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Semi-nonparametric estimation of independently and identically repeated first-price auctions via an integrated simulated moments method

Bierens, Herman J.; Song, Hosin - In: Journal of Econometrics 168 (2012) 1, pp. 108-119

In this paper we propose to estimate the value distribution of independently and identically repeated first-price auctions directly via a semi-nonparametric integrated simulated moments sieve approach. Given a candidate value distribution function in a sieve space, we simulate bids according to...

Persistent link: https://www.econbiz.de/10010574063

CONSISTENCY AND ASYMPTOTIC NORMALITY OF SIEVE ML ESTIMATORS UNDER LOW-LEVEL CONDITIONS—CORRIGENDUM TO SUPPLEMENTARY MATERIAL

Bierens, Herman J. - In: Econometric Theory 30 (2014) 05, pp. 1077-1077

Persistent link: https://www.econbiz.de/10011067401

The econometric consequences of the ceteris paribus condition in economic theory

Bierens, Herman J.; Swanson, Norman R. - In: Journal of Econometrics 95 (2000) 2, pp. 223-253

Persistent link: https://www.econbiz.de/10005115490

Testing the unit root with drift hypothesis against nonlinear trend stationarity, with an application to the US price level and interest rate

Bierens, Herman J. - In: Journal of Econometrics 81 (1997) 1, pp. 29-64

Persistent link: https://www.econbiz.de/10005122591

Nonparametric cointegration analysis

Bierens, Herman J. - In: Journal of Econometrics 77 (1997) 2, pp. 379-404

Persistent link: https://www.econbiz.de/10005122692

Model specification testing of time series regressions

Bierens, Herman J. - In: Journal of Econometrics 26 (1984) 3, pp. 323-353

Persistent link: https://www.econbiz.de/10005122708

Econometric analysis of linearized singular dynamic stochastic general equilibrium models

Bierens, Herman J. - In: Journal of Econometrics 136 (2007) 2, pp. 595-627

Persistent link: https://www.econbiz.de/10005122786

CONSISTENCY AND ASYMPTOTIC NORMALITY OF SIEVE ML ESTIMATORS UNDER LOW-LEVEL CONDITIONS

Bierens, Herman J. - In: Econometric Theory 30 (2014) 05, pp. 1021-1076

Persistent link: https://www.econbiz.de/10010891658

Survey non-response in relation to ability and family background : structure and effects on estimated earnings functions

Hartog, Joop - 1986

Persistent link: https://www.econbiz.de/10000710178

Labor market policies from a neoclassical perspective : implementing the trinity

Hartog, Joop - 1986

Persistent link: https://www.econbiz.de/10000713619

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