Integrated-quantile-based estimation for first price auction models
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References listed on IDEAS
- Nianqing Liu & Yao Luo, 2014. "A Nonparametric Test of Exogenous Participation in First-Price Auctions," Working Papers tecipa-519, University of Toronto, Department of Economics.
- 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, 2006. "Quantile-Based Nonparametric Inference for First-Price Auctions," MPRA Paper 5899, University Library of Munich, Germany, revised 02 Mar 2006.
- 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.
- Henderson, Daniel J. & List, John A. & Millimet, Daniel L. & Parmeter, Christopher F. & Price, Michael K., 2012.
"Empirical implementation of nonparametric first-price auction models,"
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- Daniel J. Henderson & John A. List & Daniel L. Millimet & Christopher F. Parmeter & Michael K. Price, 2011. "Empirical Implementation of Nonparametric First-Price Auction Models," NBER Working Papers 17095, National Bureau of Economic Research, Inc.
- Daniel Henderson & John List & Daniel Millimet & Christopher Parmeter & Michael Price, 2011. "Empirical Implementation of Nonparametric First-Price Auction Models," Artefactual Field Experiments 00469, The Field Experiments Website.
- Brent R. Hickman & Timothy P. Hubbard, 2015. "Replacing Sample Trimming with Boundary Correction in Nonparametric Estimation of First‐Price Auctions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(5), pages 739-762, August.
- Matthew Shum, 2000. "Nonparametric Tests for Common Values," Econometric Society World Congress 2000 Contributed Papers 1598, Econometric Society.
More about this item
KeywordsFirst Price Auctions; Monotone Bidding Strategy; Nonparametric Estimation; Tuning-Parameter-Free;
- D44 - Microeconomics - - Market Structure, Pricing, and Design - - - Auctions
- D82 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Asymmetric and Private Information; Mechanism Design
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
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