Governments are the largest buyers in most countries. They tend to operate annually
expiring budgets and spend disproportionately large amounts at year-end. This paper is the …

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 …

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 …

I propose an estimator for the seller's expected revenue function in a first-price sealed-bid
auction with independent private values and symmetric bidders, who can exhibit constant …

This paper introduces new methods of identification and estimation of the first-price sealed
bid auction model and compares them with the previous existing ones. The first method of …

This study presents a novel approach to the density estimation of private values from second-
price auctions, diverging from the conventional use of smoothing-based estimators. We …

This collection of five issues of Econometric Reviews is to honor the path-breaking
contributions and leadership of Cheng Hsiao in the Economics and Econometrics …