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Given a sample of bids from independent auctions, this paper examines the question of inference on auction fundamentals (e.g.
Correlated equilibrium as an expression of bayesian rationality
R. J. Aumann · 1987
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An empirical study of an auction with asymmetric information
K. Hendricks and R. H. Porter · 1988
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Optimal nonparametric estimation of first-price auctions
E. Guerre, I. Perrigne, and Q. Vuong · 2000
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Structural estimation of the affiliated private value auction model
T. Li, I. Perrigne, and Q. Vuong · 2002
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Nonparametric applications of bayesian inference
G. Chamberlain and G. W. Imbens · 2003
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Inference with an incomplete model of english auctions
P. A. Haile and E. Tamer · 2003
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5. Statistical Inference , pages 155–252
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Robust predictions in games with incomplete information
D. Bergemann and S. Morris · 2013
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Robust data-driven efficiency guarantees in auctions
D. Hoy, D. Nekipelov, and V. Syrgkanis · 2015
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Bayes correlated equilibrium and the comparison of information structures in games
D. Bergemann and S. Morris · 2016
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Bayesian inference in a class of partially identified models
B. Kline and E. Tamer · 2016
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Estimation of discrete games with weak assumptions on information
L. Magnolfi and C. Roncoroni · 2016
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First-price auctions with general information structures: Implications for bidding and revenue
D. Bergemann, B. Brooks, and S. Morris · 2017
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Composable and efficient mechanisms
V. Syrgkanis and E. Tardos · 2029
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