A consistent nonparametric test of affiliation in auction models
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Publication:736687
DOI10.1016/j.jeconom.2010.04.006zbMath1431.91168OpenAlexW2080610626MaRDI QIDQ736687
Sung Jae Jun, Yuanyuan Wan, Joris Pinkse
Publication date: 4 August 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2010.04.006
Applications of statistics to economics (62P20) Nonparametric hypothesis testing (62G10) Auctions, bargaining, bidding and selling, and other market models (91B26)
Related Items (7)
A simple test for moment inequality models with an application to English auctions ⋮ TESTING FOR A GENERAL CLASS OF FUNCTIONAL INEQUALITIES ⋮ Inference of bidders' risk attitudes in ascending auctions with endogenous entry ⋮ Inference for first-price auctions with Guerre, Perrigne, and Vuong's estimator ⋮ Testing affiliation in private-values models of first-price auctions using grid distributions ⋮ A consistent nonparametric test of affiliation in auction models ⋮ Structural Econometric Methods in Auctions: A Guide to the Literature
Cites Work
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- Functional limit theorems for U-processes
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- First-price auctions without affiliation
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- A Theory of Auctions and Competitive Bidding
- Stochastic Limit Theory
- Empirical Implications of Equilibrium Bidding in First-Price, Symmetric, Common Value Auctions
- Optimal Nonparametric Estimation of First-price Auctions
- The Affiliation Effect in First-Price Auctions
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