6 citations · 11 across the 5 of their papers we have counts for
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econ.EM2022★ 1 cited
Order Statistics Approaches to Unobserved Heterogeneity in Auctions
Yao Luo, Peijun Sang, Ruli Xiao
We establish nonparametric identification of auction models with continuous and nonseparable unobserved heterogeneity using three consecutive order statistics of bids. We then prop…
econ.EM2022★ 6 cited
Identification of Auction Models Using Order Statistics
Yao Luo, Ruli Xiao
Auction data often contain information on only the most competitive bids as opposed to all bids. The usual measurement error approaches to unobserved heterogeneity are inapplicable…
econ.EM2022
Efficient Estimation of Structural Models via Sieves
Yao Luo, Peijun Sang
We propose a class of sieve-based efficient estimators for structural models (SEES), which approximate the solution using a linear combination of basis functions and impose equilib…