Semiparametric Estimation of First-Price Auction Models
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Cites work
- Asymptotic efficiency in estimation with conditional moment restrictions
- Asymptotic Efficiency in Parametric Structural Models with Parameter-Dependent Support
- Bayesian estimation approaches to first-price auctions
- Choosing instrumental variables in conditional moment restriction models
- Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models
- Econometrics
- Econometrics of First-Price Auctions
- Econometrics of first-price auctions with entry and binding reservation prices
- Efficiency Bounds for Semiparametric Regression
- Efficient Estimation of Models with Conditional Moment Restrictions Containing Unknown Functions
- Efficient Instrumental Variables Estimation of Nonlinear Models
- Empirical Implications of Equilibrium Bidding in First-Price, Symmetric, Common Value Auctions
- Empirical likelihood
- Empirical relevance of ambiguity in first-price auctions
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- Estimation of conditional densities and sensitivity measures in nonlinear dynamical systems
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- Identification and estimation of auction models with unobserved heterogeneity
- Information acquisition and/or bid preparation: a structural analysis of entry and bidding in timber sale auctions
- Local polynomial regression with an ordinal covariate
- Multivariate locally weighted least squares regression
- Nonparametric estimation of regression functions with both categorical and continuous data
- NONPARAMETRIC ESTIMATION OF REGRESSION FUNCTIONS WITH DISCRETE REGRESSORS
- On Bias Reduction in Estimation
- Optimal Auction Design
- Optimal Nonparametric Estimation of First-price Auctions
- Piecewise Pseudo-Maximum Likelihood Estimation in Empirical Models of Auctions
- Semiparametric efficiency bounds
- Semiparametric Estimation of Index Coefficients
- The Influence Curve and Its Role in Robust Estimation
- Uniqueness of the equilibrium in first-price auctions
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