Identification, Estimation, and Testing in Parametric Empirical Models of Auctions within the Independent Private Values Paradigm
独立私人价值范式下参数化拍卖实证模型的识别、估计与检验AI 解读 ↓
本页整理公开书目信息,不生成学术质量评分。AI 解读根据题名及所注明的摘要或原文片段生成,未完成全文核验,可能有误;具体假设、证明与结论请核对原文。摘要保留来源文本,未经模型改写。
DOI 首次登记不等于接收或发表日期。部分更正、评论等条目没有独立摘要;缺少可靠材料时保留待补状态。
引用量采用 OpenAlex 单条关联记录,不合计多个记录;关联记录可能包含正式发表版本,不等于此版本单独引用。缺失不视为零,引用指标不代表论文质量。
关注作者按书目中的完整姓名匹配,同名和姓名变体需人工辨别。相关论文先按共享细分方向和具体方法排列,再参考通用方法与发表日期。
AI 根据所提供的论文材料归类:摘要明确研究拍卖博弈机制下参数化结构计量模型的识别、估计与检验。
独立私人价值范式下参数化拍卖实证模型的识别、估计与检验AI 解读 ↓
正在核对关联版本…
正在核对对应版本的资源…
Recent advances in the application of game theory to the study of auctions have spawned a growing empirical literature involving both experimental and field data. In this paper, we focus on four different mechanisms (the Dutch, English, first-price sealed-bid, and Vickrey auctions) within one of the most commonly used theoretical models (the independent private values paradigm) to investigate issues of identification, estimation, and testing in parametric structural econometric models of auctions.
扰动效用模型的 Fenchel–Young 估计量
Perturbed Utility Models (PUMs) represent discrete choice as utility maximization under convex perturbation or regularization, encompassing a broad class of choice models, including Multinomial Logit (MNL) and models that permit zero choice probabilities. Because, for general perturbations, maximum likelihood may be non-convex, and the negative log-likelihood is infinite when a sparse model assigns zero probability to an observed choice, we specialize the Fenchel--Young…
熵正则化最优传输下的部分识别
In many statistical settings, the available data and maintained assumptions do not suffice to uniquely identify the model parameters of interest. In such cases, one can only identify sets which are guaranteed to contain the true parameters. These are often characterized through linear programs that optimize over models compatible with the observed data. These programs can be infinite-dimensional in the optimizer and the number of constraints. We provide a unified way to…
未观测竞争下的第一价格拍卖非参数识别:密度断点框架
We consider nonparametric identification of independent private value first-price auction models, in which the analyst only observes winning bids. Our benchmark model assumes an exogenous number of bidders N. We show that, if the bidders observe N, the resulting discontinuities in the winning bid density can be used to identify the distribution of N. The private value distribution can be nonparametrically identified in a second step. This extends, under testable…
利用成交价格进行有限样本拍卖推断
We first provide inference on the quantile function of the bid distribution in firstprice or descending auctions, and the quantile function of the value distribution in second-price or ascending auctions, with a known number of bidders with symmetric independent private values. Specifically, we provide finite-sample, nonparametric, tuning parameter-free, uniform confidence bands for these quantile functions when observing only the transaction price. We also show how these…
对 Suri (2011)《技术采纳中的选择与比较优势》的评论
This paper illustrates and addresses weak identification in the correlated random coefficient (CRC) model that Suri (2011) uses to study agricultural technology adoption. Using the publicly available dataset, which differs slightly from the version used in Suri (2011), we obtain different point estimates for the paper’s main CRC model. To understand why these differences are as large as they are, we recast the CRC model as a more general random coefficient model in which the…
BGM-IV:面向高维协变量工具变量回归的贝叶斯生成建模
Instrumental-variable (IV) regression enables causal estimation under endogeneity, but modern IV problems often involve nonlinear structural effects and high-dimensional covariates. Existing methods typically operate in observed or generic learned feature spaces, and they often yield point estimates without uncertainty quantification. We introduce BGM-IV, a Bayesian generative modeling approach that performs nonlinear IV regression through posterior inference in a causally…