Supplement to "Quantile-Based Nonparametric Inference for First-Price Auctions"

Vadim Marmer () and Artyom Shneyerov ()

Microeconomics.ca working papers from Vancouver School of Economics

Abstract: This paper contains supplemental materials for Marmer and Shneyerov (2010). We discuss here how the approach developed in the aforementioned paper can be applied to conducting inference on the optimal reserve price in first-price auctions, report additional simulations results, and provide a detailed proof of the bootstrap result in Marmer and Shneyerov (2010).

Keywords: First-price auctions; independent private values; nonparametric estimation; kernel estimation; quantiles; optimal reserve price; bootstrap (search for similar items in EconPapers)
Pages: 12 pages
Date: 2009-11-24, Revised 2010-09-09
New Economics Papers: this item is included in nep-ecm
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Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:ubc:pmicro:vadim_marmer-2009-61

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