Identification of first-price auctions with non-equilibrium beliefs: a measurement error approach
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Publication:2399544
DOI10.1016/j.jeconom.2017.06.014zbMath1390.91138OpenAlexW2735443575MaRDI QIDQ2399544
Publication date: 24 August 2017
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2017.06.014
nonparametric estimationfirst-price auctionsnonparametric identificationmeasurement error modelsasymmetric value distributionsnon-equilibrium beliefs
Applications of statistics to economics (62P20) Nonparametric estimation (62G05) Auctions, bargaining, bidding and selling, and other market models (91B26)
Related Items
Informed speculation with k-level reasoning, Measurement error models: editors' introduction, Unobserved heterogeneity in auctions under restricted stochastic dominance, Econometric inference on a large Bayesian game with heterogeneous beliefs, Robust inference in first-price auctions: overbidding as an identifying restriction, Identification of auction models using order statistics, Procurements with Bidder Asymmetry in Cost and Risk-Aversion, Dynamic decisions under subjective expectations: a structural analysis
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