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Identification and Estimation in Sequential Dutch Auctions

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Author Info
Harry J. Paarsch
Bjarne Brendstrup

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Abstract

Within the independent private-values paradigm, assuming asymmetric bidders,using the principle of dynamic programming, and employing the notion of Bayes-Nash equilibrium, we demonstrate nonparametric identification of the data-generating process of the sequence of winning prices at multi-unit, sequential, oral, descending-price (Dutch) auctions. Subsequently, we propose estimators of the distribution of latent valuations. We implement our framework using a sample of data from sequential, Dutch auctions of flowers held in Aarhus, Denmark. Using the estimated distributions in conjunction with simulation methods, we then undertake the policy experiment of comparing the outcomes at Dutch auctions with those that would obtain were Myerson's optimal auction employed

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Publisher Info
Paper provided by Society for Economic Dynamics in its series 2004 Meeting Papers with number 340.

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Date of creation: 2004
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Handle: RePEc:red:sed004:340

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Postal: Society for Economic Dynamics Anne Stubing CV Starr Center for Applied Economics 269 Mercer Street, Room 303 New York University New York, NY 10003
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Related research
Keywords: identification estimation sequential Dutch auctions

Find related papers by JEL classification:
C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Semiparametric and Nonparametric Methods
D44 - Microeconomics - - Market Structure and Pricing - - - Auctions
L1 - Industrial Organization - - Market Structure, Firm Strategy, and Market Performance
Q13 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Agriculture - - - Agricultural Markets and Marketing; Cooperatives; Agribusiness

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This page was last updated on 2008-9-30.


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