Similar Search Results

Nonparametric identification of risk aversion in first-price auctions under exclusion restrictions

Guerre, Emmanuel; Perrigne, Isabelle; Vuong, Quang H. - In: Econometrica : journal of the Econometric Society, an … 77 (2009) 4, pp. 1193-1227

Persistent link: https://www.econbiz.de/10003881925

Identification and estimation of bidders' risk aversion in first-price auctions

Perrigne, Isabelle; Vuong, Quang H. - In: The American economic review 97 (2007) 2, pp. 444-448

Persistent link: https://www.econbiz.de/10003502187

Semiparametric estimation of first-price auctions with risk-averse bidders

Campo, Sandra; Guerre, Emmanuel; Perrigne, Isabelle; … - In: The review of economic studies 78 (2011) 1, pp. 112-147

Persistent link: https://www.econbiz.de/10009162062

Nonidentification of insurance models with probability of accidents

Aryal, Gaurab; Perrigne, Isabelle; Vuong, Quang H. - 2011

Persistent link: https://www.econbiz.de/10009411453

Semiparametric estimation of first-price auctions with risk averse bidders

Campo, Sandra; Guerre, Emmanuel; Perrigne, Isabelle; … - 2003

Persistent link: https://www.econbiz.de/10001762371

Auctions with selective entry and risk averse bidders : theory and evidence

Li, Tong; Lu, Jingfeng; Zhao, Li - In: The Rand journal of economics 46 (2015) 3, pp. 524-545

Persistent link: https://www.econbiz.de/10011372720

Identification and estimation in first-price auctions with risk-averse bidders and selective entry

Gentry, Matthew; Li, Tong; Lu, Jingfeng - 2015

We study identification and estimation in first-price auctions with risk-averse bidders and selective entry, building on a flexible entry and bidding framework we call the Affiliated Signal with Risk Aversion (AS-RA) model. This framework extends the AS model of Gentry and Li (2014) to...

Persistent link: https://www.econbiz.de/10010500672

Identification and inference in first-price auctions with risk averse bidders and selective entry

Chen, Xiaohong; Gentry, Matthew; Li, Tong; Lu, Jingfeng - 2020

Persistent link: https://www.econbiz.de/10012322359

Existence of monotone equilibrium in first price auctions with private risk aversion and private initial wealth

Gentry, Matthew; Li, Tong; Lu, Jingfeng - In: Games and economic behavior 94 (2015), pp. 214-221

Persistent link: https://www.econbiz.de/10011574893

Estimating risk aversion from ascending and sealed-bid auctions : the case of timber auction data

Lu, Jingfeng; Perrigne, Isabelle - In: Journal of applied econometrics 23 (2008) 7, pp. 871-896

Persistent link: https://www.econbiz.de/10003790492