arXiv 25 May 2022 · Econometrics · publishedJournal of Econometrics (2023) · 6 citations (OpenAlex)
arXiv:2205.12917 · PDF · DOI · OpenAlex · Extracted main text
Auction data often contain information on only the most competitive bids as opposed to all bids. The usual measurement error approaches to unobserved heterogeneity are inapplicable due to dependence among order statistics. We bridge this gap by providing a set of positive identification results. First, we show that symmetric auctions with discrete unobserved heterogeneity are identifiable using two consecutive order statistics and an instrument. Second, we extend the results to ascending auctions with unknown competition and unobserved heterogeneity.
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The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.
| Reference | Intensity | Mentions | Sections | Main text | |
|---|---|---|---|---|---|
| 1 | Song, U (2004) Nonparametric estimation of an eBay auction model with an unknown number of bidders | 1.000 | 10 | 3 | 100% |
| 2 | Hu, Y., D. McAdams, and M. Shum (2013) Identification of first-price auctions with non-separable unobserved heterogeneity | 0.874 | 7 | 2 | 100% |
| 3 | Hu, Y (2008) Identification and estimation of nonlinear models with misclassification error using instrumental variables: A general solution | 0.874 | 5 | 2 | 100% |
| 4 | Guerre, E. and Y. Luo (2020) Nonparametric Identification of First-Price Auction with Unobserved Competition: A Density Discontinuity Framework | 0.811 | 4 | 2 | 100% |
| 5 | Athey, S. and P. A. Haile (2002) Identification of standard auction models | 0.737 | 3 | 2 | 100% |
| 6 | Freyberger, J. and B. J. Larsen (2017) Identification in ascending auctions, with an application to digital rights management, Tech | 0.737 | 3 | 2 | 100% |
| 7 | Krasnokutskaya, E (2011) Identification and estimation of auction models with unobserved heterogeneity | 0.737 | 3 | 2 | 100% |
| 8 | Guerre, E., I. Perrigne, and Q. Vuong (2000) Optimal nonparametric estimation of first-price auctions | 0.644 | 2 | 2 | 100% |
| 9 | Li, T. and Q. Vuong (1998) Nonparametric estimation of the measurement error model using multiple indicators | 0.644 | 2 | 2 | 100% |
| 10 | Haile, P. A. and E. Tamer (2003) Inference with an incomplete model of English auctions | 0.644 | 2 | 2 | 100% |
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