A NONPARAMETRIC TEST FOR COMPARING VALUATION DISTRIBUTIONS IN FIRST‐PRICE AUCTIONS

DOI10.1111/IERE.12238MaRDI QIDQ5370535zbMATH OpenOpenAlexFDO

Authors Nianqing Liu, Yao Luo

Publication date 20 October 2017

Published in International Economic Review (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/iere.12238

zbMATH Keywords

nonparametric testfirst-price auctionsvaluation distributions

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Order statistics; empirical distribution functions (62G30) Auctions, bargaining, bidding and selling, and other market models (91B26)

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Cited in

(16)

• Estimation and inference of seller's expected revenue in first-price auctions
• Nonparametric estimation of first-price auctions with risk-averse bidders
• A consistent nonparametric test of affiliation in auction models
• Testing for risk aversion in first-price sealed-bid auctions
• Identification of participation constraints in contracts
• Are there common values in first-price auctions? A tail-index nonparametric test
• Order statistics approaches to unobserved heterogeneity in auctions
• Nonparametric tests for strictly increasing virtual valuations
• Monotonicity-constrained nonparametric estimation and inference for first-price auctions
• Unobserved heterogeneity in auctions under restricted stochastic dominance
• Nonparametric estimation of conditional densities by generalized random forests
• Procurements with Bidder Asymmetry in Cost and Risk-Aversion
• Identification and estimation of risk aversion in first-price auctions with unobserved auction heterogeneity
• Inference for first-price auctions with Guerre, Perrigne, and Vuong's estimator
• Quantile regression methods for first-price auctions
• Two results on auctions with endogenous entry

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