Econometrics of first-price auctions with entry and binding reservation prices
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Publication:262755
DOI10.1016/j.jeconom.2004.06.002zbMath1334.91040OpenAlexW2016394239MaRDI QIDQ262755
Publication date: 30 March 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2004.06.002
endogenous participationindependent private valuesmethod of simulated momentsmixed strategies of entryNash-Bayesian equilibrium
Applications of statistics to economics (62P20) Auctions, bargaining, bidding and selling, and other market models (91B26)
Related Items (13)
Semiparametric identification and estimation in multi-object, English auctions ⋮ Simulation based selection of competing structural econometric models ⋮ On a family of risk measures based on largest claims ⋮ What model for entry in first-price auctions? A nonparametric approach ⋮ Inference of bidders' risk attitudes in ascending auctions with endogenous entry ⋮ Semiparametric estimation in models of first-price, sealed-bid auctions with affiliation ⋮ Information acquisition and/or bid preparation: a structural analysis of entry and bidding in timber sale auctions ⋮ Semi-nonparametric estimation of independently and identically repeated first-price auctions via an integrated simulated moments method ⋮ Testing affiliation in private-values models of first-price auctions using grid distributions ⋮ Estimating first-price auctions with an unknown number of bidders: a misclassification approach ⋮ A consistent nonparametric test of affiliation in auction models ⋮ AUCTION–LOTTERY HYBRID MECHANISMS: STRUCTURAL MODEL AND EMPIRICAL ANALYSIS ⋮ Structural Econometric Methods in Auctions: A Guide to the Literature
Cites Work
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- Topics in Advanced Econometrics
- Empirical Implications of Equilibrium Bidding in First-Price, Symmetric, Common Value Auctions
- Optimal Nonparametric Estimation of First-price Auctions
- Econometrics of First-Price Auctions
- Piecewise Pseudo-Maximum Likelihood Estimation in Empirical Models of Auctions
- Identification of Standard Auction Models
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