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