Semiparametric estimation in models of first-price, sealed-bid auctions with affiliation
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Publication:527901
DOI10.1016/j.jeconom.2011.09.006zbMath1443.62467OpenAlexW2120005581MaRDI QIDQ527901
Harry J. Paarsch, Timothy P. Hubbard, Tong Li
Publication date: 12 May 2017
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: http://hermes-ir.lib.hit-u.ac.jp/hermes/ir/re/29197/wp2010-10.pdf
Applications of statistics to economics (62P20) Nonparametric estimation (62G05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Auctions, bargaining, bidding and selling, and other market models (91B26)
Related Items (9)
Copula-based measurement of interdependence for discrete distributions ⋮ Flexible Bayesian analysis of first price auctions using a simulated likelihood ⋮ An asymmetric multi-item auction with quantity discounts applied to Internet service procurement in Buenos Aires public schools ⋮ A functional estimation approach to the first-price auction models ⋮ Vector copulas ⋮ Inference for first-price auctions with Guerre, Perrigne, and Vuong's estimator ⋮ Testing affiliation in private-values models of first-price auctions using grid distributions ⋮ Quantile regression methods for first-price auctions ⋮ Structural Econometric Methods in Auctions: A Guide to the Literature
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