An information-theoretic approach to partially identified auction models

DOI10.1016/j.jeconom.2023.105566OpenAlexW4388550000MaRDI QIDQ6193037

Sung Jae Jun, Joris Pinkse

Publication date: 13 February 2024

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

Full work available at URL: https://doi.org/10.1016/j.jeconom.2023.105566

zbMATH Keywords

maximum entropyinequality constraintsnonparametric inferencepartial identificationEnglish auctions

Mathematics Subject Classification ID

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

Cites Work

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• Maxmin expected utility with non-unique prior
• Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
• Maximum entropy fundamentals
• Game theory, maximum entropy, minimum discrepancy and robust Bayesian decision theory
• Inference on estimators defined by mathematical programming
• Counterfactual prediction in complete information games: point prediction under partial identification
• Optimal smoothing in single-index models
• Optimal Auction Design
• Ascending auctions with bidder asymmetries
• Foundations of Info-Metrics
• Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection
• Robustness
• Estimation and Confidence Regions for Parameter Sets in Econometric Models
• Identification of Standard Auction Models

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