Efficient local IV estimation of an empirical auction model

DOI10.1016/j.jeconom.2011.09.009zbMath1443.62463OpenAlexW2083140308MaRDI QIDQ527909

Han Hong, Denis Nekipelov

Publication date: 12 May 2017

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

Full work available at URL: http://www.sciencedirect.com/science/article/pii/S0304407611001722

zbMATH Keywords

natural experimentsemiparametric efficiency boundearly jump bidlocal treatment effectonline auction

Mathematics Subject Classification ID

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

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Cites Work

• Efficient Semiparametric Estimation of Quantile Treatment Effects
• Nonparametric IV estimation of local average treatment effects with covariates
• Semiparametric efficiency in nonlinear LATE models
• Efficient Instrumental Variables Estimation of Nonlinear Models
• On the Role of the Propensity Score in Efficient Semiparametric Estimation of Average Treatment Effects
• An IV Model of Quantile Treatment Effects
• Efficient Estimation of Average Treatment Effects Using the Estimated Propensity Score
• Instrumental Variables Estimates of the Effect of Subsidized Training on the Quantiles of Trainee Earnings

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