Semi-nonparametric estimation of independently and identically repeated first-price auctions via an integrated simulated moments method
Year of publication: |
2012
|
---|---|
Authors: | Bierens, Herman J. ; Song, Hosin |
Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 168.2012, 1, p. 108-119
|
Publisher: |
Elsevier |
Subject: | First-price auctions | Semi-nonparametric estimation | Sieve estimation | Empirical characteristic functions | Simulated moments | Legendre polynomials | Integrated moment test |
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