Open AccessIdentification and Estimation of Risk Aversion in First Price Auctions With Unobserved Auction Heterogeneity
Author(s) -
Serafin Grundl,
Yu Zhu
Publication year - 2015
Publication title -
finance and economics discussion series
Language(s) - English
Resource type - Journals
eISSN - 2767-3898
pISSN - 1936-2854
DOI - 10.17016/feds.2015.089
Subject(s) - estimator , econometrics , common value auction , identification (biology) , economics , risk aversion (psychology) , estimation , monte carlo method , point estimation , statistics , mathematics , microeconomics , mathematical economics , expected utility hypothesis , botany , management , biology