The econometrics of shape restrictions
We review recent developments in the econometrics of shape restrictions and their role in
applied work. Our objectives are threefold. First, we aim to emphasize the diversity of …
applied work. Our objectives are threefold. First, we aim to emphasize the diversity of …
Econometrics of auctions and nonlinear pricing
This review surveys the growing literature on the econometrics of first-price sealed-bid
auctions and nonlinear pricing. The complexity of the economic models has initiated fruitful …
auctions and nonlinear pricing. The complexity of the economic models has initiated fruitful …
Quantile regression methods for first-price auctions
The paper proposes a quantile-regression inference framework for first-price auctions with
symmetric risk-neutral bidders under the independent private-value paradigm. It is first …
symmetric risk-neutral bidders under the independent private-value paradigm. It is first …
Integrated-quantile-based estimation for first-price auction models
This article considers nonparametric estimation of first-price auction models under the
monotonicity restriction on the bidding strategy. Based on an integrated-quantile …
monotonicity restriction on the bidding strategy. Based on an integrated-quantile …
[HTML][HTML] WITHDRAWN: Research on pipeline corrosion prediction based on RF-PSO-BP Algorithm
Y Liu, L Zhang, W Zheng, X Li, S Yu, L Jiang - 2024 - Elsevier
WITHDRAWN: Research on pipeline corrosion prediction based on RF-PSO-BP Algorithm -
ScienceDirect Skip to main contentSkip to article Elsevier logo Journals & Books Help Search …
ScienceDirect Skip to main contentSkip to article Elsevier logo Journals & Books Help Search …
Estimation of the Local Conditional Tail Average Treatment Effect
LY Chen, YM Yen - Journal of Business & Economic Statistics, 2025 - Taylor & Francis
The conditional tail average treatment effect (CTATE) is defined as a difference between the
conditional tail expectations of potential outcomes, which can capture heterogeneity and …
conditional tail expectations of potential outcomes, which can capture heterogeneity and …
Estimation of auction models with shape restrictions
J Pinkse, K Schurter - arxiv preprint arxiv:1912.07466, 2019 - arxiv.org
We introduce several new estimation methods that leverage shape constraints in auction
models to estimate various objects of interest, including the distribution of a bidder's …
models to estimate various objects of interest, including the distribution of a bidder's …
Inference for first-price auctions with Guerre, Perrigne, and Vuong's estimator
We consider inference on the probability density of valuations in the first-price sealed-bid
auctions model within the independent private value paradigm. We show the asymptotic …
auctions model within the independent private value paradigm. We show the asymptotic …
Monotonicity-constrained nonparametric estimation and inference for first-price auctions
In the independent private values framework for first-price auctions, we propose a new
nonparametric estimator of the probability density of latent valuations that imposes the …
nonparametric estimator of the probability density of latent valuations that imposes the …
Estimating auctions with externalities: The case of usfs timber auctions
J Kuehn - Review of Economics and Statistics, 2019 - direct.mit.edu
I introduce an empirical auction model where in addition to the private value that each
bidder receives upon winning the auction, losing bidders incur a negative externality that …
bidder receives upon winning the auction, losing bidders incur a negative externality that …