Econometrics of First-Price Auctions
From MaRDI portal
Publication:4859500
DOI10.2307/2171804zbMath0836.90060OpenAlexW2036996477MaRDI QIDQ4859500
Hervé Ossard, Quang H. Vuong, Jean-Jacques Laffont
Publication date: 7 January 1996
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2171804
simulationsfirst-price auctionsestimation methoddescending auctionsempirical study of theoretical auction models
Applications of statistics to economics (62P20) Auctions, bargaining, bidding and selling, and other market models (91B26)
Related Items
Estimating the canonical disequilibrium model. Asymptotic theory and finite sample properties ⋮ Equilibrium reserve prices in sequential ascending auctions ⋮ Identification and estimation in sequential, asymmetric, English auctions ⋮ Estimation of quantity games in the presence of indivisibilities and heterogeneous firms ⋮ Semiparametric identification and estimation in multi-object, English auctions ⋮ Non-parametric estimation of sequential English auctions ⋮ Simulation based selection of competing structural econometric models ⋮ Moving from data-constrained to data-enabled research: experiences and challenges in collecting, validating and analyzing large-scale e-commerce data ⋮ Optimal bidding in auctions from a game theory perspective ⋮ Regular type distributions in mechanism design and \(\rho\)-concavity ⋮ Bayesian inference in repeated English auctions ⋮ How accurately do structural asymmetric first-price auction estimates represent true valuations? ⋮ Flexible Bayesian analysis of first price auctions using a simulated likelihood ⋮ Using all bids in parametric estimation of first-price auctions ⋮ Identification of auction models using order statistics ⋮ The expected payoff to Internet auctions ⋮ IDENTIFICATION AND ESTIMATION IN A THIRD-PRICE AUCTION MODEL ⋮ A multi-period inventory model with multi-dimensional procurement bidding ⋮ Piecewise pseudo-maximum likelihood estimation for risk aversion case in first-price sealed-bid auction ⋮ Estimation of nonlinear errors-in-variables models: a simulated minimum distance estimator ⋮ Higher-order properties of approximate estimators ⋮ Simulation-based inference. A survey with special reference to panel data models ⋮ Semiparametric estimation in models of first-price, sealed-bid auctions with affiliation ⋮ Bayesian estimation approaches to first-price auctions ⋮ 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 ⋮ Indirect inference in structural econometric models ⋮ Identification in first-price and Dutch auctions when the number of potential bidders is unobservable ⋮ Multi-dimensional reference-dependent preferences in sealed-bid auctions -- how (most) laboratory experiments differ from the field ⋮ Application of multi-dimensional procurement auction in single-period inventory models ⋮ Estimating first-price auctions with an unknown number of bidders: a misclassification approach ⋮ Numerical solutions of asymmetric, first-price, independent private values auctions ⋮ Quantile regression methods for first-price auctions ⋮ Conditionally independent private information in OCS wildcat auctions ⋮ The relative efficiency of method of moments estimators ⋮ Asymptotic theory for differentiated products demand models with many markets ⋮ Cross-validated SNP density estimates ⋮ Structural Econometric Methods in Auctions: A Guide to the Literature ⋮ Econometric models of asymmetric ascending auctions ⋮ Econometrics of first-price auctions with entry and binding reservation prices
