Optimal Nonparametric Estimation of First-price Auctions
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Cited in
(only showing first 100 items - show all)- Characterization of bidding behavior in multi-unit auctions
- Using all bids in parametric estimation of first-price auctions
- Conditionally independent private information in OCS wildcat auctions
- Nonparametric estimation of first-price auctions with risk-averse bidders
- Identification and estimation of discriminatory auctions when bidders have private values and singleton demand
- A shape constrained estimator of bidding function of first-price sealed-bid auctions
- Rationalization and identification of binary games with correlated types
- Fast adaptive estimation of log-additive exponential models in Kullback-Leibler divergence
- Empirical relevance of ambiguity in first-price auctions
- Approximately optimal bidding policies for repeated first-price auctions
- Uniform confidence bands in deconvolution with unknown error distribution
- Pseudo maximum likelihood estimation of structural models involving fixed-point problems
- Nonparametric estimation of asymmetric first price auctions: a simplified approach
- Unobserved correlation in private-value ascending auctions
- Inference for first-price auctions with Guerre, Perrigne, and Vuong's estimator
- Semiparametric estimation of dynamic discrete choice models
- Bidding frictions in ascending auctions
- Nonparametric identification and estimation of score auctions in multi-attribute procurement
- Quantile regression methods for first-price auctions
- Testing for risk aversion in first-price sealed-bid auctions
- Estimating unobserved individual heterogeneity using pairwise comparisons
- Semi-nonparametric estimation of secret reserve prices in auctions
- Nonparametric estimation of first price auctions via density-quantile function
- Asymptotically optimal prior-free clock auctions
- Unobserved heterogeneity in auctions under restricted stochastic dominance
- How accurately do structural asymmetric first-price auction estimates represent true valuations?
- Structural estimation of switching costs for peaking power plants
- Estimating derivatives of function-valued parameters in a class of moment condition models
- Value-rationalizability in auction bidding
- Nonparametric identification of an interdependent value model with buyer covariates from first-price auction bids
- Sequential auctions with ambiguity
- Multi-dimensional reference-dependent preferences in sealed-bid auctions -- how (most) laboratory experiments differ from the field
- The econometrics of unobservables: applications of measurement error models in empirical industrial organization and labor economics
- Identification of first-price auctions with non-equilibrium beliefs: a measurement error approach
- Are there common values in first-price auctions? A tail-index nonparametric test
- Identification of first-price auctions with non-separable unobserved heterogeneity
- What model for entry in first-price auctions? A nonparametric approach
- The empirical content of Cournot competition
- Causal discourse in a game of incomplete information
- The set of equilibria of first-price auctions
- Econometrics of first-price auctions with entry and binding reservation prices
- Estimating a tournament model of intra-firm wage differentials
- Revealed preference analysis of expected utility maximization under prize-probability trade-offs
- Identification and estimation in sequential, asymmetric, English auctions
- Structural econometric methods in auctions: a guide to the literature
- Semiparametric identification and estimation in multi-object, English auctions
- Non-parametric estimation of sequential English auctions
- A study of participation in dynamic auctions
- Partial identification and testable restrictions in multi-unit auctions
- Local identification in empirical games of incomplete information
- Optimal bidding in auctions from a game theory perspective
- Uniform bias study and Bahadur representation for local polynomial estimators of the conditional quantile function
- Estimation of Heterogeneous Individual Treatment Effects With Endogenous Treatments
- NONPARAMETRIC ESTIMATION OF REGRESSION FUNCTIONS WITH DISCRETE REGRESSORS
- Regular type distributions in mechanism design and -concavity
- First-price sealed-bid auctions when bidders exhibit different attitudes toward risk
- On the identification of the procurement model
- Flexible Bayesian analysis of first price auctions using a simulated likelihood
- Identification and estimation of a bidding model for electronic auctions
- Large sample properties for estimators based on the order statistics approach in auctions
- Econometrics of First-Price Auctions
- Nonparametric estimation of utility function in first-price sealed-bid auctions
- Nonparametric weighted average quantile derivative
- Identification and estimation in a third-price auction model
- Nonparametric tests for strictly increasing virtual valuations
- Auctions
- Auction-lottery hybrid mechanisms: structural model and empirical analysis
- Semiparametric estimation in models of first-price, sealed-bid auctions with affiliation
- Empirical implementation of nonparametric first-price auction models
- Bayesian estimation approaches to first-price auctions
- Efficient local IV estimation of an empirical auction model
- Risk aversion and asymmetry in procurement auctions: identification, estimation and application to construction procurements
- Semi-nonparametric estimation of independently and identically repeated first-price auctions via an integrated simulated moments method
- Piecewise Pseudo-Maximum Likelihood Estimation in Empirical Models of Auctions
- Indirect inference in structural econometric models
- A NONPARAMETRIC TEST FOR COMPARING VALUATION DISTRIBUTIONS IN FIRST‐PRICE AUCTIONS
- Identification in first-price and Dutch auctions when the number of potential bidders is unobservable
- Functional Limit Theorems for a Simple Auction
- Monotonicity-constrained nonparametric estimation and inference for first-price auctions
- Learning in repeated auctions
- Nonparametric estimation of large auctions with risk averse bidders
- Editors' introduction
- ESTIMATES OF DERIVATIVES OF (LOG) DENSITIES AND RELATED OBJECTS
- Bandwidth selection for kernel density estimation of fat-tailed and skewed distributions
- ESTIMATION OF (STATIC OR DYNAMIC) GAMES UNDER EQUILIBRIUM MULTIPLICITY
- Secret reserve prices by uninformed sellers
- Robust inference in first-price auctions: overbidding as an identifying restriction
- A functional estimation approach to the first-price auction models
- Inference on individual treatment effects in nonseparable triangular models
- Identification of a rational inattention discrete choice model
- Identification of auction models using order statistics
- Yet another look at the omitted variable bias
- Quantile analysis of ``hazard-rate game models
- Estimation of treatment effects under endogenous heteroskedasticity
- Complexity of equilibria in first-price auctions under general tie-breaking rules
- Estimation and inference of seller's expected revenue in first-price auctions
- Piecewise pseudo-maximum likelihood estimation for risk aversion case in first-price sealed-bid auction
- Order statistics approaches to unobserved heterogeneity in auctions
- Semiparametric Estimation of First-Price Auction Models
- Integrated-Quantile-Based Estimation for First-Price Auction Models
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