Structural econometric methods in auctions: a guide to the literature
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Cites work
- A Bidding Model of Perfect Competition
- A consistent nonparametric test of affiliation in auction models
- A Theory of Auctions and Competitive Bidding
- A two stage sequential auction with multi-unit demands
- Asymmetric Auctions
- Asymptotic Efficiency in Parametric Structural Models with Parameter-Dependent Support
- Auctions of Shares
- Communication and Equilibrium in Discontinuous Games of Incomplete Information
- Conditionally independent private information in OCS wildcat auctions
- Deriving an estimate of the optimal reserve price: An application to British Columbian timber sales
- Discrete Bids and Empirical Inference in Divisible Good Auctions
- Econometric models of asymmetric ascending auctions
- Econometrics of First-Price Auctions
- Econometrics of first-price auctions with entry and binding reservation prices
- Empirical Implications of Equilibrium Bidding in First-Price, Symmetric, Common Value Auctions
- Entry and competition effects in first-price auctions: theory and evidence from procurement auctions
- Equilibrium in Sealed High Bid Auctions
- Estimating first-price auctions with an unknown number of bidders: a misclassification approach
- Estimation of a Dynamic Auction Game
- Existence of an equilibrium in first price auctions
- Existence of Equilibrium in Single and Double Private Value Auctions1
- Games with Incomplete Information Played by “Bayesian” Players, I–III Part I. The Basic Model
- scientific article; zbMATH DE number 5032929 (Why is no real title available?)
- Identification and estimation in sequential, asymmetric, English auctions
- Identification and estimation of auction models with unobserved heterogeneity
- Information acquisition and/or bid preparation: a structural analysis of entry and bidding in timber sale auctions
- Likelihood Estimation and Inference in a Class of Nonregular Econometric Models
- Non-parametric estimation of sequential English auctions
- Nonparametric estimation of the measurement error model using multiple indicators.
- Nonparametric Identification of Risk Aversion in First-Price Auctions Under Exclusion Restrictions
- On the Existence of Pure and Mixed Strategy Nash Equilibria in Discontinuous Games
- Optimal Auctions with Risk Averse Buyers
- Optimal Nonparametric Estimation of First-price Auctions
- Partial identification and testable restrictions in multi-unit auctions
- Piecewise Pseudo-Maximum Likelihood Estimation in Empirical Models of Auctions
- Regularity conditions for Cox's test of non-nested hypotheses
- Semi-Nonparametric Maximum Likelihood Estimation
- Semiparametric estimation in models of first-price, sealed-bid auctions with affiliation
- Semiparametric estimation of first-price auctions with risk-averse bidders
- Sequential equilibria of asymmetric ascending auctions: The case of log-normal distributions
- Single Crossing Properties and the Existence of Pure Strategy Equilibria in Games of Incomplete Information
- Specification Tests in Econometrics
- Superconsistent estimation and inference in structural econometric models using extreme order statistics.
- Symmetric separating equilibria in English auctions
- Tests for model specification in the presence of alternative hypotheses
- The Affiliation Effect in First-Price Auctions
- The econometrics of auctions with asymmetric anonymous bidders
- Uniqueness and existence of equilibrium in auctions with a reserve price
- Uniqueness of equilibrium in sealed high-bid auctions.
- Uniqueness of the equilibrium in first-price auctions
Cited in
(8)- Inference for first-price auctions with Guerre, Perrigne, and Vuong's estimator
- How accurately do structural asymmetric first-price auction estimates represent true valuations?
- Sequential auctions with ambiguity
- Structural estimation of auction models
- Empirical models of auctions
- Structural econometrics of auctions: a review
- Editors' introduction
- Measurement of excess bidding in auctions
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