Showing econ.EMShow all
2 papers · 1 filter
econ.EM2025
Identification in Auctions with Truncated Transaction Prices
Tonghui Qi
I establish nonparametric identification results in first- and second-price auctions when transaction prices are truncated by a binding reserve price under a range of information s…
econ.EM2025
Identification and Estimation of Seller Risk Aversion in Ascending Auctions
Nathalie Gimenes, Tonghui Qi, Sorawoot Srisuma
This paper shows how to identify and estimate the seller's risk parameter in an ascending auction. We consider a semiparametric model where the seller has a parametric utility func…