Estimation and comparison of treasury auction formats when bidders are asymmetric
- 1 September 2006
- journal article
- research article
- Published by Wiley in Journal of Applied Econometrics
- Vol. 21 (6) , 745-779
- https://doi.org/10.1002/jae.875
Abstract
No abstract availableAll Related Versions
This publication has 27 references indexed in Scilit:
- Identification of Standard Auction ModelsEconometrica, 2002
- Simulation-Based Method of Moments and EfficiencyJournal of Business & Economic Statistics, 2002
- Winner's Curse in Discriminatory Price Auctions: Evidence from Norwegian Treasury Bill AuctionsSSRN Electronic Journal, 2001
- Discriminatory versus uniform treasury auctions: Evidence from when-issued transactionsJournal of Financial Economics, 1996
- Identification, estimation, and testing in parametric empirical models of auctions within the independent private values paradigmEconometric Theory, 1996
- The Treasury's Experiment with Single-Price Auctions in the Mid-1970s: Winner's or Taxpayer's Curse?The Review of Economics and Statistics, 1994
- An empirical study of the Mexican Treasury bill auctionJournal of Financial Economics, 1993
- Revenue Equivalence and Bidding Behavior in a Multi-Unit Auction Market: An Empirical AnalysisThe Review of Economics and Statistics, 1993
- Piecewise Pseudo-Maximum Likelihood Estimation in Empirical Models of AuctionsInternational Economic Review, 1993
- Coordination in Split Award AuctionsThe Quarterly Journal of Economics, 1992