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

Author

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  • 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).

Suggested Citation

  • Marmer, Vadim & Shneyerov, Artyom, 2009. "Supplement to "Quantile-Based Nonparametric Inference for First-Price Auctions"," Microeconomics.ca working papers vadim_marmer-2009-61, Vancouver School of Economics, revised 09 Sep 2010.
  • Handle: RePEc:ubc:pmicro:vadim_marmer-2009-61
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    File URL: http://microeconomics.ca/vadim_marmer/auc-pdf-suppl-9.pdf
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    Cited by:

    1. Marmer, Vadim & Shneyerov, Artyom, 2012. "Quantile-based nonparametric inference for first-price auctions," Journal of Econometrics, Elsevier, vol. 167(2), pages 345-357.

    More about this item

    Keywords

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

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