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Optimal Bidding in the Mexican Treasury Securities Primary Auctions: Results from a Structural Econometrics Approach

  • Sara G. Castellanos
  • Marco A. Oviedo

No abstract is available for this item.

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Paper provided by David K. Levine in its series Levine's Working Paper Archive with number 122247000000000118.

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Date of creation: 12 Sep 2004
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Handle: RePEc:cla:levarc:122247000000000118
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  1. Hausman, J.A. & Newey, W.K., 1992. "Nonparametric Estimation of Exact Consumers Surplus and Deadweight Loss," Working papers 93-2, Massachusetts Institute of Technology (MIT), Department of Economics.
  2. Ariel Pakes, 1991. "Dynamic Structural Models: Problems and Prospects. Mixed Continuous Discrete Controls and Market Interactions," Cowles Foundation Discussion Papers 984, Cowles Foundation for Research in Economics, Yale University.
  3. Philippe Février & Raphaële Preget & Michael Visser, 2002. "Econometrics of Share Auctions," Working Papers 2002-09, Centre de Recherche en Economie et Statistique.
  4. repec:cup:cbooks:9780521355643 is not listed on IDEAS
  5. Olivier Armantier & Erwann Sbai, 2003. "Estimation and Comparison of Treasury Auction Formats when Bidders are Asymmetric," Department of Economics Working Papers 03-02, Stony Brook University, Department of Economics.
  6. Michael B. Gordy, 1997. "Hedging Winner's Curse with Multiple Bids: Evidence from the Portuguese Treasury Bill Auction," Microeconomics 9702002, EconWPA.
  7. Newey, Whitney K. & McFadden, Daniel, 1986. "Large sample estimation and hypothesis testing," Handbook of Econometrics, in: R. F. Engle & D. McFadden (ed.), Handbook of Econometrics, edition 1, volume 4, chapter 36, pages 2111-2245 Elsevier.
  8. repec:cup:cbooks:9780521586115 is not listed on IDEAS
  9. Wilson, Robert, 1979. "Auctions of Shares," The Quarterly Journal of Economics, MIT Press, vol. 93(4), pages 675-89, November.
  10. Umlauf, Steven R., 1993. "An empirical study of the Mexican Treasury bill auction," Journal of Financial Economics, Elsevier, vol. 33(3), pages 313-340, June.
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