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Identification and Estimation of Seller Risk Aversion in Ascending Auctions

Nathalie Gimenes, Tonghui Qi, Sorawoot Srisuma

arXiv 24 Sep 2025 · Econometrics

arXiv:2509.19945 · PDF · Extracted main text

Abstract

How sellers choose reserve prices is central to auction theory, and the optimal reserve price depends on the seller's risk attitude. Numerous studies have found that observed reserve prices lie below the optimal level implied by risk-neutral sellers, while the theoretical literature suggests that risk-averse sellers can rationalize these empirical findings. In this paper, we develop an econometric model of ascending auctions with a risk-averse seller under independent private values. We provide primitive conditions for the identification of the Arrow-Pratt measures of risk aversion and an estimator for these measures that is consistent and converges in distribution to a normal distribution at the parametric rate under standard regularity conditions. A Monte Carlo study demonstrates good finite-sample performance of the estimator, and we illustrate the approach using data from foreclosure real estate auctions in S\~{a}o Paulo.

Citation extraction

66
references
86
in-text mentions
64
distinct cited
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main-text words

appendix boundary found by appendix_titled_section at “Appendix” · 51% of the source is main text. Read the extracted text to check this.

Most heavily cited references

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.

ReferenceIntensityMentionsSectionsMain text
1Gimenes, N (2017) Econometrics of ascending auctions by quantile regression self1.00093100%
2Chen, X., Linton, O., and van Keilegom, I (2003) Estimation of semiparametric models when the criterion function is not smooth0.73732100%
3Andreyanov, P. and Caoui, E. H (2022) Secret reserve prices by uninformed sellers0.64422100%
4Athey, S. and Haile, P. A (2002) Identification of standard auction models0.64422100%
5Elyakime, B., Laffont, J. J., Loisel, P., and Vuong, Q (1994) First-price sealed-bid auctions with secret reservation prices0.64422100%
6Koenker, R. and Bassett, G (1978) Regression quantiles0.64422100%
7Krasnokutskaya, E (2011) Identification and estimation of auction models with unobserved heterogeneity0.64422100%
8Marmer, V., Shneyerov, A., and Xu, P (2013) What model for entry in first-price auctions? a nonparametric approach0.64422100%
9Myerson, R. B (1981) Optimal auction design0.64422100%
10Newey, W. K (1994) The asymptotic variance of semiparametric estimators0.64422100%

Showing the top 10 of 64 scored citations.