Identification of auction models using order statistics

DOI10.1016/J.JECONOM.2023.04.003arXiv2205.12917OpenAlexW4381059766MaRDI QIDQ6133350

Yao Luo, Ruli Xiao

Publication date: 18 August 2023

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2205.12917

zbMATH Keywords

finite mixturemultidimensional unobserved heterogeneityconsecutive order statisticsunobserved competition

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites Work

• Identification and estimation of nonlinear models with misclassification error using instrumental variables: a general solution
• Identification in first-price and Dutch auctions when the number of potential bidders is unobservable
• Estimating first-price auctions with an unknown number of bidders: a misclassification approach
• Nonparametric estimation of the measurement error model using multiple indicators.
• Conditionally independent private information in OCS wildcat auctions
• Identification and estimation of incomplete information games with multiple equilibria
• Convergence rates for density estimation with Bernstein polynomials.
• Unobserved heterogeneity in auctions under restricted stochastic dominance
• The econometrics of unobservables: applications of measurement error models in empirical industrial organization and labor economics
• Identification of first-price auctions with non-equilibrium beliefs: a measurement error approach
• Identification of first-price auctions with non-separable unobserved heterogeneity
• Identification and Inference in Ascending Auctions With Correlated Private Values
• Identification and Estimation of Auction Models with Unobserved Heterogeneity
• TESTS OF RANK
• Optimal Nonparametric Estimation of First-price Auctions
• A new approach to identifying generalized competing risks models with application to second-price auctions
• Econometrics of First-Price Auctions
• Unobserved heterogeneity in auctions
• Identification of Standard Auction Models

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