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Optimal Nonparametric Estimation of First‐price Auctions

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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 ...
Cited by 384 - Related articles - BL Direct - All 22 versions

Conditionally independent private information in OCS wildcat auctions

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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 ...
Cited by 127 - Related articles - All 11 versions

Structural estimation of the affiliated private value auction model

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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 ...
Cited by 118 - Related articles - Get it from MIT Libraries - BL Direct - All 17 versions

Semiparametric estimation of first-price auctions with risk-averse bidders

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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. ...
Cited by 93 - Related articles - All 27 versions

Asymmetry in first‐price auctions with affiliated private values

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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 ...
Cited by 82 - Related articles - BL Direct - All 16 versions

Shares versus residual claimant contracts: the case of Chinese TVEs

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C Hsiao, J Nugent, I Perrigne… - Journal of Comparative Economics, 1998 - Elsevier
This paper uses a national survey of 200 Chinese town and village enterprises (TVEs) from
1985 to 1990 to explore empirically the effect of contractual arrangements on the
performance of enterprises under Chinese institutional conditions. A theoretical model that ...
Cited by 48 - Related articles - BL Direct - All 10 versions

Nonparametric Identification of Risk Aversion in First‐Price Auctions Under Exclusion Restrictions

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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 ...
Cited by 47 - Related articles - All 31 versions

Timber sale auctions with random reserve prices

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T Li… - Review of Economics and Statistics, 2003 - MIT Press
This paper analyzes first-price sealed-bid auctions of standing timber organized by the
French forest service, Office National des Forêts (ONF). A feature of these auctions is that
they are held with random reserve prices. We consider an auction model with a random ...
Cited by 42 - Related articles - All 15 versions

Asymmetry in Procurement Auctions: Evidence from Snow Removal Contracts*

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V Flambard… - The Economic Journal, 2006 - Wiley Online Library
We are grateful to the City of Montréal for providing the data analysed in this article, to
Quang Vuong for thoughtful discussions and to the editor and two referees for their
suggestions and insights. The first author thanks the University of Southern California for ...
Cited by 31 - Related articles - BL Direct - All 18 versions

Structural Econometrics of First‐Price Auctions: A Survey of Methods

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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 ...
Cited by 28 - Related articles - BL Direct - All 3 versions

Estimating risk aversion from ascending and sealed‐bid auctions: the case of timber auction data

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J Lu… - Journal of Applied Econometrics, 2008 - Wiley Online Library
Estimating bidders' risk aversion in auctions is a challenging problem because of identification
issues. This paper takes advantage of bidding data from two auction designs to identify nonparametrically
the bidders' utility function within a private value framework. In particular, ascending ...
Cited by 22 - Related articles - All 21 versions

[CITATION] Random reserve prices and risk aversion in timber sale auctions

I Perrigne - 2003 - Working Paper, Pennsylvania State …
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[PDF] Semiparametric estimation of the optimal reserve price in first-price auctions

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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 ...
Cited by 17 - Related articles - View as HTML - BL Direct - All 16 versions

[PDF] Nonparametric identification of incentive regulation models

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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 ...
Cited by 16 - Related articles - View as HTML - All 15 versions

[CITATION] Incentive regulatory contracts in public transportation: An empirical study

I Perrigne - Unpublished Paper, 2002
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Regulation under asymmetric information in water utilities

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I Brocas, K Chan… - The American economic review, 2006 - JSTOR
Water utilities are reminiscent of network industries and are characterized by important fixed
costs. These factors contribute to a single firm serving an area justifying public intervention
on pricing. About one-fourth of US water utilities are private and subject to regulation. ...
Cited by 9 - Related articles - BL Direct - All 30 versions

Nonparametric identification of a contract model with adverse selection and moral hazard

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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 ...
Cited by 8 - Related articles - All 10 versions

[CITATION] Structural Estimation of the Affiliated Private Value Model with an Application to OCS Auctions

T Li, I Perrigne… - 1999 - Working paper, University of …
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[PDF] Identification of Insurance Models with Multidimensional Screening

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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 ...
Cited by 8 - Related articles - View as HTML - All 28 versions

Identification and estimation of bidders' risk aversion in first-price auctions

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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' ...
Cited by 8 - Related articles - BL Direct - All 18 versions

[PDF] Nonlinear pricing in yellow pages

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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 ...
Cited by 7 - Related articles - View as HTML - All 7 versions

[PDF] Nonlinear pricing in yellow pages

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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 ...
Cited by 7 - Related articles - View as HTML - All 36 versions

Asymmetry in Procument Auctions: Some Evidence from Snow Removal Contracts

V Flambard… - 2001 - Citeseer
Abstract Differences across firms such as their distance to the contract to be performed may
introduce some asymmetries in procurement auctions as transport of equipment may
increase firms' costs. By considering the location of firms with respect to the location of the ...
Cited by 6 - Related articles - Cached - All 2 versions

