Robust inference in first-price auctions: overbidding as an identifying restriction
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Publication:6108263
DOI10.1016/J.JECONOM.2022.06.001MaRDI QIDQ6108263
Publication date: 29 June 2023
Published in: Journal of Econometrics (Search for Journal in Brave)
Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)
Cites Work
- Tests of a heterogeneous bidders theory of first price auctions
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- Bidding `as if' risk neutral in experimental first price auctions without information feedback
- Nonlinear behavior in sealed bid first price auctions
- Explaining overbidding in first price auctions using controlled lotteries
- Uniqueness of equilibrium in sealed high-bid auctions.
- Just who are you calling risk averse?
- Empirical relevance of ambiguity in first-price auctions
- Identification and estimation of risk aversion in first-price auctions with unobserved auction heterogeneity
- Identification of first-price auctions with non-equilibrium beliefs: a measurement error approach
- Impulse balance equilibrium and feedback in first price auctions
- Regret in auctions: theory and evidence
- Identification and Inference in Ascending Auctions With Correlated Private Values
- Semiparametric Estimation of First-Price Auctions with Risk-Averse Bidders
- Optimal Nonparametric Estimation of First-price Auctions
- Nonparametric Identification of Risk Aversion in First-Price Auctions Under Exclusion Restrictions
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