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Auctions with discrete increments: a structural econometric approach based on dominated strategies

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Author Info
JOUNEAU-SION, FrŽdŽric
TORRES, Olivier
Abstract

We propose a structural econometric evaluation for auctions with discrete increments. Although very common in practice, this kind of mechanism raises many theoretical difficulties. First, there are no closed form equilibrium strategies. Thus the econometrician cannot rely on a single formula to build a model. Second, the discrete nature of the outcome complicates the inference. Our econometric model is built on the weak assumption that bidders do not play some given dominated strategies. This implies that our results remain valid for many different kinds of equilibrium concepts. The specification of our model allows the computation of a Maximum Likelihood Estimator. Usual asymptotic tests and confidence regions derived from the likelihood function are shown to be unreliable. A new exact inference method proposed by Dufour [1998] is implemented to circumvent this difficulty. The procedure is applied to an auction in which travel agents bid to discount airline tickets. From an economic viewpoint, we find that although the profit of the travel agents may be small, it is very unlikely that competition is tight. We also compare the rent kept by the winner of a discrete increment auction with that of a continuous auction. Our data show that the number of players is crucial. If the number of player is small, then the winning price is smaller when the tick is zero. In this case, the Vickrey auction is dominated (from the risk-neutral principal viewpoint) by the discrete increment mechanism. This may explain why we observe substantial ticks in many actual auction mechanisms.

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Paper provided by Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) in its series CORE Discussion Papers with number 2000046.

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Date of creation: 01 Sep 2000
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Handle: RePEc:cor:louvco:2000046

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Related research
Keywords: Auctions with discrete increments; Þnite sample inference; simulated inference.;

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  1. Paarsch, Harry J., 1992. "Deciding between the common and private value paradigms in empirical models of auctions," Journal of Econometrics, Elsevier, vol. 51(1-2), pages 191-215. [Downloadable!] (restricted)
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  2. Chwe, Michael Suk-Young, 1989. "The discrete bid first auction," Economics Letters, Elsevier, vol. 31(4), pages 303-306, December. [Downloadable!] (restricted)
  3. Hughart, David, 1975. "Informational Asymmetry, Bidding Strategies, and the Marketing of Offshore Petroleum Leases," Journal of Political Economy, University of Chicago Press, vol. 83(5), pages 969-85, October. [Downloadable!] (restricted)
  4. White, Halbert, 1982. "Maximum Likelihood Estimation of Misspecified Models," Econometrica, Econometric Society, vol. 50(1), pages 1-25, January. [Downloadable!] (restricted)
  5. Rubinstein, Ariel, 1999. "Experience from a Course in Game Theory: Pre- and Postclass Problem Sets as a Didactic Device," Games and Economic Behavior, Elsevier, vol. 28(1), pages 155-170, July. [Downloadable!] (restricted)
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  6. Dagenais, Marcel G & Dufour, Jean-Marie, 1991. "Invariance, Nonlinear Models, and Asymptotic Tests," Econometrica, Econometric Society, vol. 59(6), pages 1601-15, November. [Downloadable!] (restricted)
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  7. Lancaster, Tony, 2000. "The incidental parameter problem since 1948," Journal of Econometrics, Elsevier, vol. 95(2), pages 391-413, April. [Downloadable!] (restricted)
  8. Dagenais, Marcel G. & Dufour, Jean-Marie, 1992. "On the lack of invariance of some asymptotic tests to rescaling," Economics Letters, Elsevier, vol. 38(3), pages 251-257, March. [Downloadable!] (restricted)
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