QH Vuong - Econometrica: Journal of the Econometric Society, 1989 - JSTOR
Page 1. Econometrica, Vol. 57, No. 2 (March, 1989), 307-333 LIKELIHOOD RATIO TESTS
FOR MODEL SELECTION AND NON-NESTED HYPOTHESES1 BY QUANG H. VUONG
In this paper, we develop a classical approach to model selection. ...
D Rivers… - Journal of Econometrics, 1988 - Elsevier
E Guerre, I Perrigne… - Econometrica, 2000 - Wiley Online Library
This paper proposes a general approach and a computationally convenient estimation
procedure for the structural analysis of auction data. Considering first-price sealed-bid
auction models within the independent private value paradigm, we show that the ...
JJ Laffont, H Ossard… - Econometrica: Journal of the Econometric …, 1995 - JSTOR
In this paper we propose an estimation method for the empirical study of theoretical auction
models. We focus on first-price sealed bid and descending auctions and we adopt the
private value paradigm, where each bidder is assumed to have a different private value, ...
F Gasmi, JJ Laffont… - Journal of Economics & …, 1992 - Wiley Online Library
This paper proposes an empirical methodology for studying various (implicit or ex- plicit) collusive
behaviors on two strategic variables, which are price and advertising, in a differentiated market
dominated by a duopoly. In addition to Nash or Stackelberg behaviors, we consider ...
JJ Laffont… - The American Economic Review, 1996 - JSTOR
The econometrics of auction data are driven by practical and theoretical considerations.
First, the use of auctions is quickly spreading to minimize transaction costs, to mitigate
corruption, and to extract costly public funds from monopolies. Kenneth Hendricks and ...
D Rivers… - The Econometrics Journal, 2002 - Wiley Online Library
This paper generalizes Vuong (1989) asymptotically normal tests for model selection in
several important directions. First, it allows for incompletely parametrized models such as
econometric models defined by moment conditions. Second, it allows for a broad class of ...
B Elyakime, JJ Laffont, P Loisel… - Annales d'Economie et de …, 1994 - JSTOR
In this paper we consider a first-price sealed bid auction with a secret reservation price.
Such auctions are used frequently in France to sell timber. Within the independent private
values paradigm, we show that the equilibrium strategy of the seller is to choose a ...
T Li, I Perrigne… - Journal of Econometrics, 2000 - Elsevier
In this paper, we consider the conditionally independent private information (CIPI) model
which includes the conditionally independent private value (CIPV) model and the pure
common value (CV) model as polar cases. Specifically, we model each bidder's private ...
T Li, I Perrigne… - RAND Journal of Economics, 2002 - JSTOR
We consider the structural estimation of the affiliated private value (APV) model in first-price
sealed-bid auctions. The model allows for bidders' individual efficiencies and opportunity
costs, while permitting dependence among bidders' private values through affiliation. We ...
T Li… - Journal of Multivariate Analysis, 1998 - Elsevier
This paper considers the nonparametric estimation of the densities of the latent variable and
the error term in the standard measurement error model when two or more measurements
are available. Using an identification result due to Kotlarski we propose a two-step ...
S Campo, E Guerre… - The Review of …, 2011 - restud.oxfordjournals.org
Abstract In view of the non-identification of the first-price auction model with risk-averse
bidders, this paper proposes some parametric identifying restrictions and a semiparametric
estimator for the risk aversion parameter (s) and the latent distribution of private values. ...
S Campo, I Perrigne… - Journal of Applied …, 2003 - Wiley Online Library
Collusion and heterogeneity across firms may introduce asymmetry in bidding games. A
major difficulty in asymmetric auctions is that the Bayesian Nash equilibrium strategies are
solutions of an intractable system of differential equations. We propose a simple method ...
PA Bjorn… - Working Papers, 1984 - ideas.repec.org
Downloadable! No abstract is available for this item.
P Lavergne… - Econometrica: Journal of the Econometric Society, 1996 - JSTOR
Page 1. Econometrica, Vol. 64 No. 1 (January, 1996), 207-219 NOTES AND
COMMENTS NONPARAMETRIC SELECTION OF REGRESSORS: THE NONNESTED
CASE BY PASCAL LAVERGNE AND QUANG H. VUONG1 IN ...
P Lavergne… - Econometric Theory, 2000 - Cambridge Univ Press
A procedure for testing the significance of a subset of explanatory variables in a
nonparametric regression is proposed+ Our test statistic uses the kernel method+ Under the
null hypothesis of no effect of the variables under test, we show that our test statistic has ...
