摘要翻译：
本文在独立私有价值框架下，针对非对称投标人提出了一种简洁灵活的半参数分位数回归规范。非对称性是使用父私有值分布的幂来参数化的，父私有值分布是由分位数回归规范生成的。正如Cantillon(2008)中所指出的，这涵盖并扩展了用于同质投标人之间有效共谋、联合投标和合并的模型。该规格可用于使用中标出价和获胜者的身份来估计升序拍卖。估计分为两个阶段。利用一个简单的最大似然过程，从获胜者的恒等式估计非对称参数。可以使用Gimenes(2017)的简单修改来估计父分位数回归规范。还考虑了规格测试程序。一个木材应用程序显示，较弱的竞标者比较强的竞标者赢得拍卖的机会少30%$。本文还发现，在非对称上升拍卖中，增加参与可能不如使用最优保留价格有益，这是BulowKlemperer(1996)在对称性下有效的结果所期望的。
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英文标题：
《Semiparametric Quantile Models for Ascending Auctions with Asymmetric
  Bidders》
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作者：
Jayeeta Bhattacharya, Nathalie Gimenes, Emmanuel Guerre
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最新提交年份：
2020
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分类信息：

一级分类：Economics        经济学
二级分类：Econometrics        计量经济学
分类描述：Econometric Theory, Micro-Econometrics, Macro-Econometrics, Empirical Content of Economic Relations discovered via New Methods, Methodological Aspects of the Application of Statistical Inference to Economic Data.
计量经济学理论，微观计量经济学，宏观计量经济学，通过新方法发现的经济关系的实证内容，统计推论应用于经济数据的方法论方面。
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英文摘要：
  The paper proposes a parsimonious and flexible semiparametric quantile regression specification for asymmetric bidders within the independent private value framework. Asymmetry is parameterized using powers of a parent private value distribution, which is generated by a quantile regression specification. As noted in Cantillon (2008) , this covers and extends models used for efficient collusion, joint bidding and mergers among homogeneous bidders. The specification can be estimated for ascending auctions using the winning bids and the winner's identity. The estimation is in two stage. The asymmetry parameters are estimated from the winner's identity using a simple maximum likelihood procedure. The parent quantile regression specification can be estimated using simple modifications of Gimenes (2017). Specification testing procedures are also considered. A timber application reveals that weaker bidders have $30\%$ less chances to win the auction than stronger ones. It is also found that increasing participation in an asymmetric ascending auction may not be as beneficial as using an optimal reserve price as would have been expected from a result of BulowKlemperer (1996) valid under symmetry.
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PDF链接：
https://arxiv.org/pdf/1911.13063