Testing affiliation in private-values models of first-price auctions using grid distributions
From MaRDI portal
Publication:542974
DOI10.1214/10-AOAS344zbMath1220.62157arXiv1101.1398OpenAlexW1992299160MaRDI QIDQ542974
Harry J. Paarsch, Luciano I. de Castro
Publication date: 20 June 2011
Published in: The Annals of Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1101.1398
Applications of statistics to economics (62P20) Hypothesis testing in multivariate analysis (62H15) Auctions, bargaining, bidding and selling, and other market models (91B26)
Related Items (3)
Inference for first-price auctions with Guerre, Perrigne, and Vuong's estimator ⋮ Testing affiliation in private-values models of first-price auctions using grid distributions ⋮ The econometrics of auctions with asymmetric anonymous bidders
Cites Work
- Econometrics of first-price auctions with entry and binding reservation prices
- Semiparametric identification and estimation in multi-object, English auctions
- Semiparametric estimation in models of first-price, sealed-bid auctions with affiliation
- Testing affiliation in private-values models of first-price auctions using grid distributions
- A consistent nonparametric test of affiliation in auction models
- Inference for identifiable parameters in partially identified econometric models
- Testing inequality constraints in linear econometric models
- Subsampling
- Conditionally independent private information in OCS wildcat auctions
- A likelihood ratio test for \(\text{MTP}_ 2\) within binary variables.
- How to translate results from auctions to procurements
- Bootstrap Inference in Partially Identified Models Defined by Moment Inequalities: Coverage of the Identified Set
- Wald Criteria for Jointly Testing Equality and Inequality Restrictions
- An Exact Test for Multiple Inequality and Equality Constraints in the Linear Regression Model
- A Theory of Auctions and Competitive Bidding
- The Local Nature of Hypothesis Tests Involving Inequality Constraints in Nonlinear Models
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: Testing affiliation in private-values models of first-price auctions using grid distributions