Supplement to "Quantile-Based Nonparametric Inference for First-Price Auctions"
AbstractThis paper contains supplemental materials for Marmer and Shneyerov (2010). We discuss here how the approach developed in the aforementioned paper can be applied to conducting inference on the optimal reserve price in first-price auctions, report additional simulations results, and provide a detailed proof of the bootstrap result in Marmer and Shneyerov (2010).
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Bibliographic InfoPaper provided by Vancouver School of Economics in its series Microeconomics.ca working papers with number vadim_marmer-2009-61.
Length: 12 pages
Date of creation: 24 Nov 2009
Date of revision: 09 Sep 2010
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Web page: http://www.economics.ubc.ca/
First-price auctions; independent private values; nonparametric estimation; kernel estimation; quantiles; optimal reserve price; bootstrap;
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- Marmer, Vadim & Shneyerov, Artyom, 2006.
"Quantile-Based Nonparametric Inference for First-Price Auctions,"
5899, University Library of Munich, Germany, revised 02 Mar 2006.
- Marmer, Vadim & Shneyerov, Artyom, 2012. "Quantile-based nonparametric inference for first-price auctions," Journal of Econometrics, Elsevier, vol. 167(2), pages 345-357.
- Marmer, Vadim & Shneyerov, Artyom, 2008. "Quantile-Based Nonparametric Inference for First-Price Auctions," Microeconomics.ca working papers marmer-08-01-17-12-16-12, Vancouver School of Economics, revised 16 May 2013.
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