Optimal Nonparametric Estimation of First-price Auctions

DOI10.1111/1468-0262.00123zbMATH Open1056.62512OpenAlexW2120416704MaRDI QIDQ4530972FDOQ4530972

Authors: Emmanuel Guerre, Isabelle Perrigne, Quang Vuong

Publication date: 28 May 2002

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1468-0262.00123

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Nonparametric estimation (62G05) Applications of statistics to actuarial sciences and financial mathematics (62P05) Microeconomic theory (price theory and economic markets) (91B24)

Cited In (only showing first 100 items - show all)

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

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