Bayesian comparison of private and common values in structural second-price auctions

DOI10.1080/02664763.2014.951604OpenAlexW1992965581MaRDI QIDQ5130154

Bertil Wegmann

Publication date: 4 November 2020

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664763.2014.951604

zbMATH Keywords

Markov chain Monte CarloGaussian modelcommon valuesBayesian variable selectioneBayprivate values

Mathematics Subject Classification ID

Statistics (62-XX)

Uses Software

• BayesDA

Cites Work

• Unnamed Item
• Smoothly mixing regressions
• Nonparametric regression using Bayesian variable selection
• Regression density estimation using smooth adaptive Gaussian mixtures
• Bayesian Inference in Structural Second-Price Common Value Auctions
• A Theory of Auctions and Competitive Bidding
• Marginal Likelihood From the Metropolis–Hastings Output
• Bayesian Analysis of DSGE Models—Some Comments
• The Affiliation Effect in First-Price Auctions
• Identification of Standard Auction Models
• The Kolmogorov-Smirnov Test for Goodness of Fit