Inference of bidders' risk attitudes in ascending auctions with endogenous entry

DOI10.1016/J.JECONOM.2014.02.010zbMath1293.91080OpenAlexW3124529270MaRDI QIDQ2451773

Hanming Fang, Xun Tang

Publication date: 4 June 2014

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

Full work available at URL: https://doi.org/10.1016/j.jeconom.2014.02.010

zbMATH Keywords

ascending auctionsrisk attitudestestsendogenous entry

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric hypothesis testing (62G10) Auctions, bargaining, bidding and selling, and other market models (91B26)

Related Items (4)

Unobserved heterogeneity in auctions under restricted stochastic dominance ⋮ Existence of monotone equilibrium in first price auctions with private risk aversion and private initial wealth ⋮ Inference of bidders' risk attitudes in ascending auctions with endogenous entry ⋮ Inference for first-price auctions with Guerre, Perrigne, and Vuong's estimator

Cites Work

• Econometrics of first-price auctions with entry and binding reservation prices
• Estimating first-price auctions with an unknown number of bidders: a misclassification approach
• A consistent nonparametric test of affiliation in auction models
• Indicative bidding and a theory of two-stage auctions
• Weak convergence and empirical processes. With applications to statistics
• Ranking auctions with risk adverse bidders
• What model for entry in first-price auctions? A nonparametric approach
• Inference of bidders' risk attitudes in ascending auctions with endogenous entry
• Identification and Inference in Ascending Auctions With Correlated Private Values
• Semiparametric Estimation of First-Price Auctions with Risk-Averse Bidders
• Entry and Competition Effects in First-Price Auctions: Theory and Evidence from Procurement Auctions
• Comparing Auctions for Risk Averse Buyers: A Buyer's Point of View
• Increasing Competition and the Winner's Curse: Evidence from Procurement
• Empirical Implications of Equilibrium Bidding in First-Price, Symmetric, Common Value Auctions
• Identification of time and risk preferences in buy price auctions
• Nonparametric Identification of Risk Aversion in First-Price Auctions Under Exclusion Restrictions
• Identification in Auctions With Selective Entry
• Identification of Standard Auction Models
• Handbook of econometrics. Vol. 5

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