Are there common values in first-price auctions? A tail-index nonparametric test
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Publication:2439866
DOI10.1016/j.jeconom.2013.02.003zbMath1283.91151MaRDI QIDQ2439866
Jonathan B. Hill, Artyom A. Shneyerov
Publication date: 18 March 2014
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://cdr.lib.unc.edu/downloads/5999nc69f
62P20: Applications of statistics to economics
62G10: Nonparametric hypothesis testing
91B26: Auctions, bargaining, bidding and selling, and other market models
91B82: Statistical methods; economic indices and measures
Related Items
Tail index estimation in the presence of covariates: stock returns' tail risk dynamics, On the measurement and treatment of extremes in time series, Moment condition tests for heavy tailed time series, Inference for first-price auctions with Guerre, Perrigne, and Vuong's estimator, Are there common values in first-price auctions? A tail-index nonparametric test
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