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Supplement to "Quantile-Based Nonparametric Inference for First-Price Auctions"

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Author Info

  • Marmer, Vadim
  • Shneyerov, Artyom

Abstract

This 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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File URL: http://microeconomics.ca/vadim_marmer/auc-pdf-suppl-9.pdf
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Bibliographic Info

Paper provided by Vancouver School of Economics in its series Microeconomics.ca working papers with number vadim_marmer-2009-61.

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Length: 12 pages
Date of creation: 24 Nov 2009
Date of revision: 09 Sep 2010
Handle: RePEc:ubc:pmicro:vadim_marmer-2009-61

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Web page: http://www.economics.ubc.ca/

Related research

Keywords: First-price auctions; independent private values; nonparametric estimation; kernel estimation; quantiles; optimal reserve price; bootstrap;

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Cited by:
  1. Marmer, Vadim & Shneyerov, Artyom, 2006. "Quantile-Based Nonparametric Inference for First-Price Auctions," MPRA Paper 5899, University Library of Munich, Germany, revised 02 Mar 2006.

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