TY  - BOOK
AU  - Paarsch,Harry J.
AU  - Hong,Han
AU  - Haley,Ryan
TI  - An introduction to the structural econometrics of auction data
T2  - Economics. Finance
SN  - 0262162350
U1  - 381.17015195 22
PY  - 2006///
CY  - Cambridge
PB  - The MIT Press
KW  - Economía
KW  - Métodos estadísticos
KW  - Subastas
KW  - Modelos econométricos
N1  - Incluye referencias bibliográficas (páginas 327-336) e índice; Introduction: An example ; Some intriguing problems ; Plan of book ; Practice problems -- Overview of auction theory: Auction formats and rules ; Information structure ; Bidder preferences ; Purposeful bidding and game equilibrium    ; A binding reserve price ; Expected revenues and optimal auctions ; Winner’s curse ; Practice problems -- Vickrey and english auctions: Nonparametric identification and estimation ; Covariates ; Single-index models : semiparametric estimation ; Reserve prices and parametric estimation ; Policy application ; Incomplete data ; Incomplete inference ; Asymmetric bidders ; Practice problems   -- First-price, sealed-bid and dutch auctions: Deriving the data-generating process; Identification and estimation: simplest case ; Binding reserve price ; Risk-averse bidders ; Stochastic private values ; Asymmetric bidders ; Policy experiment ; Endogenous bidding participation ; Practice problems -- Multi-unit auctions: Weber’s classification system ; Pricing rules ; Singleton demand    ; Multi-unit demand ; Sequential, clock auctions: random demand ; Sequential, clock auctions: nonrandom demand ; Practice problems -- Directions for further research: Simulataneous, dependeny, sealed-bid auctions ; Infinitely lived uction games ; Multi-object auctions ; Sumary -- Appendixes -- References; El CD-Rom contiene código de computadora de muestra y conjuntos de datos que acompañan al texto
ER  -