Quantile regression methods for first-price auctions

DOI10.1016/J.JECONOM.2021.02.009OpenAlexW3168749566MaRDI QIDQ2074589FDOQ2074589

Authors: Nathalie Gimenes, Emmanuel Guerre 

Publication date: 10 February 2022

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

Full work available at URL: https://arxiv.org/abs/1909.05542

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zbMATH Keywords

dimension reductionquantile regressionsieve estimationindependent private valuesspecification testingfirst-price auctionboundary correctionlocal polynomial estimation

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites Work

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Cited In (6)

• Estimation and inference of seller's expected revenue in first-price auctions
• Quantile analysis of ``hazard-rate game models
• A functional estimation approach to the first-price auction models
• Quantile-based nonparametric inference for first-price auctions
• Nonparametric estimation of first price auctions via density-quantile function
• The Carlson-Parkin method applied to NZ price expectations using QSBO survey data

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