B Elyakime, JJ Laffont, P Loisel… - Journal of Business & Economic …, 1997 - JSTOR
This article considers a first-price sealed-bid auction at which the seller's reservation price is
not announced in advance. We allow for a second round of bargaining and consider the
Nash bargaining outcome when the object is unsold after the auctioning round. We ...
E Guerre, I Perrigne… - Econometrica, 2009 - Wiley Online Library
This paper studies the nonparametric identification of the first-price auction model with risk
averse bidders within the private value paradigm. First, we show that the benchmark model
is nonindentified from observed bids. We also derive the restrictions imposed by the ...
F Gasmi… - Papers, 1988 - ideas.repec.org
No abstract is available for this item.
JJ Laffont… - Working Papers, 1992 - econpapers.repec.org
Related works: Working Paper: Structural Econometrics Analysis of Descending Auctions
(1992) Journal Article: Structural econometric analysis of descending auctions (1993) This item
may be available elsewhere in EconPapers: Search for items with the same title.
I Perrigne… - Canadian Journal of Agricultural …, 1999 - Wiley Online Library
Over the past decade, the structural analysis of auction data has attracted considerable
attention. The structural approach relies on the hypothesis that observed bids are the
equilibrium bids of the gametheoretic auction model under consideration. In this paper, we ...
F Gasmi, JJ Laffont… - European Economic Review, 1990 - ideas.repec.org
Downloadable (with restrictions)! No abstract is available for this item.
PA Bjorn… - Working Papers, 1985 - ideas.repec.org
Downloadable! No abstract is available for this item.
D Lien… - Journal of Econometrics, 1987 - Elsevier
MB Bouissou, JJ Laffont… - Econometrica: Journal of the …, 1986 - JSTOR
Page 1. Econometrica, Vol. 54, No. 2 (March, 1986), pp. 395-414 TESTS OF
NONCAUSALITY UNDER MARKOV ASSUMPTIONS FOR QUALITATIVE PANEL
DATA BY MB Bouissou, JJ LAFFONT, AND QH VUONG For many ...
JJ Laffont, H Ossard… - Document de Travail, 1991 - en.scientificcommons.org
Abstract This paper proposes a convenient estimation method for the empirical study of
auction models. The authors focus on first-price sealed-bid and descending auctions within
the private value paradigm. The method relies upon a simulated nonlinear least squares ...
T Li, I Perrigne… - Journal of Business and Economic Statistics, 2003 - ASA
The optimal reserve price in the independent private value paradigm is generally expressed
as a functional of the latent distribution of private signals, which is by nature unobserved.
This feature has limited the implementation of the optimal reserve price in practice. In this ...
Z Yang, JW Hardin, CL Addy… - Biometrical journal, 2007 - Wiley Online Library
Page 1. Testing Approaches for Overdispersion in Poisson Regression versus the
Generalized Poisson Model Zhao Yang*; 1, James W. Hardin2, Cheryl L. Addy2,
and Quang H. Vuong3 1 Premier Research Group plc., 2440 ...
I Perrigne… - 2007 - capcp.psu.edu
Abstract This paper establishes the nonparametric identification of the incentive regulation
model with ex post observed cost developed in Laffont and Tirole (1986). We first extend the
model to allow for general random demand and cost functions, while considering a ...
T Amemiya… - Econometrica: Journal of the Econometric Society, 1987 - JSTOR
Page 1. Econometrica, Vol. 55, No. 3 (May, 1987), 699-702 A COMPARISON OF TWO
CONSISTENT ESTIMATORS IN THE CHOICE-BASED SAMPLING QUALITATIVE
RESPONSE MODEL BY TAKESHI AMEMIYA AND QUANG H. VUONG' ...
MB Bouissou, JJ Laffont… - The Review of …, 1986 - restud.oxfordjournals.org
Page 1. Review of Economic Studies (1986) LUI, 113-124 © 1986 The Society for Economic
Analysis Limited 0034-6527/86/00080113$02.00 Disequilibrium Econometrics on Micro Data
MB BOUISSOU JJ LAFFONT Universite des Sciences Sociales, Toulouse and ...
T Li… - Economics Letters, 1997 - Elsevier
Recently Laffont et al.(1995) have proposed an SNLLS estimator using winning bids only.
Here, we derive a relationship between the means of observed bids and private values to
propose an SNLLS estimator using all bids in first-price auctions.
I Komunjer… - 2006 - escholarship.org
Abstract: In this paper we consider the problem of efficient estimation in conditional quantile
models with time series data. Our first result is to derive the semiparametric efficiency bound
in time series models of conditional quantiles; this is a nontrivial extension of a large body ...
QH Vuong… - Journal of Econometrics, 1993 - Elsevier
QH Vuong - Working Papers, 1983 - econpapers.repec.org
By Quang H. Vuong; Misspecification and Conditional Maximum Likelihood Estimation.
