39 citations · 60 across the 5 of their papers we have counts for
3 papers · 1 filter
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…
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…
Limit Theorems for Network Dependent Random Variables
Denis Kojevnikov, Vadim Marmer, Kyungchul Song
This paper is concerned with cross-sectional dependence arising because observations are interconnected through an observed network. Following Doukhan and Louhichi (1999), we measu…