Nonparametric estimation of utility function in first-price sealed-bid auctions
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Publication:498768
DOI10.1016/j.econlet.2014.11.026zbMath1321.91057OpenAlexW1992746613MaRDI QIDQ498768
Publication date: 29 September 2015
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.econlet.2014.11.026
Applications of statistics to economics (62P20) Nonparametric estimation (62G05) Utility theory (91B16) Auctions, bargaining, bidding and selling, and other market models (91B26)
Related Items (6)
Nonparametric estimation of first-price auctions with risk-averse bidders ⋮ Nonparametric estimation of first price auctions via density-quantile function ⋮ Unobserved heterogeneity in auctions under restricted stochastic dominance ⋮ A shape constrained estimator of bidding function of first-price sealed-bid auctions ⋮ Identification and estimation of risk aversion in first-price auctions with unobserved auction heterogeneity ⋮ Testing for risk aversion in first-price sealed-bid auctions
Cites Work
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- How bidder's number affects optimal reserve price in first-price auctions under risk aversion
- Semiparametric Estimation of First-Price Auctions with Risk-Averse Bidders
- On the converse of Banach "fixed-point principle"
- Optimal Auctions with Risk Averse Buyers
- Comparing Auctions for Risk Averse Buyers: A Buyer's Point of View
- Equilibrium in Sealed High Bid Auctions
- Optimal Nonparametric Estimation of First-price Auctions
- Single Crossing Properties and the Existence of Pure Strategy Equilibria in Games of Incomplete Information
- Nonparametric Identification of Risk Aversion in First-Price Auctions Under Exclusion Restrictions
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