QH Vuong - Working Papers, 1984 - ideas.repec.org
Downloadable! No abstract is available for this item.
RS Cantrell, PM Burrows… - International Economic Review, 1991 - JSTOR
Page 1. INTERNATIONAL ECONOMIC REVIEW Vol. 32, No. 3, August 1991
INTERPRETATION AND USE OF GENERALIZED CHOW TESTS* BY R. STEPHEN
CANTRELL, PETER M. BURROWS, AND QUANG H. VUONG' ...
I Perrigne… - Econometrica, 2011 - Wiley Online Library
This paper studies the nonparametric identification of a contract model with adverse
selection and moral hazard. Specifically, we consider the false moral hazard model
developed by Laffont and Tirole (1986). We first extend this model to allow for general ...
[CITATION] Structural Estimation of the Affiliated Private Value Model with an Application to OCS Auctions
T Li, I Perrigne… - 1999 - Working paper, University of …
K Güler, CR Plott… - Economic Theory, 1994 - Springer
Page 1. Econ. Theory 4, 67-104 (1994) Economic Theory 9 SPringer-Verlag 1994
A study of zero-out auctions: testbed experiments of a process of allocating private
rights to the use of public property* Kemal Giiler, Charles R ...
G Aryal, I Perrigne… - Unpublished Manuscript, Pennsylvania …, 2009 - ncsu.edu
Abstract We study the identification of an insurance model with multidimensional screening,
where insurees are characterized by risk and risk aversion. The model is solved using the
concept of certainty equivalence under constant absolute risk aversion and an unspecified ...
I Perrigne… - The American economic review, 2007 - JSTOR
Risk aversion is a fundamental concept in economics used to explain agents' behavior
under uncertainty. Risk aversion in auctions has been justified through the many
uncertainties faced by bidders and through the large value of bids relative to bidders' ...
I Perrigne… - 2009 - econ.psu.edu
Abstract This paper proposes a methodology for analyzing nonlinear pricing data with an
application to yellow page advertising. First, we develop a model that incorporates some
features of this industry such as a free minimal advertisement size offered to all ...
Y Huang, I Perrigne, Q Vuong - Department of …, 2007 - server1.tepper.cmu.edu
Abstract Nonlinear pricing is a standard practice used by firms in telecommunications,
electricity and advertising among others to discriminate among consumers. In this paper, we
analyze nonlinear pricing in yellow pages using a structural approach. First, we develop a ...
P Lavergne… - 1998 - nbn-resolving.de
Abstract A procedure for testing the signi cance of a subset of explanatory variables in a
nonparametric regression is proposed. Our test statistic uses the kernel method. Under the
null hypothesis of no e ect of the variables under test, we show that our test statistic has a ...
JJ Laffont, A Oustry, M Simioni… - 1997 - ideas.repec.org
If you know of missing items citing this one, you can help us creating those links by adding
the relevant references in the same way as above, for each refering item. If you are a
registered author of this item, you may also want to check the" citations" tab in your profile, ...
I Komunjer… - Journal of Econometrics, 2010 - Elsevier
In this paper we consider the problem of semiparametric efficient estimation in conditional
quantile models with time series data. We construct an M-estimator which achieves the
semiparametric efficiency bound recently derived by Komunjer and Vuong (forthcoming). ...
B Ottenwaelter… - Journal of Business & Economic Statistics, 1984 - JSTOR
Page 1. ? Journal of Business & Economic Statistics, Vol. 2, No. 3, July 1984 An
Empirical Analysis of Backlog, Inventory, Production, and Price Adjustments: An
Application of Recursive Systems of Log-Linear Models B. Ottenwaelter ...
P Lavergne… - Journal of Nonparametric Statistics, 1998 - Taylor & Francis
Page 1. Nonpararnetric Statistics, Vol. 9, pp. 363-380 0 1998 OPA (Overseas Publishers
Association) NV Reprints available directly from the publisher Published by license under
Photocopying permitted by license only the Gordon and Breach Science Publishers imprint. ...
QH Vuong - Working Papers, 1986 - econpapers.repec.org
By Quang H. Vuong; Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses.
QH Vuong - Economics Letters, 1987 - Elsevier
[CITATION] Limited Information Estimators and Exogeneity Tests for Simultaneous Probit Model
RR Douglas… - Journal of Econometrics, 1998
I Komunjer… - … of California, San Diego Department of …, 2007 - capcp.psu.edu
University of California, San Diego and Penn State University Abstract: In this paper we
derive the semiparametric efficiency bound in time series models of conditional quantiles
under a sole strong mixing assumption. We moreover provide an expression of Stein's ( ...
