A consistent nonparametric test of affiliation in auction models

DOI10.1016/J.JECONOM.2010.04.006MaRDI QIDQ736687zbMATH OpenOpenAlexFDO

Authors Sung Jae Jun, Joris Pinkse, Yuanyuan Wan

Publication date 4 August 2016

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

Full work available at URL https://doi.org/10.1016/j.jeconom.2010.04.006

zbMATH Keywords

nonparametric testsempirical distributionsaffiliationauction models

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Applications of statistics to economics (62P20) Auctions, bargaining, bidding and selling, and other market models (91B26)

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Cites work

• scientific article; zbMATH DE number 5032929 (Why is no real title available?)
• A Theory of Auctions and Competitive Bidding
• A consistent nonparametric test of affiliation in auction models
• Approximation Theorems of Mathematical Statistics
• Classes of orderings of measures and related correlation inequalities. I. Multivariate totally positive distributions
• Econometrics of first-price auctions with entry and binding reservation prices
• Empirical Implications of Equilibrium Bidding in First-Price, Symmetric, Common Value Auctions
• First-price auctions without affiliation
• Functional limit theorems for U-processes
• Optimal Nonparametric Estimation of First-price Auctions
• Stochastic Limit Theory
• The Affiliation Effect in First-Price Auctions
• U-processes: Rates of convergence

Cited in

(10)

• Testing affiliation in private-values models of first-price auctions using grid distributions
• A consistent nonparametric test of affiliation in auction models
• Testing for a general class of functional inequalities
• Are there common values in first-price auctions? A tail-index nonparametric test
• A NONPARAMETRIC TEST FOR COMPARING VALUATION DISTRIBUTIONS IN FIRST‐PRICE AUCTIONS
• Structural econometric methods in auctions: a guide to the literature
• Nonparametric tests for strictly increasing virtual valuations
• Inference for first-price auctions with Guerre, Perrigne, and Vuong's estimator
• Inference of bidders' risk attitudes in ascending auctions with endogenous entry
• A simple test for moment inequality models with an application to English auctions

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