Semi-nonparametric estimation of independently and identically repeated first-price auctions via an integrated simulated moments method
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More about this item
KeywordsFirst-price auctions; Semi-nonparametric estimation; Sieve estimation; Empirical characteristic functions; Simulated moments; Legendre polynomials; Integrated moment test;
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- D44 - Microeconomics - - Market Structure, Pricing, and Design - - - Auctions
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