Athey, Susan; Haile, Philip A. - In: Handbook of econometrics : volume 6A, (pp. 3847-3965). 2007
auction data can be learned without restrictions beyond those derived from the relevant economic model. This enables us to … take a nonparametric perspective in discussing how the structure of auction models can be combined with observables to … uncover (or test hypotheses about) primitives of interest in auction markets. We focus on first-price sealed-bid and ascending …
