Bayesian estimation approaches to first-price auctions
DOI10.1016/J.JECONOM.2011.09.005zbMATH Open1443.62481OpenAlexW1981741169MaRDI QIDQ527907FDOQ527907
Authors: Christopher F. Parmeter, Efthymios G. Tsionas, Subal C. Kumbhakar 
Publication date: 12 May 2017
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: http://www.sciencedirect.com/science/article/pii/S0304407611001680
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Bayesian inference (62F15) Applications of statistics to economics (62P20) Auctions, bargaining, bidding and selling, and other market models (91B26)
Cites Work
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Cited In (18)
- Econometrics of first-price auctions with entry and binding reservation prices
- Measurement of excess bidding in auctions
- Empirical relevance of ambiguity in first-price auctions
- Bayesian Inference in Structural Second-Price Common Value Auctions
- Bayes-Nash equilibrium of the generalized first-price auction
- Inference from Auction Prices
- Semiparametric Estimation of First-Price Auction Models
- Bayesian Combinatorial Auctions
- Some recent developments in efficiency measurement in stochastic frontier models
- An empirical bayes adaptive price search∗
- On Bayesian epistemology of Myerson auction
- Bayesian inference in repeated English auctions
- How accurately do structural asymmetric first-price auction estimates represent true valuations?
- Quantile regression methods for first-price auctions
- RECURSIVE BAYESIAN ESTIMATION IN FORWARD PRICE MODELS IMPLIED BY FAIR PRICING
- Flexible Bayesian analysis of first price auctions using a simulated likelihood
- Econometrics of First-Price Auctions
- Brief Announcement: Bayesian Auctions with Efficient Queries.
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