Semiparametric Estimation of First-Price Auctions with Risk-Averse Bidders

DOI10.1093/restud/rdq001zbMath1215.91028OpenAlexW2152193280MaRDI QIDQ3012092

Sandra Campo, Quang H. Vuong, Emmanuel Guerre, Isabelle Perrigne

Publication date: 30 June 2011

Published in: The Review of Economic Studies (Search for Journal in Brave)

Full work available at URL: http://crest.science/RePEc/wpstorage/2003-09.pdf

zbMATH Keywords

semiparametric estimationrisk aversionsemiparametric identificationoptimal rateprivate valuetimber auctions

Mathematics Subject Classification ID

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

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