What model for entry in first-price auctions? A nonparametric approach

A Theory of Auctions and Competitive Bidding

Paul Milgrom, Robert J. Weber · Econometrica · 1982 · 3.8K citations

Electronic Auction, Engineering, Game Theory +16

Convergence of Stochastic Processes.

Peter M. Robinson, David Pollard · Economica · 1985 · 2.2K citations

Engineering, Stochastic Analysis, Stochastic Phenomenon +18

Large sample estimation and hypothesis testing

Whitney K. Newey, Daniel McFadden · RePEc: Research Papers in Economics · 1986 · 2.2K citations

Economics, Large Sample Estimation, Engineering +14

Optimal Nonparametric Estimation of First-price Auctions

Emmanuel Guerre, Isabelle Perrigne, Quang Vuong · Econometrica · 2000 · 723 citations

Electronic Auction, Engineering, Parametric Assumptions +16

Equilibrium in auctions with entry

Dan Levin, James L. Smith · American Economic Review · 1994 · 590 citations

Ranking Theorems, Economics, Electronic Auction +15