Nonparametric estimation of utility function in first-price sealed-bid auctions

DOI10.1016/J.ECONLET.2014.11.026MaRDI QIDQ498768zbMATH OpenOpenAlexFDO

Authors Dong-Hyuk Kim

Publication date 29 September 2015

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.econlet.2014.11.026

zbMATH Keywords

nonparametric estimationrisk aversionfirst price auction

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Applications of statistics to economics (62P20) Auctions, bargaining, bidding and selling, and other market models (91B26) Utility theory (91B16)

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Cites work

• Comparing Auctions for Risk Averse Buyers: A Buyer's Point of View
• Equilibrium in Sealed High Bid Auctions
• How bidder's number affects optimal reserve price in first-price auctions under risk aversion
• Nonparametric Identification of Risk Aversion in First-Price Auctions Under Exclusion Restrictions
• Nonparametric estimation of first-price auctions with risk-averse bidders
• On the converse of Banach "fixed-point principle"
• Optimal Auctions with Risk Averse Buyers
• Optimal Nonparametric Estimation of First-price Auctions
• Risk aversion and optimal reserve prices in first- and second-price auctions
• Semiparametric estimation of first-price auctions with risk-averse bidders
• Single Crossing Properties and the Existence of Pure Strategy Equilibria in Games of Incomplete Information
• Uniqueness of equilibrium in sealed high-bid auctions.

Cited in

(13)

• Nonparametric estimation of first-price auctions with risk-averse bidders
• Inverse S-shaped probability weighting functions in first-price sealed-bid auctions
• Testing for risk aversion in first-price sealed-bid auctions
• Sealed-bid auctions based on Cobb-Douglas utility function
• A NONPARAMETRIC TEST FOR COMPARING VALUATION DISTRIBUTIONS IN FIRST‐PRICE AUCTIONS
• Quantile-based nonparametric inference for first-price auctions
• Monotonicity-constrained nonparametric estimation and inference for first-price auctions
• Unobserved heterogeneity in auctions under restricted stochastic dominance
• A shape constrained estimator of bidding function of first-price sealed-bid auctions
• Identification and estimation of risk aversion in first-price auctions with unobserved auction heterogeneity
• Nonparametric estimation of first price auctions via density-quantile function
• What model for entry in first-price auctions? A nonparametric approach
• Semi-nonparametric estimation of secret reserve prices in auctions

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