Testing for risk aversion in first-price sealed-bid auctions

DOI10.1016/j.jeconom.2020.11.015OpenAlexW3167787132MaRDI QIDQ2074592

Sung Jae Jun, Federico Zincenko

Publication date: 10 February 2022

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

Full work available at URL: https://www.econ.pitt.edu/sites/default/files/working_papers/WP.19.03.upload.pdf

zbMATH Keywords

risk aversionnonparametric testingindependent private valuesfirst-price auctionlocal alternatives at the parametric rate

Mathematics Subject Classification ID

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

Related Items (2)

Two results on auctions with endogenous entry ⋮ Procurements with Bidder Asymmetry in Cost and Risk-Aversion

Cites Work

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• Identification of time and risk preferences in buy price auctions
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• A NONPARAMETRIC TEST FOR COMPARING VALUATION DISTRIBUTIONS IN FIRST‐PRICE AUCTIONS
• Testing Parameters in GMM Without Assuming that They Are Identified
• Testing Statistical Hypotheses
• A Conditional Likelihood Ratio Test for Structural Models

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