Browsing Economics and Finance by Subject "First-price auction; interdependent values; nonparametric identification"
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Nonparametric identification of an interdependent value model with buyer covariates from first-price auction bids
This 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 ...