Productive efficiency of French grain producers: a latent variable model

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M Ivaldi, I Perrigne… - Journal of productivity analysis, 1994 - Springer
In this article we propose to implement a covariance structure analysis to deal with the
estimation of a stochastic frontier production function on panel data and the measurement of
a time-varying technical efficiency. First, this method solves the potential problem of ...
Cited by 5 - Related articles - All 4 versions

[PDF] Econometrics of Incentive Regulation: Nonparametric Identification

[PDF] from stanford.edu
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 ...
Cited by 3 - Related articles - View as HTML - All 5 versions

[CITATION] Productivity, Incentives, and Competition in Chinese Township and Village Enterprises

JB Nugent, I Perrigne… - 1996 - … d'économie et sociologie rurales de …
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Nonidentification of Insurance Models with Probability of Accidents

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 ...
Cited by 3 - Related articles - Cached - All 3 versions

Fostering Participation in Competitive Procurement

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GL Albano, N Dimitri, I Perrigne… - 2006 - papers.ssrn.com
Abstract: A seminal result in the theory of competitive bidding holds that the buyer can lower
the expected awarding price of a procurement contract by setting a reserve price below her
opportunity cost for realizing the project. In this paper, we first provide a non-technical ...
Cited by 2 - Related articles - All 3 versions

[PDF] Politics and Regulation: The Case of Public Transit

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I Perrigne… - Unpublished Manuscript, Pennsylvania State …, 2004 - stanford.edu
Abstract Political economy has long acknowledged the role played by politics in policy
decisions. The purpose of this paper is to analyze the impact of politics on regulatory
contracts in public transportation. Public transportation is regulated at the municipality ...
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Competition, Incentives, and Productivity in Chinese Township and Village Enterprises

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JB Nugent, IM Perrigne… - Pacific Economic Review, 1999 - Wiley Online Library
Page 1. {Journals}per/4-2/n169/n169.3d Pacific Economic Review, 4: 2 (1999) pp.
91±114 COMPETITION, INCENTIVES, AND PRODUCTIVITY IN CHINESE
TOWNSHIP AND VILLAGE ENTERPRISES JEFFREY B. NUGENT ...
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[PDF] Structural estimation ofthe affiliated private value auction nlodel

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I Perrigne - RAND Journal of Economics, 2002 - econ.la.psu.edu
We consider the structural estimation of the affiliated private value (APV) model in first.: p~
ice sealed-bid auctions. The model allows for bidders' individual efficiencies and opportunity
costs, while permitting dependence among bidders' private values through affiliation. We ...
Cited by 1 - Related articles - View as HTML - All 2 versions

[PDF] WORKING PAPERS IN ECONOMICS & ECONOMETRICS Nonidentification of Insurance Models with Probability of Accidents

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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 ...
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Asymmetry in First-Price Auctions with Affiliated Private Values

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. ...
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Royal Economic Society

O Bandiera, I Rasul, AS Kessler… - The Economic …, 2006 - res.org.uk
We present evidence on how farmers' decisions to adopt a new crop relate to the adoption
choices of their network of family and friends. We find the relationship to be inverse-U
shaped, suggesting social effects are positive when there are few adopters in the network, ...
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[CITATION] Studies in Estimation and Testing

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C Hsiao… - Journal of Econometrics, 2001 - econpapers.repec.org
... EconPapers has moved to http://EconPapers.repec.org! Please update your bookmarks. Studies
in Estimation and Testing. Cheng Hsiao and Isabelle Perrigne. Journal of Econometrics, 2001,
vol. 103, issue 1-2, pages 1-4. Date: 2001 Track citations by RSS feed. ...
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Royal Economic Society

V Flambard… - The Economic Journal, 2006 - res.org.uk
Differences in cost efficiency and productivity across firms may introduce asymmetries in
procurement auctions. Relying on a structural approach, this article investigates potential
asymmetry among firms bidding for snow removal contracts in Montréal. The empirical ...
Cached - Get it from MIT Libraries - All 2 versions

Harry J. Paarsch and Han Hong, An Introduction to the Structural Econometrics of Auction Data (The MIT Press 2006)

Full text - MIT Libraries
I Perrigne - Journal of Applied Econometrics, 2010 - Wiley Online Library
Auctions are widely used by private and public institutions to sell or buy a wide variety of
goods in agriculture (vegetables, tea, fish, livestock, wine, flowers, tobacco), natural
resources (gas lease, timber), utilities (electricity, spectrum waves), financial securities ( ...
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[PDF] WORKING PAPERS IN ECONOMICS & ECONOMETRICS Identification of Insurance Models with Multidimensional Screening

[PDF] from anu.edu.au
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 ...
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On the identification of the procurement model

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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 ...
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[CITATION] Frontière de production et données de panel: applications aux exploitations céréalières

I Perrigne - Cahiers d'économie et sociologie rurales, 1995 - cat.inist.fr
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