An, Yonghong; Hu, Yingyao; Shum, Matthew - In: Journal of Econometrics 157 (2010) 2, pp. 328-341
In this paper, we consider nonparametric identification and estimation of first-price auction models when N*, the number of potential bidders, is unknown to the researcher, but observed by bidders. Exploiting results from the recent econometric literature on models with misclassification error,...