Identification and estimation of risk aversion in first-price auctions with unobserved auction heterogeneity
From MaRDI portal
Publication:2000832
DOI10.1016/J.JECONOM.2019.02.004zbMATH Open1452.91162OpenAlexW2279017592MaRDI QIDQ2000832FDOQ2000832
Authors: Serafin Grundl, Yu Zhu 
Publication date: 1 July 2019
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10419/148130
Recommendations
- Semiparametric estimation of first-price auctions with risk-averse bidders
- Nonparametric Identification of Risk Aversion in First-Price Auctions Under Exclusion Restrictions
- Estimating first-price auctions with an unknown number of bidders: a misclassification approach
- Identification of first-price auctions with non-separable unobserved heterogeneity
- Empirical relevance of ambiguity in first-price auctions
Applications of statistics to economics (62P20) Auctions, bargaining, bidding and selling, and other market models (91B26)
Cites Work
- Estimation When a Parameter is on a Boundary
- 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
- Nonparametric estimation of utility function in first-price sealed-bid auctions
- Uniqueness of equilibrium in sealed high-bid auctions.
- Competitive bidding with entry costs
- Identification of first-price auctions with non-separable unobserved heterogeneity
- Identification and estimation of auction models with unobserved heterogeneity
- Equilibrium in Sealed High Bid Auctions
- Risk aversion and asymmetry in procurement auctions: identification, estimation and application to construction procurements
- Instrumental Variable Treatment of Nonclassical Measurement Error Models
- Large auctions with risk-averse bidders
- Indicative bidding and a theory of two-stage auctions
- Identification and estimation of risk aversion in first-price auctions with unobserved auction heterogeneity
- Risk aversion and optimal reserve prices in first- and second-price auctions
- Identification of mixture models using support variations
- Nonparametric estimation of first-price auctions with risk-averse bidders
- On characterizing the gamma and the normal distribution
- Nonparametric Identification of Risk Aversion in First-Price Auctions Under Exclusion Restrictions
- Semi-nonparametric estimation of independently and identically repeated first-price auctions via an integrated simulated moments method
- Nonparametric estimation of large auctions with risk averse bidders
- A NONPARAMETRIC TEST FOR COMPARING VALUATION DISTRIBUTIONS IN FIRST‐PRICE AUCTIONS
- Identification and inference in ascending auctions with correlated private values
- Some extensions of a lemma of Kotlarski
- Identification in Auctions With Selective Entry
- Identification and estimation of auction model with two-dimensional unobserved heterogeneity
- Winning by default: why is there so little competition in government procurement?
- Identification of paired nonseparable measurement error models
Cited In (20)
- Numerical computation of equilibrium bid functions in a first-price auction with heterogeneous risk attitudes
- Identification and estimation of auction model with two-dimensional unobserved heterogeneity
- Empirical relevance of ambiguity in first-price auctions
- Risk aversion in auctions with asymmetrically informed bidders: a ``desensitizer from uncertainty
- Secret reserve prices by uninformed sellers
- Testing for risk aversion in first-price sealed-bid auctions
- A new approach to identifying generalized competing risks models with application to second-price auctions
- Identification of first-price auctions with non-equilibrium beliefs: a measurement error approach
- Robust inference in first-price auctions: overbidding as an identifying restriction
- Unobserved heterogeneity in auctions under restricted stochastic dominance
- Semiparametric estimation of first-price auctions with risk-averse bidders
- First-price sealed-bid auctions when bidders exhibit different attitudes toward risk
- Risk aversion and asymmetry in procurement auctions: identification, estimation and application to construction procurements
- Identification and estimation of risk aversion in first-price auctions with unobserved auction heterogeneity
- Deconvolution from two order statistics
- Inference of bidders' risk attitudes in ascending auctions with endogenous entry
- Nonparametric Identification of Risk Aversion in First-Price Auctions Under Exclusion Restrictions
- Two results on auctions with endogenous entry
- Scaling auctions as insurance: a case study in infrastructure procurement
- Identification of first-price auctions with non-separable unobserved heterogeneity
This page was built for publication: Identification and estimation of risk aversion in first-price auctions with unobserved auction heterogeneity
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2000832)
