Identification and estimation of risk aversion in first-price auctions with unobserved auction heterogeneity
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Publication:2000832
DOI10.1016/J.JECONOM.2019.02.004zbMath1452.91162OpenAlexW2279017592MaRDI QIDQ2000832
Publication date: 1 July 2019
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10419/148130
Applications of statistics to economics (62P20) Auctions, bargaining, bidding and selling, and other market models (91B26)
Related Items (5)
Secret reserve prices by uninformed sellers ⋮ Robust inference in first-price auctions: overbidding as an identifying restriction ⋮ Two results on auctions with endogenous entry ⋮ Identification and estimation of risk aversion in first-price auctions with unobserved auction heterogeneity ⋮ Testing for risk aversion in first-price sealed-bid auctions
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