Semi-nonparametric estimation of secret reserve prices in auctions
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Publication:2096197
DOI10.1016/j.econlet.2022.110843zbMath1501.91071OpenAlexW4295136158MaRDI QIDQ2096197
Publication date: 16 November 2022
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.econlet.2022.110843
Applications of statistics to economics (62P20) Nonparametric estimation (62G05) Auctions, bargaining, bidding and selling, and other market models (91B26)
Cites Work
- Semi-Nonparametric Maximum Likelihood Estimation
- Hermite series estimates of a probability density and its derivatives
- Hermite series estimators for probability densities
- Pointwise consistency of the Hermite series density estimate
- On the consistency of Bayes estimates
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- Properties of Hermite series estimation of probability density
- Estimating the dimension of a model
- Overparameterization in the seminonparametric density estimation
- Open outcry auctions with secret reserve prices: An empirical application to executive auctions of tenant owner's apartments in Sweden
- Cross-validated SNP density estimates
- ERA's: A New Approach to Small Sample Theory
- Conditions for Identification in Nonparametric and Parametric Models
- Convergence Rates of SNP Density Estimators
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