Optimal Nonparametric Estimation of First-price Auctions
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Publication:4530972
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Cited in
(only showing first 100 items - show all)- ESTIMATES OF DERIVATIVES OF (LOG) DENSITIES AND RELATED OBJECTS
- Auctions
- Identification of a rational inattention discrete choice model
- Semi-nonparametric estimation of secret reserve prices in auctions
- 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
- Identification of first-price auctions with non-separable unobserved heterogeneity
- Econometrics of First-Price Auctions
- Bidding frictions in ascending auctions
- Estimation and inference of seller's expected revenue in first-price auctions
- Nonparametric estimation of first-price auctions with risk-averse bidders
- Identification and estimation in a third-price auction model
- 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
- Estimation of Heterogeneous Individual Treatment Effects With Endogenous Treatments
- A consistent nonparametric test of affiliation in auction models
- Empirical relevance of ambiguity in first-price auctions
- Quantile analysis of ``hazard-rate game models
- Identification and estimation in sequential, asymmetric, English auctions
- Non-parametric estimation of sequential English auctions
- Fast adaptive estimation of log-additive exponential models in Kullback-Leibler divergence
- On the identification of the procurement model
- Secret reserve prices by uninformed sellers
- 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
- Testing for risk aversion in first-price sealed-bid auctions
- Piecewise pseudo-maximum likelihood estimation for risk aversion case in first-price sealed-bid auction
- Local identification in empirical games of incomplete information
- Estimating a tournament model of intra-firm wage differentials
- Large sample properties for estimators based on the order statistics approach in auctions
- Partial identification and testable restrictions in multi-unit auctions
- Are there common values in first-price auctions? A tail-index nonparametric test
- Conditionally independent private information in OCS wildcat auctions
- Order statistics approaches to unobserved heterogeneity in auctions
- Approximately optimal bidding policies for repeated first-price auctions
- Bandwidth selection for kernel density estimation of fat-tailed and skewed distributions
- Auction-lottery hybrid mechanisms: structural model and empirical analysis
- Nonparametric weighted average quantile derivative
- A NONPARAMETRIC TEST FOR COMPARING VALUATION DISTRIBUTIONS IN FIRST‐PRICE AUCTIONS
- A functional estimation approach to the first-price auction models
- Structural econometric methods in auctions: a guide to the literature
- Nonparametric estimation of large auctions with risk averse bidders
- Asymptotically optimal prior-free clock auctions
- Nonparametric tests for strictly increasing virtual valuations
- Quantile-based nonparametric inference for first-price auctions
- The econometrics of auctions with asymmetric anonymous bidders
- Editors' introduction
- Identification of first-price auctions with non-equilibrium beliefs: a measurement error approach
- Monotonicity-constrained nonparametric estimation and inference for first-price auctions
- Semiparametric estimation of dynamic discrete choice models
- Unobserved heterogeneity in auctions under restricted stochastic dominance
- A shape constrained estimator of bidding function of first-price sealed-bid auctions
- Semiparametric Estimation of First-Price Auction Models
- Optimal bidding in auctions from a game theory perspective
- Robust inference in first-price auctions: overbidding as an identifying restriction
- First-price sealed-bid auctions when bidders exhibit different attitudes toward risk
- Characterization of bidding behavior in multi-unit auctions
- Integrated-Quantile-Based Estimation for First-Price Auction Models
- Empirical implementation of nonparametric first-price auction models
- Risk aversion and asymmetry in procurement auctions: identification, estimation and application to construction procurements
- Uniform confidence bands in deconvolution with unknown error distribution
- Identification and estimation of discriminatory auctions when bidders have private values and singleton demand
- Estimating first-price auctions with an unknown number of bidders: a misclassification approach
- Unobserved correlation in private-value ascending auctions
- Pseudo maximum likelihood estimation of structural models involving fixed-point problems
- Yet another look at the omitted variable bias
- 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
- Rationalization and identification of binary games with correlated types
- Multi-dimensional reference-dependent preferences in sealed-bid auctions -- how (most) laboratory experiments differ from the field
- Identification of auction models using order statistics
- Sequential auctions with ambiguity
- Response prediction for low-regret agents
- The empirical content of Cournot competition
- Estimation of treatment effects under endogenous heteroskedasticity
- Nonparametric estimation of asymmetric first price auctions: a simplified approach
- Inference for first-price auctions with Guerre, Perrigne, and Vuong's estimator
- Deconvolution from two order statistics
- Nonparametric identification and estimation of score auctions in multi-attribute procurement
- How accurately do structural asymmetric first-price auction estimates represent true valuations?
- Quantile regression methods for first-price auctions
- The econometrics of unobservables: applications of measurement error models in empirical industrial organization and labor economics
- Regular type distributions in mechanism design and -concavity
- Nonparametric estimation of first price auctions via density-quantile function
- Identification in first-price and Dutch auctions when the number of potential bidders is unobservable
- Value-rationalizability in auction bidding
- Structural estimation of switching costs for peaking power plants
- Identification and estimation of a bidding model for electronic auctions
- Complexity of equilibria in first-price auctions under general tie-breaking rules
- Estimating unobserved individual heterogeneity using pairwise comparisons
- Piecewise Pseudo-Maximum Likelihood Estimation in Empirical Models of Auctions
- Nonparametric identification of an interdependent value model with buyer covariates from first-price auction bids
- Causal discourse in a game of incomplete information
- NONPARAMETRIC ESTIMATION OF REGRESSION FUNCTIONS WITH DISCRETE REGRESSORS
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