Browsing Economics and Finance by Author "Gimenes, N"
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Nonparametric identification of an interdependent value model with buyer covariates from first-price auction bids
Guerre, E; Gimenes, NThis paper introduces a version of the interdependent value model of Milgrom and Weber (1982), where the signals are given by an index gathering signal shifters observed by the econometrician and private ones specific to ... -
Quantile regression methods for first-price auctions
Guerre, E; Gimenes, NThe paper proposes a quantile-regression inference framework for first-price auctions with symmetric risk-neutral bidders under the independent private-value paradigm. It is first shown that a private-value quantile ... -
Semiparametric Quantile Models for Ascending Auctions with Asymmetric Bidders
Guerre, E; Gimenes, N; Bhattacharya, JThe paper proposes a parsimonious and flexible semiparametric quantile regression speci- fication for asymmetric bidders within the independent private value framework. Asymmetry is parameterized using powers of a parent ...