Semiparametric estimation of first-price auctions with risk-averse bidders

Review of Economic Studies

Volumn 78, Issue 1, 2011, Pages 112-147

  Campo, Sandra ^a   Guerre, Emmanuel ^b   Perrigne, Isabelle ^c   Vuong, Quang ^c  

^a UNIVERSITY OF NORTH CAROLINA   (United States)

^b QUEEN MARY UNIVERSITY OF LONDON   (United Kingdom)

^c PENNSYLVANIA STATE UNIVERSITY   (United States)

Author keywords

Optimal rate; Private value; Risk aversion; Semiparametric estimation; Semiparametric identification; Timber auctions

Indexed keywords

MICROECONOMICS; NUMERICAL MODEL; OPTIMIZATION; PARAMETERIZATION; RISK ASSESSMENT;

EID: 79954495216     PISSN: 00346527     EISSN: 1467937X     Source Type: Journal    
DOI: 10.1093/restud/rdq001     Document Type: Article

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