Nonparametric panel estimation of online auction price processes
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Bibliographic Info
Article provided by Springer in its journal Empirical Economics.
Volume (Year): 40 (2011)
Issue (Month): 1 (February)
Pages: 51-68
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Related research
Keywords: Online auctions; Bidding history; Panel model; Nonparametric estimation; Monotone estimation; L11; C33;Find related papers by JEL classification:
- L11 - Industrial Organization - - Market Structure, Firm Strategy, and Market Performance - - - Production, Pricing, and Market Structure; Size Distribution of Firms
- C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Longitudinal Data; Spatial Time Series
References
References listed on IDEASPlease report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Patrick Bajari & Ali Horta�su, 2004. "Economic Insights from Internet Auctions," Journal of Economic Literature, American Economic Association, vol. 42(2), pages 457-486, June.
- Milgrom, Paul R & Weber, Robert J, 1982.
"A Theory of Auctions and Competitive Bidding,"
Econometrica,
Econometric Society, vol. 50(5), pages 1089-1122, September.
- Paul Milgrom & Robert J. Weber, 1981. "A Theory of Auctions and Competitive Bidding," Discussion Papers 447R, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
- Harry J. Paarsch & Han Hong, 2006. "An Introduction to the Structural Econometrics of Auction Data," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262162350.
- Hyde, Valerie & Jank, Wolfgang & Shmueli, Galit, 2006. "Investigating Concurrency in Online Auctions Through Visualization," The American Statistician, American Statistical Association, vol. 60, pages 241-250, August.
- Doug Bryan & David Lucking-Reiley & Naghi Prasad & Daniel Reeves, 2000.
"Pennies from eBay: the Determinants of Price in Online Auctions,"
Econometric Society World Congress 2000 Contributed Papers
1736, Econometric Society.
- Doug Bryan & David Lucking-Reiley & Naghi Prasad & Daniel Reeves, 2000. "Pennies from eBay: The Determinants of Price in Online Auctions," Vanderbilt University Department of Economics Working Papers 0003, Vanderbilt University Department of Economics.
- Axel Ockenfels & Alvin E. Roth, 2001. "The Timing of Bids in Internet Auctions: Market Design, Bidder Behavior, and Artificial Agents," Papers on Strategic Interaction 2002-33, Max Planck Institute of Economics, Strategic Interaction Group.
- Wang, Shanshan & Jank, Wolfgang & Shmueli, Galit, 2008. "Explaining and Forecasting Online Auction Prices and Their Dynamics Using Functional Data Analysis," Journal of Business & Economic Statistics, American Statistical Association, vol. 26, pages 144-160, April.
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