Quantile regression methods for first-price auctions

DOI10.1016/j.jeconom.2021.02.009OpenAlexW3168749566MaRDI QIDQ2074589

Emmanuel Guerre, Nathalie Gimenes

Publication date: 10 February 2022

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

Full work available at URL: https://arxiv.org/abs/1909.05542

zbMATH Keywords

dimension reductionquantile regressionboundary correctionlocal polynomial estimationspecification testingindependent private valuessieve estimationfirst-price auction

Mathematics Subject Classification ID

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

Related Items (3)

Nonparametric estimation of first price auctions via density-quantile function ⋮ A functional estimation approach to the first-price auction models ⋮ Quantile analysis of ``hazard-rate game models

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