Piecewise Pseudo-Maximum Likelihood Estimation for Risk Aversion Case in First-Price Sealed-Bid Auction

Xin An (), Shulin Liu () and Shuo Xu ()

Computational Economics, 2011, vol. 38, issue 4, 439-463

Keywords: Risk aversion; Piecewise Pseudo-Maximum Likelihood Estimation (PPMLE); Goodness of fit; Monte Carlo simulation; Pareto distribution (search for similar items in EconPapers)
Date: 2011
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DOI: 10.1007/s10614-010-9242-y

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