Non-parametric estimation of sequential English auctions

DOI10.1016/J.JECONOM.2006.10.004MaRDI QIDQ289164zbMATH OpenOpenAlexFDO

Authors Bjarne Brendstrup

Publication date 27 May 2016

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

Full work available at URL https://doi.org/10.1016/j.jeconom.2006.10.004

zbMATH Keywords

sequentialEnglish fish auctionsmulti unitnonparametric identification and estimation

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Applications of statistics to economics (62P20) Auctions, bargaining, bidding and selling, and other market models (91B26)

Recommendations

• Identification and estimation in sequential, asymmetric, English auctions
• Optimal Nonparametric Estimation of First-price Auctions
• Semiparametric identification and estimation in multi-object, English auctions
• Monotonicity-constrained nonparametric estimation and inference for first-price auctions
• Semi-nonparametric estimation of secret reserve prices in auctions

Cites work

• scientific article; zbMATH DE number 3380017 (Why is no real title available?)
• A Theory of Auctions and Competitive Bidding
• A two stage sequential auction with multi-unit demands
• Deriving an estimate of the optimal reserve price: An application to British Columbian timber sales
• Econometric specification of stochastic discount factor models
• Econometrics of First-Price Auctions
• Estimation of a Dynamic Auction Game
• Identification of Standard Auction Models
• Optimal Nonparametric Estimation of First-price Auctions
• Order statistics: theory \& methods
• The declining price anomaly

Cited in

(10)

• Modelling Concurrency of Events in On-Line Auctions via Spatiotemporal Semiparametric Models
• A consistent nonparametric test of affiliation in auction models
• Identification and estimation in sequential, asymmetric, English auctions
• Semiparametric identification and estimation in multi-object, English auctions
• Large sample properties for estimators based on the order statistics approach in auctions
• Structural econometric methods in auctions: a guide to the literature
• Optimal bidding in auctions from a game theory perspective
• A simple nonparametric test for synergies in multi-object sequential English auctions
• Piecewise Pseudo-Maximum Likelihood Estimation in Empirical Models of Auctions
• Semi-nonparametric estimation of secret reserve prices in auctions

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