A functional estimation approach to the first-price auction models

Andreea Enache, Jean-Pierre Florens and Erwann Sbai

Journal of Econometrics, 2023, vol. 235, issue 2, 1564-1588

Abstract: This paper introduces new methods of identification and estimation of the first-price sealed bid auction model and compares them with the previous existing ones.

Keywords: First-price auction model; Quantile methods; Regularization methods; Mildly ill-posed inverse problem (search for similar items in EconPapers)
JEL-codes: C14 C57 D44 (search for similar items in EconPapers)
Date: 2023
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

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Working Paper: A Functional Estimation Approach to the First-Price Auction Models (2021)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:235:y:2023:i:2:p:1564-1588

DOI: 10.1016/j.jeconom.2022.12.007

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