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MATLAB/C code for GIG and BNLG common value auction specifications

Michael Gordy () and Margaret Kyle ()

Matlab codes

Abstract: Implements "Computationally Convenient Distributional Assumptions for Common Value Auctions" by Michael B. Gordy, Federal Reserve Board FEDS 1997-5, January 1997.

Language: Matlab
Date: 1997-04-30
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Working Paper: Computationally convenient distributional assumptions for common value auctions (1997) Downloads
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Handle: RePEc:cod:matlab:gigbnlg