Nonparametric estimation of utility function in first-price sealed-bid auctions
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DOI: 10.1016/j.econlet.2014.11.026
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Citations
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Cited by:
- Jun, Sung Jae & Zincenko, Federico, 2022.
"Testing for risk aversion in first-price sealed-bid auctions,"
Journal of Econometrics, Elsevier, vol. 226(2), pages 295-320.
- Federico Zincenko, 2019. "Testing for Risk Aversion in First-Price Sealed-Bid Auctions," Working Paper 6641, Department of Economics, University of Pittsburgh.
- Luo, Yao, 2020.
"Unobserved heterogeneity in auctions under restricted stochastic dominance,"
Journal of Econometrics, Elsevier, vol. 216(2), pages 354-374.
- Yao Luo, 2018. "Unobserved Heterogeneity in Auctions under Restricted Stochastic Dominance," Working Papers tecipa-606, University of Toronto, Department of Economics.
- Zhang, Yu Yvette, 2022. "Nonparametric estimation of first price auctions via density–quantile function," Economics Letters, Elsevier, vol. 216(C).
- Shi, Haolun & Yin, Guosheng, 2018. "Boosting conditional logit model," Journal of choice modelling, Elsevier, vol. 26(C), pages 48-63.
- Zhang, Yu Yvette, 2017. "A shape constrained estimator of bidding function of first-price sealed-bid auctions," Economics Letters, Elsevier, vol. 150(C), pages 67-72.
- Grundl, Serafin & Zhu, Yu, 2019.
"Identification and estimation of risk aversion in first-price auctions with unobserved auction heterogeneity,"
Journal of Econometrics, Elsevier, vol. 210(2), pages 363-378.
- Serafin J. Grundl & Yu Zhu, 2015. "Identification and Estimation of Risk Aversion in First Price Auctions With Unobserved Auction Heterogeneity," Finance and Economics Discussion Series 2015-89, Board of Governors of the Federal Reserve System (U.S.).
- Serafin Grundl & Yu Zhu, 2016. "Identification and Estimation of Risk Aversion in First-Price Auctions with Unobserved Auction Heterogeneity," Staff Working Papers 16-23, Bank of Canada.
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More about this item
Keywords
First price auction; Nonparametric estimation; Risk aversion;All these keywords.
JEL classification:
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
- D44 - Microeconomics - - Market Structure, Pricing, and Design - - - Auctions
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