Nonparametric estimation of first-price auctions with risk-averse bidders

DOI10.1016/j.jeconom.2018.03.015zbMath1452.62971OpenAlexW2523772321WikidataQ130054599 ScholiaQ130054599MaRDI QIDQ1644248

Federico Zincenko

Publication date: 21 June 2018

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

Full work available at URL: https://doi.org/10.1016/j.jeconom.2018.03.015

zbMATH Keywords

risk aversionnonparametric estimationindependent private valuesfirst-price auctionsieve spaces

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Density estimation (62G07) Auctions, bargaining, bidding and selling, and other market models (91B26)

Related Items (13)

Nonparametric estimation of first price auctions via density-quantile function ⋮ Unobserved heterogeneity in auctions under restricted stochastic dominance ⋮ A shape constrained estimator of bidding function of first-price sealed-bid auctions ⋮ Secret reserve prices by uninformed sellers ⋮ A functional estimation approach to the first-price auction models ⋮ Two results on auctions with endogenous entry ⋮ IDENTIFICATION AND ESTIMATION IN A THIRD-PRICE AUCTION MODEL ⋮ Nonparametric estimation of utility function in first-price sealed-bid auctions ⋮ 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 ⋮ Testing for risk aversion in first-price sealed-bid auctions ⋮ Monotonicity-constrained nonparametric estimation and inference for first-price auctions

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