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Semiparametric Estimation of First-price Auctions with Risk Averse Bidders

Author

Listed:
  • Sandra Campo

    (Crest)

  • Emmanuel Guerre

    (Crest)

  • Isabelle Perrigne

    (Crest)

  • Quang Vuong

    (Crest)

Abstract

No abstract is available for this item.

Suggested Citation

  • Sandra Campo & Emmanuel Guerre & Isabelle Perrigne & Quang Vuong, 2003. "Semiparametric Estimation of First-price Auctions with Risk Averse Bidders," Working Papers 2003-09, Center for Research in Economics and Statistics.
  • Handle: RePEc:crs:wpaper:2003-09
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    Citations

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    Cited by:

    1. Lamy, Laurent, 2012. "The econometrics of auctions with asymmetric anonymous bidders," Journal of Econometrics, Elsevier, vol. 167(1), pages 113-132.
    2. Susan Athey & Philip A. Haile, 2006. "Empirical Models of Auctions," NBER Working Papers 12126, National Bureau of Economic Research, Inc.
    3. Hoderlein, Stefan & Nesheim, Lars & Simoni, Anna, 2017. "Semiparametric Estimation Of Random Coefficients In Structural Economic Models," Econometric Theory, Cambridge University Press, vol. 33(06), pages 1265-1305, December.
    4. Andreoni, James & Che, Yeon-Koo & Kim, Jinwoo, 2007. "Asymmetric information about rivals' types in standard auctions: An experiment," Games and Economic Behavior, Elsevier, vol. 59(2), pages 240-259, May.
    5. Gandelman, Néstor & Hernández-Murillo, Rubén, 2013. "What do happiness and health satisfaction data tell us about relative risk aversion?," Journal of Economic Psychology, Elsevier, vol. 39(C), pages 301-312.
    6. Jingfeng Lu & Isabelle Perrigne, 2008. "Estimating risk aversion from ascending and sealed-bid auctions: the case of timber auction data," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(7), pages 871-896.
    7. Marco Battaglini & Thomas Palfrey, 2012. "The dynamics of distributive politics," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 49(3), pages 739-777, April.
    8. Gaurab Aryal & Isabelle Perrigne & Quang Vuong, 2011. "Identification of Insurance Models with Multidimensional Screening," ANU Working Papers in Economics and Econometrics 2011-538, Australian National University, College of Business and Economics, School of Economics.
    9. Patrick Bajari & Stephanie Houghton & Steven Tadelis, 2004. "Bidding for Incompete Contracts," Working Papers 2004.141, Fondazione Eni Enrico Mattei.
    10. Patrick Bajari & Han Hong & Ahmed Khwaja, 2006. "Moral Hazard, Adverse Selection and Health Expenditures: A Semiparametric Analysis," NBER Working Papers 12445, National Bureau of Economic Research, Inc.
    11. Paul Pezanis-Christou & Andres Romeu, 2002. "Structural Inferences from First-Price Auction Experiments," UFAE and IAE Working Papers 531.02, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
    12. Harry J. Paarsch & Jacques Robert, 2003. "Testing Equilibrium Behaviour At First-Price, Sealed-Bid Auctions With Discrete Bid Increments," CIRANO Working Papers 2003s-32, CIRANO.
    13. Patrick Bajari & Stephanie Houghton & Steve Tadelis, 2006. "Bidding for Incomplete Contracts: An Empirical Analysis," NBER Working Papers 12051, National Bureau of Economic Research, Inc.
    14. Xin An & Shulin Liu & Shuo Xu, 2011. "Piecewise Pseudo-Maximum Likelihood Estimation for Risk Aversion Case in First-Price Sealed-Bid Auction," Computational Economics, Springer;Society for Computational Economics, vol. 38(4), pages 439-463, November.
    15. Hanming Fang & Xun Tang, 2011. "Inference of Bidders’ Risk Attitudes in Ascending Auctions with Endogenous Entry, Second Version," PIER Working Paper Archive 12-016, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 17 Apr 2012.
    16. Reiss, Peter C. & Wolak, Frank A., 2003. "Structural Econometric Modeling: Rationales and Examples from Industrial Organization," Research Papers 1831, Stanford University, Graduate School of Business.

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