Structural Econometric Methods in Auctions: A Guide to the Literature
From MaRDI portal
Publication:2870568
DOI10.1515/2156-6674.1019zbMath1279.91083OpenAlexW2044314472MaRDI QIDQ2870568
Yiğit Sağlam, Brent R. Hickman, Timothy P. Hubbard
Publication date: 21 January 2014
Published in: Journal of Econometric Methods (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10063/4115
Applications of statistics to economics (62P20) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Auctions, bargaining, bidding and selling, and other market models (91B26) Statistical methods; economic indices and measures (91B82)
Related Items (3)
How accurately do structural asymmetric first-price auction estimates represent true valuations? ⋮ Sequential auctions with ambiguity ⋮ Inference for first-price auctions with Guerre, Perrigne, and Vuong's estimator
Cites Work
- Unnamed Item
- Semi-Nonparametric Maximum Likelihood Estimation
- Econometrics of first-price auctions with entry and binding reservation prices
- Identification and estimation in sequential, asymmetric, English auctions
- Non-parametric estimation of sequential English auctions
- Partial identification and testable restrictions in multi-unit auctions
- 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
- Symmetric separating equilibria in English auctions
- Estimating first-price auctions with an unknown number of bidders: a misclassification approach
- A consistent nonparametric test of affiliation in auction models
- The econometrics of auctions with asymmetric anonymous bidders
- Regularity conditions for Cox's test of non-nested hypotheses
- Tests for model specification in the presence of alternative hypotheses
- Nonparametric estimation of the measurement error model using multiple indicators.
- Sequential equilibria of asymmetric ascending auctions: The case of log-normal distributions
- A two stage sequential auction with multi-unit demands
- Deriving an estimate of the optimal reserve price: An application to British Columbian timber sales
- Uniqueness of equilibrium in sealed high-bid auctions.
- Conditionally independent private information in OCS wildcat auctions
- Existence of an equilibrium in first price auctions
- Superconsistent estimation and inference in structural econometric models using extreme order statistics.
- Econometric models of asymmetric ascending auctions
- Uniqueness and existence of equilibrium in auctions with a reserve price
- Uniqueness of the equilibrium in first-price auctions
- Semiparametric Estimation of First-Price Auctions with Risk-Averse Bidders
- Identification and Estimation of Auction Models with Unobserved Heterogeneity
- Auctions of Shares
- Entry and Competition Effects in First-Price Auctions: Theory and Evidence from Procurement Auctions
- Optimal Auctions with Risk Averse Buyers
- A Theory of Auctions and Competitive Bidding
- A Bidding Model of Perfect Competition
- Specification Tests in Econometrics
- Empirical Implications of Equilibrium Bidding in First-Price, Symmetric, Common Value Auctions
- Asymmetric Auctions
- Equilibrium in Sealed High Bid Auctions
- On the Existence of Pure and Mixed Strategy Nash Equilibria in Discontinuous Games
- Optimal Nonparametric Estimation of First-price Auctions
- Single Crossing Properties and the Existence of Pure Strategy Equilibria in Games of Incomplete Information
- Econometrics of First-Price Auctions
- Discrete Bids and Empirical Inference in Divisible Good Auctions
- Piecewise Pseudo-Maximum Likelihood Estimation in Empirical Models of Auctions
- Nonparametric Identification of Risk Aversion in First-Price Auctions Under Exclusion Restrictions
- Existence of Equilibrium in Single and Double Private Value Auctions1
- The Affiliation Effect in First-Price Auctions
- Asymptotic Efficiency in Parametric Structural Models with Parameter-Dependent Support
- Estimation of a Dynamic Auction Game
- Communication and Equilibrium in Discontinuous Games of Incomplete Information
- Likelihood Estimation and Inference in a Class of Nonregular Econometric Models
- Games with Incomplete Information Played by “Bayesian” Players, I–III Part I. The Basic Model
This page was built for publication: Structural Econometric Methods in Auctions: A Guide to the Literature
