Identification and Inference in First-Price Auctions with Risk-Averse Bidders and Selective Entry.

We study identification and inference in first-price auctions with risk-averse bidders and selective entry, building on a flexible framework we call the Affiliated Signal with Risk Aversion (AS-RA) model. Assuming exogenous variation in either the number of potential bidders (N) or a continuous inst...

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Detalles Bibliográficos

Publicado en:	Review of Economic Studies Vol. 93; no. 1; pp. 366 - 404
Autores principales:	Chen, Xiaohong, Gentry, Matthew, Li, Tong, Lu, Jingfeng
Formato:	Artículo
Publicado:	Oxford University Press / USA Jan2026
Materias:	Inference (Logic) Auctions Bidders Mathematical programming Nonparametric estimation Bidding strategies
Acceso en línea:	Ver este registro en EBSCOhost