Piecewise pseudo-maximum likelihood estimation for risk aversion case in first-price sealed-bid auction (Q656956)

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Piecewise pseudo-maximum likelihood estimation for risk aversion case in first-price sealed-bid auction
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    Piecewise pseudo-maximum likelihood estimation for risk aversion case in first-price sealed-bid auction (English)
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    13 January 2012
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    risk aversion
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    piecewise pseudo-maximum likelihood estimation (PPMLE)
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    goodness of fit
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    Monte Carlo simulation
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    Pareto distribution
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