Inference for first-price auctions with Guerre, Perrigne, and Vuong's estimator (Q2000875)

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scientific article; zbMATH DE number 7075190
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    Inference for first-price auctions with Guerre, Perrigne, and Vuong's estimator
    scientific article; zbMATH DE number 7075190

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      Inference for first-price auctions with Guerre, Perrigne, and Vuong's estimator (English)
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      1 July 2019
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      asymptotic normality
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      bootstrap
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      first-price auctions
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      Gaussian approximation
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      independent private values
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      two-step nonparametric estimators
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      uniform confidence bands
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