Nonparametric Estimation of Large Auctions with Risk Averse Bidders

DOI10.1080/07474938.2013.806719zbMath1491.91081OpenAlexW2059318806MaRDI QIDQ5864350

No author found.

Publication date: 7 June 2022

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474938.2013.806719

zbMATH Keywords

nonparametric estimationlarge auctionsrisk averse bidders

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Auctions, bargaining, bidding and selling, and other market models (91B26)

Related Items (1)

Identification and estimation of risk aversion in first-price auctions with unobserved auction heterogeneity

Cites Work

• Unnamed Item
• Risk aversion and asymmetry in procurement auctions: identification, estimation and application to construction procurements
• Large auctions with risk-averse bidders
• Uniqueness of equilibrium in sealed high-bid auctions.
• Optimal global rates of convergence for nonparametric regression
• Semiparametric Estimation of First-Price Auctions with Risk-Averse Bidders
• Equilibrium in Sealed High Bid Auctions
• Optimal Nonparametric Estimation of First-price Auctions
• Single Crossing Properties and the Existence of Pure Strategy Equilibria in Games of Incomplete Information
• Nonparametric Identification of Risk Aversion in First-Price Auctions Under Exclusion Restrictions

This page was built for publication: Nonparametric Estimation of Large Auctions with Risk Averse Bidders