2 papers
econ.EM2026
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…
econ.EM2026
Wald inference on varying coefficients
Abhimanyu Gupta, Xi Qu, Sorawoot Srisuma +1
We present simple to implement Wald-type statistics that deliver a general nonparametric inference theory for linear restrictions on varying coefficients in a range of regression m…