A NONPARAMETRIC TEST FOR COMPARING VALUATION DISTRIBUTIONS IN FIRST‐PRICE AUCTIONS

DOI10.1111/IERE.12238zbMath1403.91175OpenAlexW2753221394MaRDI QIDQ5370535

Nianqing Liu, Yao Luo

Publication date: 20 October 2017

Published in: International Economic Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/iere.12238

zbMATH Keywords

first-price auctionsnonparametric testvaluation distributions

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Order statistics; empirical distribution functions (62G30) Auctions, bargaining, bidding and selling, and other market models (91B26)

Related Items (10)

Identification of participation constraints in contracts ⋮ Nonparametric estimation of first-price auctions with risk-averse bidders ⋮ Unobserved heterogeneity in auctions under restricted stochastic dominance ⋮ Two results on auctions with endogenous entry ⋮ Procurements with Bidder Asymmetry in Cost and Risk-Aversion ⋮ Identification and estimation of risk aversion in first-price auctions with unobserved auction heterogeneity ⋮ Inference for first-price auctions with Guerre, Perrigne, and Vuong's estimator ⋮ Quantile regression methods for first-price auctions ⋮ Testing for risk aversion in first-price sealed-bid auctions ⋮ Monotonicity-constrained nonparametric estimation and inference for first-price auctions

This page was built for publication: A NONPARAMETRIC TEST FOR COMPARING VALUATION DISTRIBUTIONS IN FIRST‐PRICE AUCTIONS