Identification and estimation of risk aversion in first-price auctions with unobserved auction heterogeneity
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Publication:2000832
DOI10.1016/J.JECONOM.2019.02.004zbMATH Open1452.91162OpenAlexW2279017592MaRDI QIDQ2000832FDOQ2000832
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
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- 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
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- Identification and estimation of risk aversion in first-price auctions with unobserved auction heterogeneity
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- 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 (14)
- Numerical computation of equilibrium bid functions in a first-price auction with heterogeneous risk attitudes
- 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
- First-price sealed-bid auctions when bidders exhibit different attitudes toward risk
- 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
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