Empirical implementation of nonparametric first-price auction models

DOI10.1016/j.jeconom.2011.09.008zbMath1443.62458OpenAlexW1978277574MaRDI QIDQ527904

Michael K. Price, Daniel L. Millimet, Daniel J. Henderson, John A. List, Christopher F. Parmeter

Publication date: 12 May 2017

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: http://s3.amazonaws.com/fieldexperiments-papers2/papers/00469.pdf

zbMATH Keywords

bandwidthautomatic bandwidth selectionconstraint weighted bootstrapequilibrium bidding strategyoptimal reserve price

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric estimation (62G05) Auctions, bargaining, bidding and selling, and other market models (91B26)

Related Items (9)

Optimal bidding in auctions from a game theory perspective ⋮ Nonparametric estimation of first-price auctions with risk-averse bidders ⋮ A shape constrained estimator of bidding function of first-price sealed-bid auctions ⋮ Flexible Bayesian analysis of first price auctions using a simulated likelihood ⋮ Inference for first-price auctions with Guerre, Perrigne, and Vuong's estimator ⋮ Optimality versus practicality in market design: a comparison of two double auctions ⋮ Monotonicity-constrained nonparametric estimation and inference for first-price auctions ⋮ Imposing and Testing for Shape Restrictions in Flexible Parametric Models ⋮ Nonparametric Knn estimation with monotone constraints

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