Piecewise Pseudo-Maximum Likelihood Estimation for Risk Aversion Case in First-Price Sealed-Bid Auction
Year of publication: |
2011
|
---|---|
Authors: | An, Xin ; Liu, Shulin ; Xu, Shuo |
Published in: |
Computational Economics. - Society for Computational Economics - SCE, ISSN 0927-7099. - Vol. 38.2011, 4, p. 439-463
|
Publisher: |
Society for Computational Economics - SCE |
Subject: | Risk aversion | Piecewise Pseudo-Maximum Likelihood Estimation (PPMLE) | Goodness of fit | Monte Carlo simulation | Pareto distribution |
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