Nonparametric Identification and Inference of First-Price Auctions with Heterogeneous Bidders

DOI10.1080/07350015.2023.2299432MaRDI QIDQ7023623zbMATH OpenFDO

Authors Zheng Li

Publication date 21 February 2025

Published in Journal of Business and Economic Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07350015.2023.2299432

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites work

• Asymmetric Auctions
• Conditionally independent private information in OCS wildcat auctions
• Estimating first-price auctions with an unknown number of bidders: a misclassification approach
• Estimation of Nonlinear Models with Measurement Error
• Identification and estimation of auction models with unobserved heterogeneity
• Identification and estimation of nonlinear models with misclassification error using instrumental variables: a general solution
• Identification and estimation of risk aversion in first-price auctions with unobserved auction heterogeneity
• Identification of first-price auctions with non-equilibrium beliefs: a measurement error approach
• Identification of first-price auctions with non-separable unobserved heterogeneity
• Inference on directionally differentiable functions
• Instrumental Variable Estimation of Nonlinear Errors-in-Variables Models
• Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses
• Nonparametric estimation of the measurement error model using multiple indicators.
• Nonparametric Identification of Risk Aversion in First-Price Auctions Under Exclusion Restrictions
• Optimal Auctions with Risk Averse Buyers
• Procurements with Bidder Asymmetry in Cost and Risk-Aversion
• Risk aversion and asymmetry in procurement auctions: identification, estimation and application to construction procurements
• Semiparametric estimation of first-price auctions with risk-averse bidders
• Single Crossing Properties and the Existence of Pure Strategy Equilibria in Games of Incomplete Information
• TESTS OF RANK
• The econometrics of auctions with asymmetric anonymous bidders
• The numerical delta method
• Unobserved heterogeneity in auctions under restricted stochastic dominance

This page was built for publication: Nonparametric Identification and Inference of First-Price Auctions with Heterogeneous Bidders

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q7023623)