Financial support from the National Science Foundation Grant SES-0452154 is gratefully acknowledged by the last two authors. Versions of this paper were presented at the 2005 CIRANO Conference on Auctions in Montreal, the 2006 International Industrial Organization Conference in Boston, and at seminars at University of California Los Angeles, University of Arizona, University of California San Diego, University of British Columbia, and Yale University. We thank X. Chen, M. Peters, and P. C. B. Phillips as well as participants at conferences and seminars for their comments. We are grateful to a co-editor and two referees for thoughtful suggestions.
Nonparametric Identification of Risk Aversion in First-Price Auctions Under Exclusion Restrictions
Version of Record online: 21 JUL 2009
© 2009 The Econometric Society
Volume 77, Issue 4, pages 1193–1227, July 2009
How to Cite
Guerre, E., Perrigne, I. and Vuong, Q. (2009), Nonparametric Identification of Risk Aversion in First-Price Auctions Under Exclusion Restrictions. Econometrica, 77: 1193–1227. doi: 10.3982/ECTA7028
- Issue online: 21 JUL 2009
- Version of Record online: 21 JUL 2009
- Manuscript received March, 2007; final revision received November, 2008.
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