This paper contains supplemental materials for Marmer and Shneyerov (2010). We discuss here how the approach developed in the aforementioned paper can be applied to conducting inference on the optimal reserve price in first-price auctions, report additional simulations results, and provide a...

We develop a nonparametric approach that allows for discrimination among alternative models of entry in first-price auctions. Three models of entry are considered: those of Levin and Smith (1994), Samuelson (1985), and a new model in which the information received at the entry stage is...

We propose a quantile-based nonparametric approach to inference on the probability density function (PDF) of the private values in first-price sealed-bid auctions with independent private values. Our method of inference is based on a fully nonparametric kernel-based estimator of the quantiles...