Semi-nonparametric estimation of independently and identically repeated first-price auctions via an integrated simulated moments method

DOI10.1016/j.jeconom.2011.09.012zbMath1443.62432OpenAlexW2076027106MaRDI QIDQ527921

Hosin Song, Herman J. Bierens

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/S0304407611001758

zbMATH Keywords

Legendre polynomialsfirst-price auctionssemi-nonparametric estimationsieve estimationempirical characteristic functionsintegrated moment testsimulated moments

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

Nonparametric estimation of first-price auctions with risk-averse bidders, Unnamed Item, Flexible Bayesian analysis of first price auctions using a simulated likelihood, Identification and estimation of risk aversion in first-price auctions with unobserved auction heterogeneity

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