Nonparametric approaches to auctions

S Athey, PA Haile - Handbook of econometrics, 2007 - Elsevier
This chapter discusses structural econometric approaches to auctions. Remarkably, much of
what can be learned from auction data can be learned without restrictions beyond those …

Optimal nonparametric estimation of first‐price auctions

E Guerre, I Perrigne, Q Vuong - Econometrica, 2000 - Wiley Online Library
This paper proposes a general approach and a computationally convenient estimation
procedure for the structural analysis of auction data. Considering first‐price sealed‐bid …

Identification of standard auction models

S Athey, PA Haile - Econometrica, 2002 - Wiley Online Library
This paper presents new identification results for models of first–price, second–price,
ascending (English), and descending (Dutch) auctions. We consider a general specification …

Equilibrium search with continuous productivity dispersion: Theory and nonparametric estimation

C Bontemps, JM Robin… - International Economic …, 2000 - Wiley Online Library
In this article we develop an equilibrium search model with a continuous distribution of firm
productivity types within a given labor market. We characterize equilibrium, derive …

First-price sealed-bid auctions with secret reservation prices

B Elyakime, JJ Laffont, P Loisel, Q Vuong - Annales d'Economie et de …, 1994 - JSTOR
In this paper we consider a first-price sealed bid auction with a secret reservation price.
Such auctions are used frequently in France to sell timber. Within the independent private …

Structural analysis of auction data

JJ Laffont, Q Vuong - The American Economic Review, 1996 - JSTOR
The econometrics of auction data are driven by practical and theoretical considerations.
First, the use of auctions is quickly spreading to minimize transaction costs, to mitigate …

Identification, estimation, and testing in parametric empirical models of auctions within the independent private values paradigm

SG Donald, HJ Paarsch - Econometric Theory, 1996 - cambridge.org
Recent advances in the application of game theory to the study of auctions have spawned a
growing empirical literature involving both experimental and field data. In this paper, we …

A survey of recent empirical work concerning auctions

K Hendricks, HJ Paarsch - Canadian Journal of Economics, 1995 - JSTOR
In this paper, we survey some recent empirical work concerning auctions, first outlining two
complementary approaches to the empirical analysis of auctions, and then discussing …

Auctioning and bargaining: An econometric study of timber auctions with secret reservation prices

B Elyakime, JJ Laffont, P Loisel… - Journal of Business & …, 1997 - Taylor & Francis
This article considers a first-price sealed-bid auction at which the seller's reservation price is
not announced in advance. We allow for a second round of bargaining and consider the …

Inference for first-price auctions with Guerre, Perrigne, and Vuong's estimator

J Ma, V Marmer, A Shneyerov - Journal of econometrics, 2019 - Elsevier
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 …