PA Bjorn… - L'Actualité économique, 1997 - erudit.org
... implied on the parameters. * Au moment où nous avons entrepris ce travail, Quang
Vuong était invité à l'Université des Sciences sociales de Toulouse où il pu profiter
de discussions fructueuses avec JJ. Laffont. D. Lien et R ...
PA Bjorn… - Economics Letters, 1985 - Elsevier
[CITATION] Optimal Nonparametric Estimation of First-Price Auction
G Emmanuel, P Isabelle… - Econometrica, 2000
I Perrigne… - 2004 - stanford.edu
Abstract This paper studies the nonparametric identification of the incentive regulation
model with ex post observed costs developed in Laffont and Tirole (1986). We first extend
such a basic model to general random demand and cost functions, while considering a ...
[CITATION] Identification of Symmetric First-Price Auctions with a Large Trader
JJ Laffont, T Li… - 1996 - Mimeo, University of Southern …
G Aryal, I Perrigne… - ANUCBE School of Economics …, 2011 - ideas.repec.org
In contrast to Aryal, Perrigne and Vuong (2009), this note shows that in an insurance model
with multidimensional screening when only information on whether the insuree has been
involved in some accident is available, the joint distribution of risk and risk aversion is not ...
I Komunjer… - Econometric Theory, 2010 - Cambridge Univ Press
Abstract We derive the semiparametric efficiency bound in dynamic models of conditional
quantiles under a sole strong mixing assumption. We also provide an expression of Stein's
(1956) least favorable parametric submodel. Our approach is as follows: First, we ...
[CITATION] Nonparametric Estimation of an Affiliated Private Value Model with an Application to the US OCS Auction
T Li… - 1996 - Mimeo, University of Southern …
[CITATION] November 1984. Limited information estimators and exogeneity tests for simultaneous probit models. California Institute of Technology
D Rivers… - Social Science Working Paper 539
G Aryal, I Perrigne… - 2011 - ngsm.anu.edu.au
Abstract In contrast to Aryal, Perrigne and Vuong (2009), this note shows that in an
insurance model with multidimensional screening when only information on whether the
insuree has been involved in some accident is available, the joint distribution of risk and ...
[CITATION] in L= fi wAxkfiwiiHHJAfir'mj,).
T Amemiya… - … theory: the collected essays of Takeshi …, 1994 - Edward Elgar Pub
Q VUONG - 2011 - econ.metu.edu.tr
Abstract In recent Ricardian and heterogeneous firm models of international trade,
probabilistic representations of technologies have been very popular. Using a similar setup,
we propose a model in which exporters compete in supply functions/schedules. Our ...
C Sandra, P Isabelle, V Quang - ukpmc.ac.uk
The existence of collusion and heterogeneity across firms is known to introduce some
asymmetry in bidding games. A major difficulty when considering asymmetric auctions is that
the equilibrium strategies are solutions of an intractable system of differential equations. ...
[CITATION] Editors: TAKESHI AMEMIYA A. RONALD GALLANT JOHN F. GEWEKE
C HSIAO, P ROBINSON, A ZELLNER… - Journal of …, 2008 - North Holland Pub. Co.
[CITATION] PANEL DATA
D GILES, ML KING, N KUNITOMO, K LAHIRI… - Journal of …, 1995 - Elsevier
[CITATION] ARNOLD ZELLNER
HJ BIERENS, S CHIB, M DAGENAIS, M DEISTLER… - Journal of econometrics, 1995
[CITATION] Econometric
Y AIT-SAHALIA, BH BALTAGI, HJ BIERENS… - JOURNAL OF …, 2001
G Aryal, I Perrigne… - anuecs.fec.anu.edu.au
Abstract We study the identification of an insurance model with multidimensional screening,
where insurees are characterized by risk and risk aversion. The model is solved using the
concept of certainty equivalence under constant absolute risk aversion and an unspecified ...
I Perrigne… - Economics Letters, 2011 - Elsevier
Under multiplicative separability of the cost function, this paper investigates the identification
of the procurement model. Moreover, we characterize the model restrictions on observables
and show its observational equivalence to one where the function of private information is ...
VD Quang - Religious Studies Review, 2011 - unstjeliaqhloyqy.vjol.info
Page 1. 38 Religious Studies Review. Vol. 3, No. 3&4 - 2009 RELIGIOUS BELIEFS OF
DAO PEOPLE IN VIETNAM Vương Duy Quang (*) Abstract: Religious belief of the Dao
in Vietnam plays an important role, not only the representative ...
Create email alert
About Google Scholar - All About Google - My Citations
©2012 Google