Identification of time and risk preferences in buy price auctions

DOI10.3982/QE469MaRDI QIDQ4586378zbMATH OpenOpenAlexFDO

Authors Daniel A. Ackerberg, Keisuke Hirano, Quazi Shahriar

Publication date 13 September 2018

Published in Quantitative Economics (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial 4.0 International

Full work available at URL https://doi.org/10.3982/qe469

zbMATH Keywords

auctionsnonparametric identificationrisk aversiontime preferences

Mathematics Subject Classification ID

Individual preferences (91B08) Auctions, bargaining, bidding and selling, and other market models (91B26)

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Cited in

(9)

• Nonparametric estimation of first-price auctions with risk-averse bidders
• The impact of the irrelevant: temporary buy-options and bidding behavior in auctions
• Bidding frictions in ascending auctions
• Testing for risk aversion in first-price sealed-bid auctions
• Inference of bidders' risk attitudes in ascending auctions with endogenous entry
• Premium auctions and risk preferences: an experimental study
• An experimental study of auctions with a buy price under private and common values
• Identification and inference in first-price auctions with risk-averse bidders and selective entry
• Buyout decisions of level-k bidders in second-price auctions

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