JoonHwan Cho, Yao Luo, Ruli Xiao
arXiv 26 Mar 2024 · Econometrics · publishedQuantitative Economics (2024) · 2 citations (OpenAlex)
arXiv:2403.17777 · PDF · DOI · OpenAlex · Extracted main text
Economic data are often contaminated by measurement errors and truncated by ranking. This paper shows that the classical measurement error model with independent and additive measurement errors is identified nonparametrically using only two order statistics of repeated measurements. The identification result confirms a hypothesis by Athey and Haile (2002) for a symmetric ascending auction model with unobserved heterogeneity. Extensions allow for heterogeneous measurement errors, broadening the applicability to additional empirical settings, including asymmetric auctions and wage offer models. We adapt an existing simulated sieve estimator and illustrate its performance in finite samples.
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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 | Athey, S. and Haile, P. A (2002) Identification of standard auction models | 1.000 | 5 | 5 | 100% |
| 2 | Rossberg, H. J (1972) Characterization of the exponential and the Pareto distributions by means of some properties of the distributions which the diff… | 0.860 | 11 | 3 | 64% |
| 3 | Bierens, H. J (2008) Semi-nonparametric interval-censored mixed proportional hazard models: Identification and consistency results | 0.843 | 10 | 3 | 60% |
| 4 | Athey, S., Levin, J., and Seira, E (2011) Comparing open and sealed bid auctions: Evidence from timber auctions | 0.811 | 4 | 2 | 100% |
| 5 | Bierens, H. J. and Song, H (2012) Semi-nonparametric estimation of independently and identically repeated first-price auctions via an integrated simulated moments… | 0.811 | 4 | 2 | 100% |
| 6 | Kotlarski, I (1967) On characterizing the gamma and the normal distribution | 0.811 | 4 | 2 | 100% |
| 7 | Hernández, C., Quint, D., and Turansick, C (2020) Estimation in English auctions with unobserved heterogeneity | 0.737 | 3 | 2 | 100% |
| 8 | Aradillas-López, A., Gandhi, A., and Quint, D (2013) Identification and inference in ascending auctions with correlated private values | 0.644 | 2 | 2 | 100% |
| 9 | Freyberger, J. and Larsen, B. J (2022) Identification in ascending auctions, with an application to digital rights management | 0.644 | 2 | 2 | 100% |
| 10 | Guo, J (2021) Identification of the wage offer distribution using order statistics | 0.644 | 2 | 2 | 100% |
Showing the top 10 of 45 scored citations.
arXiv econ.EM papers that cite this one, ranked by how heavily they lean on it.
| Citing paper | Intensity | Mentions | Sections | |
|---|---|---|---|---|
| 1 | Identification of Auction Models Using Order Statistics | 0.405 | 1 | 1 |