Identification of first-price auctions with non-separable unobserved heterogeneity

DOI10.1016/j.jeconom.2013.02.005zbMath1283.91077OpenAlexW2122943991MaRDI QIDQ2439870

David McAdams, Matthew Shum, Yingyao Hu

Publication date: 18 March 2014

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

Full work available at URL: https://doi.org/10.1016/j.jeconom.2013.02.005

zbMATH Keywords

monotonicityunobserved heterogeneityauction modelsnonparametric identification

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric estimation (62G05) Auctions, bargaining, bidding and selling, and other market models (91B26) Statistical methods; economic indices and measures (91B82)

Related Items (21)

A simple test for moment inequality models with an application to English auctions ⋮ Optimal bidding in auctions from a game theory perspective ⋮ Injectivity of a class of integral operators with compactly supported kernels ⋮ The econometrics of unobservables: applications of measurement error models in empirical industrial organization and labor economics ⋮ Identification of first-price auctions with non-equilibrium beliefs: a measurement error approach ⋮ Unobserved heterogeneity in auctions under restricted stochastic dominance ⋮ Identification in ascending auctions, with an application to digital rights management ⋮ Secret reserve prices by uninformed sellers ⋮ Two results on auctions with endogenous entry ⋮ Identification of auction models using order statistics ⋮ Moment Estimation for Nonparametric Mixture Models through Implicit Tensor Decomposition ⋮ Procurements with Bidder Asymmetry in Cost and Risk-Aversion ⋮ Identification of first-price auctions with non-separable unobserved heterogeneity ⋮ Does the ratio of Laplace transforms of powers of a function identify the function? ⋮ Identification of mixture models using support variations ⋮ Empirical relevance of ambiguity in first-price auctions ⋮ Identification and estimation of risk aversion in first-price auctions with unobserved auction heterogeneity ⋮ Inference for first-price auctions with Guerre, Perrigne, and Vuong's estimator ⋮ Estimation of the number of components of nonparametric multivariate finite mixture models ⋮ Estimating unobserved individual heterogeneity using pairwise comparisons ⋮ Global estimation of finite mixture and misclassification models with an application to multiple equilibria

Cites Work

• Identification and estimation of nonlinear models with misclassification error using instrumental variables: a general solution
• Competitive bidding with entry costs
• Estimating first-price auctions with an unknown number of bidders: a misclassification approach
• Nonparametric estimation of the measurement error model using multiple indicators.
• Comparative statics in first price auctions
• Conditionally independent private information in OCS wildcat auctions
• Identification of first-price auctions with non-separable unobserved heterogeneity
• Uniqueness in symmetric first-price auctions with affiliation
• Identification and Inference in Ascending Auctions With Correlated Private Values
• Identification and Estimation of Auction Models with Unobserved Heterogeneity
• Entry and Competition Effects in First-Price Auctions: Theory and Evidence from Procurement Auctions
• Optimal Nonparametric Estimation of First-price Auctions
• IDENTIFICATION AND ESTIMATION OF AUCTION MODEL WITH TWO‐DIMENSIONAL UNOBSERVED HETEROGENEITY*

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