Nonparametric estimation of utility function in first-price sealed-bid auctions
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Publication:498768
DOI10.1016/J.ECONLET.2014.11.026zbMATH Open1321.91057OpenAlexW1992746613MaRDI QIDQ498768FDOQ498768
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
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- Nonparametric estimation of large auctions with risk averse bidders
Nonparametric estimation (62G05) Applications of statistics to economics (62P20) Auctions, bargaining, bidding and selling, and other market models (91B26) Utility theory (91B16)
Cites Work
- Optimal Nonparametric Estimation of First-price Auctions
- Semiparametric estimation of first-price auctions with risk-averse bidders
- On the converse of Banach "fixed-point principle"
- Optimal Auctions with Risk Averse Buyers
- Single Crossing Properties and the Existence of Pure Strategy Equilibria in Games of Incomplete Information
- Uniqueness of equilibrium in sealed high-bid auctions.
- Comparing Auctions for Risk Averse Buyers: A Buyer's Point of View
- Equilibrium in Sealed High Bid Auctions
- Risk aversion and optimal reserve prices in first- and second-price auctions
- Nonparametric estimation of first-price auctions with risk-averse bidders
- 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
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
- A NONPARAMETRIC TEST FOR COMPARING VALUATION DISTRIBUTIONS IN FIRST‐PRICE AUCTIONS
- Sealed-bid auctions based on Cobb-Douglas utility function
- Monotonicity-constrained nonparametric estimation and inference for first-price auctions
- Quantile-based nonparametric 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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