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Identification, Estimation, and Testing in Parametric Empirical Models of Auctions within the Independent Private Values Paradigm

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Author Info
Donald, Stephen G.
Paarsch, Harry J.

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Abstract

Recent advances in the application of game theory to the study of auctions have spawned a growing empirical literature involving both experimental and field data. In this paper, we focus on four different mechanisms (the Dutch, English, first-price sealed-bid, and Vickrey auctions) within one of the most commonly used theoretical models (the independent private values paradigm) to investigate issues of identification, estimation, and testing in parametric structural econometric models of auctions.

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Publisher Info
Article provided by Cambridge University Press in its journal Econometric Theory.

Volume (Year): 12 (1996)
Issue (Month): 03 (August)
Pages: 517-567
Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Handle: RePEc:cup:etheor:v:12:y:1996:i:03:p:517-567_00

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  1. Han Hong & Matthew Shum, 2001. "Econometric Models of Asymmetric Ascending Auctions," Economics Working Paper Archive 453, The Johns Hopkins University,Department of Economics. [Downloadable!]
    Other versions:
  2. Wayne-Roy Gayle & Jean Richard, 2008. "Numerical Solutions of Asymmetric, First-Price, Independent Private Values Auctions," Computational Economics, Springer, vol. 32(3), pages 245-278, October. [Downloadable!] (restricted)
  3. repec:att:wimass:1920018 is not listed on IDEAS
  4. Tong Li, 2006. "Simulation based selection of competing structural econometric models," CeMMAP working papers CWP16/06, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
  5. Patrick Bajari & Ali Hortacsu, 2003. "Are Structural Estimates of Auction Models Reasonable? Evidence from Experimental Data," Working Papers 03002, Stanford University, Department of Economics. [Downloadable!]
    Other versions:
  6. Shneyerov, Art & Wong, Adam Chi Leung, 2008. "Identification in First-Price and Dutch Auctions when the Number of Potential Bidders is Unobservable," Micro Theory Working Papers artyom_shneyerov-2008-12, Microeconomics.ca Website, revised 01 Oct 2008. [Downloadable!]
  7. A. Banerji & J. V. Meenakshi, 2004. "Millers, Commission Agents and Collusion in Grain Auction Markets: Evidence from Basmati Auctions in North India," Working papers 129, Centre for Development Economics, Delhi School of Economics. [Downloadable!]
  8. van den Berg, Gerard J & van der Klaauw, Bas, 2007. "If Winning Isn't Everything, Why Do They Keep Score? A Structural Empirical Analysis of Dutch Flower Auctions," CEPR Discussion Papers 6323, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    Other versions:
  9. Véronique Flambard & Pierre Lasserre & Pierre Mohnen, 2004. "Snow Removal Auctions in Montreal: Costs, Informational Rents, and Procurement Management," CIRANO Working Papers 2004s-59, CIRANO. [Downloadable!]
    Other versions:
  10. Anirvan Banerji, 2007. "Millers, Commission Agents and Collusion in Grain Auction Markets: Evidence From Basmati Auctions in North India," Working Papers id:1156, esocialsciences.com. [Downloadable!]
  11. Miravete, Eugenio J, 2000. "Estimating Demand for Local Telephone Service with Asymmetric Information and Optional Calling Plans," CEPR Discussion Papers 2635, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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