12 citations · 20 across the 4 of their papers we have counts for
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econ.EM2019★ 6 cited
Monotonicity-Constrained Nonparametric Estimation and Inference for First-Price Auctions
Jun Ma, Vadim Marmer, Artyom Shneyerov +1
We propose a new nonparametric estimator for first-price auctions with independent private values that imposes the monotonicity constraint on the estimated inverse bidding strategy…
econ.EM2019★ 12 cited
Inference for First-Price Auctions with Guerre, Perrigne, and Vuong's Estimator
Jun Ma, Vadim Marmer, Artyom Shneyerov
We consider inference on the probability density of valuations in the first-price sealed-bid auctions model within the independent private value paradigm. We show the asymptotic no…