Unobserved heterogeneity in auctions
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- Philip A. Haile & Yuichi Kitamura, 2018. "Unobserved Heterogeneity in Auctions," Cowles Foundation Discussion Papers 2141, Cowles Foundation for Research in Economics, Yale University.
References listed on IDEAS
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- Giovanni Compiani & Philip Haile & Marcelo Sant’Anna, 2020.
"Common Values, Unobserved Heterogeneity, and Endogenous Entry in US Offshore Oil Lease Auctions,"
Journal of Political Economy, University of Chicago Press, vol. 128(10), pages 3872-3912.
- Giovanni Compiani & Phil Haile & Marcelo Sant'Anna, 2018. "Common values, unobserved heterogeneity, and endogenous entry in U.S. offshore oil lease auctions," CeMMAP working papers CWP37/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Giovanni Compiani & Philip A. Haile & Marcelo Sant'Anna, 2018. "Common Values, Unobserved Heterogeneity, and Endogenous Entry in U.S. Offshore Oil Lease Auctions," Cowles Foundation Discussion Papers 2137R, Cowles Foundation for Research in Economics, Yale University, revised Jun 2019.
- Giovanni Compiani & Philip A. Haile & Marcelo Sant'Anna, 2018. "Common Values, Unobserved Heterogeneity, and Endogenous Entry in U.S. Offshore Oil Lease Auctions," Cowles Foundation Discussion Papers 2137, Cowles Foundation for Research in Economics, Yale University.
- Giovanni Compiani & Philip Haile & Marcelo Sant'Anna, 2018. "Common Values, Unobserved Heterogeneity, and Endogenous Entry in U.S. Offshore Oil Lease Auction," NBER Working Papers 24795, National Bureau of Economic Research, Inc.
- Myśliwski, Mateusz & Rostom, May, 2022. "Value of information, search, and competition in the UK mortgage market," Bank of England working papers 967, Bank of England.
- Yuichi Kitamura & Louise Laage, 2018. "Nonparametric Analysis of Finite Mixtures," Papers 1811.02727, arXiv.org.
- Gimenes, Nathalie & Guerre, Emmanuel, 2020. "Nonparametric identification of an interdependent value model with buyer covariates from first-price auction bids," Journal of Econometrics, Elsevier, vol. 219(1), pages 1-18.
- Hendershott, Terrence & Li, Dan & Livdan, Dmitry & Schürhoff, Norman, 2024. "When failure is an option: Fragile liquidity in over-the-counter markets," Journal of Financial Economics, Elsevier, vol. 157(C).
- Nathalie Gimenes & Emmanuel Guerre, 2019. "Nonparametric identification of an interdependent value model with buyer covariates from first-price auction bids," Papers 1910.10646, arXiv.org.
- Yao Luo & Ruli Xiao, 2019.
"Identification of Auction Models Using Order Statistics,"
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- Yao Luo & Ruli Xiao, 2022. "Identification of Auction Models Using Order Statistics," Papers 2205.12917, arXiv.org, revised Apr 2023.
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- Stefan Seifert & Silke Hüttel, 2023. "Is there a risk of a winner’s curse in farmland auctions?," European Review of Agricultural Economics, Oxford University Press and the European Agricultural and Applied Economics Publications Foundation, vol. 50(3), pages 1140-1177.
- Seifert, Stefan & Hüttel, Silke, 2020. "Common values and unobserved heterogeneity in farmland auctions in Germany," FORLand Working Papers 21 (2020), Humboldt University Berlin, DFG Research Unit 2569 FORLand "Agricultural Land Markets – Efficiency and Regulation".
- Grundl, Serafin & Zhu, Yu, 2024. "Two results on auctions with endogenous entry," Economics Letters, Elsevier, vol. 234(C).
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"Monotonicity-constrained nonparametric estimation and inference for first-price auctions,"
Econometric Reviews, Taylor & Francis Journals, vol. 40(10), pages 944-982, November.
- Jun Ma & Vadim Marmer & Artyom Shneyerov & Pai Xu, 2019. "Monotonicity-Constrained Nonparametric Estimation and Inference for First-Price Auctions," Papers 1909.12974, arXiv.org.
- Dominic Coey & Bradley Larsen & Kane Sweeney, 2019.
"The bidder exclusion effect,"
RAND Journal of Economics, RAND Corporation, vol. 50(1), pages 93-120, March.
- Dominic Coey & Bradley Larsen & Kane Sweeney, 2014. "The Bidder Exclusion Effect," NBER Working Papers 20523, National Bureau of Economic Research, Inc.
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Keywords
nonparametric identification; control function; measurement error; finite mixture; quasi-control function; first-price auctions;All these keywords.
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