The econometrics of shape restrictions

D Chetverikov, A Santos… - Annual Review of …, 2018 - annualreviews.org
We review recent developments in the econometrics of shape restrictions and their role in
applied work. Our objectives are threefold. First, we aim to emphasize the diversity of …

Econometrics of auctions and nonlinear pricing

I Perrigne, Q Vuong - Annual Review of Economics, 2019 - annualreviews.org
This review surveys the growing literature on the econometrics of first-price sealed-bid
auctions and nonlinear pricing. The complexity of the economic models has initiated fruitful …

Quantile regression methods for first-price auctions

N Gimenes, E Guerre - Journal of Econometrics, 2022 - Elsevier
The paper proposes a quantile-regression inference framework for first-price auctions with
symmetric risk-neutral bidders under the independent private-value paradigm. It is first …

[HTML][HTML] WITHDRAWN: Research on pipeline corrosion prediction based on RF-PSO-BP Algorithm

Y Liu, L Zhang, W Zheng, X Li, S Yu, L Jiang - 2024 - Elsevier
WITHDRAWN: Research on pipeline corrosion prediction based on RF-PSO-BP Algorithm -
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Estimation of the Local Conditional Tail Average Treatment Effect

LY Chen, YM Yen - Journal of Business & Economic Statistics, 2025 - Taylor & Francis
The conditional tail average treatment effect (CTATE) is defined as a difference between the
conditional tail expectations of potential outcomes, which can capture heterogeneity and …

Estimation of auction models with shape restrictions

J Pinkse, K Schurter - arXiv preprint arXiv:1912.07466, 2019 - arxiv.org
We introduce several new estimation methods that leverage shape constraints in auction
models to estimate various objects of interest, including the distribution of a bidder's …

Inference for first-price auctions with Guerre, Perrigne, and Vuong's estimator

J Ma, V Marmer, A Shneyerov - Journal of econometrics, 2019 - Elsevier
We consider inference on the probability density of valuations in the first-price sealed-bid
auctions model within the independent private value paradigm. We show the asymptotic …

Monotonicity-constrained nonparametric estimation and inference for first-price auctions

J Ma, V Marmer, A Shneyerov, P Xu - Econometric Reviews, 2021 - Taylor & Francis
In the independent private values framework for first-price auctions, we propose a new
nonparametric estimator of the probability density of latent valuations that imposes the …

Estimating auctions with externalities: The case of usfs timber auctions

J Kuehn - Review of Economics and Statistics, 2019 - direct.mit.edu
I introduce an empirical auction model where in addition to the private value that each
bidder receives upon winning the auction, losing bidders incur a negative externality that …

Nonparametric inference on counterfactuals in first-price auctions

P Andreyanov, G Franguridi - arXiv preprint arXiv:2106.13856, 2021 - arxiv.org
In a classical model of the first-price sealed-bid auction with independent private values, we
develop nonparametric estimation and inference procedures for a class of policy-relevant …