Identification and inference in ascending auctions with correlated private values

DOI10.3982/ECTA9431zbMATH Open1274.91208OpenAlexW2137599864MaRDI QIDQ2857547FDOQ2857547

Authors: Andrés Aradillas-López, Amit Gandhi, Daniel Quint 

Publication date: 4 November 2013

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3982/ecta9431

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zbMATH Keywords

nonparametric identificationascending auctioncorrelated values

Mathematics Subject Classification ID

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

Cited In (26)

• Bidding frictions in ascending auctions
• Nonparametric estimation of first-price auctions with risk-averse bidders
• Empirical relevance of ambiguity in first-price auctions
• Testing for a general class of functional inequalities
• Nonparametric inference based on conditional moment inequalities
• Partial identification in asymmetric auctions in the absence of independence
• Order statistics approaches to unobserved heterogeneity in auctions
• Identification in ascending auctions, with an application to digital rights management
• Robust inference in first-price auctions: overbidding as an identifying restriction
• Unobserved heterogeneity in auctions under restricted stochastic dominance
• Semiparametric Quantile Models for Ascending Auctions With Asymmetric Bidders
• Identification and estimation of risk aversion in first-price auctions with unobserved auction heterogeneity
• Unobserved correlation in private-value ascending auctions
• Optimality versus practicality in market design: a comparison of two double auctions
• Identification of auction models using order statistics
• Deconvolution from two order statistics
• Inference of bidders' risk attitudes in ascending auctions with endogenous entry
• Quantile regression methods for first-price auctions
• Estimating unobserved individual heterogeneity using pairwise comparisons
• Inference in ordered response games with complete information
• Nonparametric identification of an interdependent value model with buyer covariates from first-price auction bids
• A simple test for moment inequality models with an application to English auctions
• Two results on auctions with endogenous entry
• Ascending auctions with bidder asymmetries
• Identification of first-price auctions with non-separable unobserved heterogeneity
• On the choice of test statistic for conditional moment inequalities

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