Nonparametric Identification of Risk Aversion in First‐Price Auctions Under Exclusion Restrictions

By E. Guerre, I. Perrigne, Q. Vuong. 2009

171 citations recorded by the source corpus.

Subfields: Management Science and Operations Research, Marketing, Safety Research

View Paper: https://www.semanticscholar.org/paper/7e4528578a059f0cdb2a856b9ab043a60a9c53e2

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Management Science and Operations Research

1. Yoon-Jae Whang
2. S. Lee
3. Kyungchul Song
4. E. Guerre
5. D. Chetverikov
6. D. Wilhelm

In Marketing

1. Yoon-Jae Whang
2. S. Lee
3. Kyungchul Song
4. E. Guerre
5. D. Chetverikov
6. D. Wilhelm

In Safety Research

1. Yoon-Jae Whang
2. S. Lee
3. Kyungchul Song
4. E. Guerre

Citations in the corpus

• UNIFORM BIAS STUDY AND BAHADUR REPRESENTATION FOR LOCAL POLYNOMIAL ESTIMATORS OF THE CONDITIONAL QUANTILE FUNCTION (2011, background): “Techniques to study En(α; h, x) for a fixed argument α, h, and x are given in Hjort and Pollard (1993). See also Fan, Heckman, and Wand (1995, p.”
• TESTING FOR A GENERAL CLASS OF FUNCTIONAL INEQUALITIES (2013, methodology): “The main part of the proof is to establish the asymptotic linear representation for √ nh{γ̂τ,k(x)− γτ,k(x)} in a spirit similar to Guerre and Sabbah (2012). Our proof uses some arguments of Guerre and Sabbah (2012), who employ a maximal inequality of Massart (2007, Theorem 6.”