Automated Author Profile

Yuanyuan Wan

Current S-Index

0.8

Sum of Dataset Indices for all datasets

Average Dataset Index per Dataset

0.8

Average Dataset Index per dataset

Total Datasets

1

Total datasets for this author

Average FAIR Score

84.6%

Average FAIR Score per dataset

Total Citations

1

Total citations to the author's datasets

Total Mentions

0

Total mentions of the author's datasets

S-Index Interpretation

S-Index Over Time

Cumulative Citations Over Time

Cumulative Mentions Over Time

Datasets

Integrated-quantile-based estimation for first-price auction models

This paper considers nonparametric estimation of first-price auction models under the monotonicity restriction on the bidding strategy. Based on an integrated-quantile representation of the first-order condition, we propose a tuning-parameter-free estimator for the valuation quantile function. We establish its cube-root-n consistency and asymptotic distribution under weaker smoothness assumptions than those typically assumed in the empirical literature. If the latter are true, we also provide a trimming-free smoothed estimator and show that it is asymptotically normal and achieves the optimal rate of Guerre, Perrigne, and Vuong (2000). We illustrate our method using Monte Carlo simulations and an empirical study of the California highway procurement auctions.

Authors

  • Luo, Yao ;
  • Yuanyuan Wan
1 Citation0 Mentions85% FAIR0.8 Dataset Index
10.6084/m9.figshare.3121984.v12016