Nonparametric estimation of first price auctions via density-quantile function

DOI10.1016/J.ECONLET.2022.110560MaRDI QIDQ2158673zbMATH OpenOpenAlexFDO

Authors Yu Yvette Zhang

Publication date 26 July 2022

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.econlet.2022.110560

zbMATH Keywords

kernel smoothingbandwidth selectionfirst price auctionsdensity-quantile functionboundary bias correction

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Applications of statistics to economics (62P20) Auctions, bargaining, bidding and selling, and other market models (91B26)

Recommendations

• Quantile-based nonparametric inference for first-price auctions
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• Empirical implementation of nonparametric first-price auction models

Cites work

• A shape constrained estimator of bidding function of first-price sealed-bid auctions
• EMPIRICAL LIKELIHOOD‐BASED KERNEL DENSITY ESTIMATION
• Estimating densities, quantiles, quantile densities and density quantiles
• Nonparametric Identification of Risk Aversion in First-Price Auctions Under Exclusion Restrictions
• Nonparametric Statistical Data Modeling
• Nonparametric econometrics. Theory and practice.
• Nonparametric estimation of first-price auctions with risk-averse bidders
• Nonparametric estimation of utility function in first-price sealed-bid auctions
• Optimal Nonparametric Estimation of First-price Auctions
• Quantile regression methods for first-price auctions
• Semiparametric estimation of first-price auctions with risk-averse bidders

Cited in

(13)

• What model for entry in first-price auctions? A nonparametric approach
• Nonparametric estimation of first-price auctions with risk-averse bidders
• Monotonicity-constrained nonparametric estimation and inference for first-price auctions
• Nonparametric estimation of asymmetric first price auctions: a simplified approach
• A shape constrained estimator of bidding function of first-price sealed-bid auctions
• Empirical implementation of nonparametric first-price auction models
• Quantile regression methods for first-price auctions
• Quantile-based nonparametric inference for first-price auctions
• Are there common values in first-price auctions? A tail-index nonparametric test
• Optimal Nonparametric Estimation of First-price Auctions
• Inference for first-price auctions with Guerre, Perrigne, and Vuong's estimator
• Nonparametric estimation of utility function in first-price sealed-bid auctions
• A NONPARAMETRIC TEST FOR COMPARING VALUATION DISTRIBUTIONS IN FIRST‐PRICE AUCTIONS

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