Structural econometric methods in auctions: a guide to the literature
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Publication:2870568
DOI10.1515/2156-6674.1019zbMATH Open1279.91083OpenAlexW2044314472MaRDI QIDQ2870568FDOQ2870568
Authors: Brent R. Hickman, Timothy P. Hubbard, Yiğit Sağlam 
Publication date: 21 January 2014
Published in: Journal of Econometric Methods (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10063/4115
Recommendations
Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82) Auctions, bargaining, bidding and selling, and other market models (91B26) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02)
Cites Work
- Specification Tests in Econometrics
- Semi-Nonparametric Maximum Likelihood Estimation
- Superconsistent estimation and inference in structural econometric models using extreme order statistics.
- Piecewise Pseudo-Maximum Likelihood Estimation in Empirical Models of Auctions
- Asymptotic Efficiency in Parametric Structural Models with Parameter-Dependent Support
- Likelihood Estimation and Inference in a Class of Nonregular Econometric Models
- Deriving an estimate of the optimal reserve price: An application to British Columbian timber sales
- Conditionally independent private information in OCS wildcat auctions
- Econometric models of asymmetric ascending auctions
- Econometrics of first-price auctions with entry and binding reservation prices
- A Theory of Auctions and Competitive Bidding
- Empirical Implications of Equilibrium Bidding in First-Price, Symmetric, Common Value Auctions
- Optimal Nonparametric Estimation of First-price Auctions
- Econometrics of First-Price Auctions
- Games with Incomplete Information Played by “Bayesian” Players, I–III Part I. The Basic Model
- A two stage sequential auction with multi-unit demands
- Uniqueness and existence of equilibrium in auctions with a reserve price
- Identification and estimation in sequential, asymmetric, English auctions
- Non-parametric estimation of sequential English auctions
- Semiparametric estimation of first-price auctions with risk-averse bidders
- Optimal Auctions with Risk Averse Buyers
- Asymmetric Auctions
- On the Existence of Pure and Mixed Strategy Nash Equilibria in Discontinuous Games
- Single Crossing Properties and the Existence of Pure Strategy Equilibria in Games of Incomplete Information
- Semiparametric estimation in models of first-price, sealed-bid auctions with affiliation
- Estimation of a Dynamic Auction Game
- Communication and Equilibrium in Discontinuous Games of Incomplete Information
- Title not available (Why is that?)
- Partial identification and testable restrictions in multi-unit auctions
- Discrete Bids and Empirical Inference in Divisible Good Auctions
- Uniqueness of equilibrium in sealed high-bid auctions.
- Sequential equilibria of asymmetric ascending auctions: The case of log-normal distributions
- Uniqueness of the equilibrium in first-price auctions
- Identification and estimation of auction models with unobserved heterogeneity
- A Bidding Model of Perfect Competition
- Equilibrium in Sealed High Bid Auctions
- Symmetric separating equilibria in English auctions
- Estimating first-price auctions with an unknown number of bidders: a misclassification approach
- Existence of an equilibrium in first price auctions
- The Affiliation Effect in First-Price Auctions
- Nonparametric estimation of the measurement error model using multiple indicators.
- Auctions of Shares
- Existence of Equilibrium in Single and Double Private Value Auctions1
- Regularity conditions for Cox's test of non-nested hypotheses
- Nonparametric Identification of Risk Aversion in First-Price Auctions Under Exclusion Restrictions
- Entry and competition effects in first-price auctions: theory and evidence from procurement auctions
- Information acquisition and/or bid preparation: a structural analysis of entry and bidding in timber sale auctions
- A consistent nonparametric test of affiliation in auction models
- Tests for model specification in the presence of alternative hypotheses
- The econometrics of auctions with asymmetric anonymous bidders
Cited In (6)
- Measurement of excess bidding in auctions
- Empirical models of auctions
- Structural estimation of auction models
- Sequential auctions with ambiguity
- Inference for first-price auctions with Guerre, Perrigne, and Vuong's estimator
- How accurately do structural asymmetric first-price auction estimates represent true valuations?
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