MATLAB/C code for GIG and BNLG common value auction specifications
AbstractImplements "Computationally Convenient Distributional Assumptions for Common Value Auctions" by Michael B. Gordy, Federal Reserve Board FEDS 1997-5, January 1997.
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Bibliographic InfoSoftware component provided by in its series Matlab codes with number gigbnlg.
Programming language: Matlab
Date of creation: 30 Apr 1997
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Other versions of this item:
- Michael B. Gordy, 1997. "Computationally convenient distributional assumptions for common value auctions," Finance and Economics Discussion Series 1997-5, Board of Governors of the Federal Reserve System (U.S.).
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