A shape constrained estimator of bidding function of first-price sealed-bid auctions

DOI10.1016/j.econlet.2016.11.001zbMath1396.91287OpenAlexW2553579104MaRDI QIDQ1672755

Yu Yvette Zhang

Publication date: 11 September 2018

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2016.11.001

zbMATH Keywords

risk aversionfirst-price auctionsbidding functionsshaped constrained estimator

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26)

Related Items (1)

Nonparametric estimation of first price auctions via density-quantile function

Cites Work

• Nonparametric estimation of utility function in first-price sealed-bid auctions
• Empirical implementation of nonparametric first-price auction models
• Quantile-based nonparametric inference for first-price auctions
• Uniqueness of equilibrium in sealed high-bid auctions.
• Nonparametric estimation of first-price auctions with risk-averse bidders
• Semiparametric Estimation of First-Price Auctions with Risk-Averse Bidders
• Estimating Smooth Monotone Functions
• Optimal Nonparametric Estimation of First-price Auctions
• Single Crossing Properties and the Existence of Pure Strategy Equilibria in Games of Incomplete Information
• Nonparametric Identification of Risk Aversion in First-Price Auctions Under Exclusion Restrictions

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