Semiparametric identification and estimation in multi-object, English auctions

DOI10.1016/J.JECONOM.2007.01.011MaRDI QIDQ288347zbMATH OpenOpenAlexFDO

Authors Bjarne Brendstrup, Harry J. Paarsch

Publication date 25 May 2016

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

Full work available at URL https://doi.org/10.1016/j.jeconom.2007.01.011

zbMATH Keywords

semiparametric estimationArchimedean copulassequentialfish auctionssemiparametric identificationbundlingEnglish auctionsmulti-object auctions

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Applications of statistics to economics (62P20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Auctions, bargaining, bidding and selling, and other market models (91B26)

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Cites work

• scientific article; zbMATH DE number 53950 (Why is no real title available?)
• scientific article; zbMATH DE number 3551675 (Why is no real title available?)
• A Theory of Auctions and Competitive Bidding
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• Bundling decisions for selling multiple objects
• Comparing competition and collusion: a numerical approach.
• Deriving an estimate of the optimal reserve price: An application to British Columbian timber sales
• Econometrics of First-Price Auctions
• Econometrics of first-price auctions with entry and binding reservation prices
• Estimation of a Dynamic Auction Game
• Frank's family of bivariate distributions
• Identification and estimation in sequential, asymmetric, English auctions
• Identification of Standard Auction Models
• Inferences on the Association Parameter in Copula Models for Bivariate Survival Data
• Non-parametric estimation of sequential English auctions
• Optimal Nonparametric Estimation of First-price Auctions
• Piecewise Pseudo-Maximum Likelihood Estimation in Empirical Models of Auctions
• Sieve Extremum Estimates for Weakly Dependent Data
• Superconsistent estimation and inference in structural econometric models using extreme order statistics.

Cited in

(11)

• Modelling Concurrency of Events in On-Line Auctions via Spatiotemporal Semiparametric Models
• Testing affiliation in private-values models of first-price auctions using grid distributions
• Identification and estimation in sequential, asymmetric, English auctions
• Non-parametric estimation of sequential English auctions
• Semiparametric estimation in models of first-price, sealed-bid auctions with affiliation
• The contagion channels of July--August-2011 stock market crash: a DAG-copula based approach
• Semiparametric estimation of first-price auctions with risk-averse bidders
• Simulated Method of Moments Estimation for Copula-Based Multivariate Models
• Heterogeneous impacts in PROGRESA
• Piecewise Pseudo-Maximum Likelihood Estimation in Empirical Models of Auctions
• Semi-nonparametric estimation of secret reserve prices in auctions

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