Semiparametric Estimation of First-Price Auctions with Risk Averse Bidders*

By S. Campo, E. Guerre, I. Perrigne, Q. Vuong. 2011

177 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Management Science and Operations Research, Marketing

View Paper: https://www.semanticscholar.org/paper/f127ec2905300c9e9ecd924e3a8ecab10daf45a3

How researchers see this paper

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

In Economics and Econometrics

1. E. Guerre
2. Q. Vuong
3. I. Perrigne
4. Patrick Bajari
5. S. Houghton
6. S. Tadelis
7. J. Marion
8. O. Williamson

In Management Science and Operations Research

1. I. Perrigne
2. Q. Vuong
3. S. Houghton
4. S. Tadelis
5. Patrick Bajari
6. E. Guerre
7. J. Marion
8. John Asker

In Marketing

1. I. Perrigne
2. Q. Vuong
3. S. Tadelis
4. S. Houghton
5. E. Guerre
6. Patrick Bajari
7. J. Marion
8. Elena Krasnokutskaya

Citations in the corpus

• Bidding for Incomplete Contracts: An Empirical Analysis of Adaptation Costs (2014, background): “…draws from the growing literature on structural estimation of auction models (See, e.g., Paarsch (1992), Donald and Paarsch (1993), Guerre, Perrigne and Vuong (2000), Campo et al. (2002), Pesendorfer and Jofre-Bonet (2003), and Athey, Levin and Seira (2004).3 Our analysis o¤ers three contributions.”
• Nonparametric Identification of Risk Aversion in First‐Price Auctions Under Exclusion Restrictions (2009, methodology): “Such a restriction avoids the use of a conditional quantile restriction as in Campo, Guerre, Perrigne, and Vuong (2007).”
• Risk Aversion at the Country Level (2015, unknown): “1 See Chetty (2006); Campo et al. (2011); Friend and Blume (1975); Gandelman and Hernández-Murillo (2013); Garcia, Lugar, and Renault (2003); Gordon and St-Amour (2004); Hansen and Singleton (1983); Kapteyn and Teppa (2011); Layard, Mayraz, and Nickell (2008); Mankiw (1985); Szpiro (1986); and…”