Supplement to "Quantile-Based Nonparametric Inference for First-Price Auctions"
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- 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.
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KeywordsFirst-price auctions; independent private values; nonparametric estimation; kernel estimation; quantiles; optimal reserve price; bootstrap;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ECM-2009-12-05 (Econometrics)
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