second price auctions with participation costs
• Indicative bidding and a theory of two-stage auctions
• Deriving an estimate of the optimal reserve price: An application to British Columbian timber sales
• Equilibrium bid functions for auctions with an uncertain number of bidders
• Semiparametric Estimation of First-Price Auctions with Risk-Averse Bidders
• Identification and Estimation of a Discrete Game of Complete Information
• Entry and Competition Effects in First-Price Auctions: Theory and Evidence from Procurement Auctions
• Empirical Implications of Equilibrium Bidding in First-Price, Symmetric, Common Value Auctions
• Optimal Nonparametric Estimation of First-price Auctions
• Information Acquisition in Auctions
• Nonparametric Identification of Risk Aversion in First-Price Auctions Under Exclusion Restrictions
• Estimation of a Dynamic Auction Game
• Information Acquisition and Efficient Mechanism Design
• Identification of Standard Auction Models

This page was built for publication: What model for entry in first-price auctions? A nonparametric approach