
| Pengarang | : | Djiwandono Soedjati .J |
| Nama Majalah/Jurnal | : | Analisa |
| Volume / Edisi | : | III-10, OKTOBER (No. 10) |
| Halaman | : | 13-18 |
| Abstrak | : | - |
| Pengarang | : | - |
| Nama Majalah/Jurnal | : | Analisa |
| Volume / Edisi | : | III-10, OKTOBER (No. 10) |
| Halaman | : | 9-12 |
| Abstrak | : | - |
| Pengarang | : | - |
| Nama Majalah/Jurnal | : | Analisa |
| Volume / Edisi | : | III-10, OKTOBER (No. 10) |
| Halaman | : | 3-8 |
| Abstrak | : | - |
| Pengarang | : | - |
| Nama Majalah/Jurnal | : | Analisa |
| Volume / Edisi | : | III-9, SEPTEMBER (No. 9) |
| Halaman | : | 21-24 |
| Abstrak | : | - |
| Pengarang | : | - |
| Nama Majalah/Jurnal | : | Analisa |
| Volume / Edisi | : | III-9, SEPTEMBER (No. 9) |
| Halaman | : | 13-20 |
| Abstrak | : | - |
| Pengarang | : | - |
| Nama Majalah/Jurnal | : | Journal of Business and Economic Statistics |
| Volume / Edisi | : | 36 (No. 1) |
| Halaman | : | 173-181 |
| Abstrak | : | This article considers nonparametric estimation of first-price auction models under the monotonicity striction on the bidding strategy. Based on an integrated-quantile representation of the first-order condition we propose a tuning-parameter-free estimator for the valuation quantile function. We establish its cube root-n consistency and asymptotic distribution under weaker smoothness assumptions than those typic. assumed in the empirical literature. If the latter are true, we also provide a trimming-free smoothed esti tor and show that it is asymptotically normal and achieves the optimal rate of Guerre, Perrigne, and Vuong (2000). We illustrate our method using Monte Carlo simulations and an empirical study of the Califor highway procurement auctions. Supplementary materials for this article are available online. |
| Pengarang | : | - |
| Nama Majalah/Jurnal | : | Journal of Business and Economic Statistics |
| Volume / Edisi | : | 36 (No. 1) |
| Halaman | : | 173-181 |
| Abstrak | : | This article considers nonparametric estimation of first-price auction models under the monotonicity striction on the bidding strategy. Based on an integrated-quantile representation of the first-order condition we propose a tuning-parameter-free estimator for the valuation quantile function. We establish its cube root-n consistency and asymptotic distribution under weaker smoothness assumptions than those typic. assumed in the empirical literature. If the latter are true, we also provide a trimming-free smoothed esti tor and show that it is asymptotically normal and achieves the optimal rate of Guerre, Perrigne, and Vuong (2000). We illustrate our method using Monte Carlo simulations and an empirical study of the Califor highway procurement auctions. Supplementary materials for this article are available online. |
| Pengarang | : | - |
| Nama Majalah/Jurnal | : | Journal of Business and Economic Statistics |
| Volume / Edisi | : | 36 (No. 1) |
| Halaman | : | 173-181 |
| Abstrak | : | This article considers nonparametric estimation of first-price auction models under the monotonicity striction on the bidding strategy. Based on an integrated-quantile representation of the first-order condition we propose a tuning-parameter-free estimator for the valuation quantile function. We establish its cube root-n consistency and asymptotic distribution under weaker smoothness assumptions than those typic. assumed in the empirical literature. If the latter are true, we also provide a trimming-free smoothed esti tor and show that it is asymptotically normal and achieves the optimal rate of Guerre, Perrigne, and Vuong (2000). We illustrate our method using Monte Carlo simulations and an empirical study of the Califor highway procurement auctions. Supplementary materials for this article are available online. |
| Pengarang | : | Chin-Teng Lin,Derong Liu,Greenwood, Garry,Lucas, Simon,Zhang, Zhengyou |
| Nama Majalah/Jurnal | : | Journal of Business and Economic Statistics |
| Volume / Edisi | : | 36 (No. 1) |
| Halaman | : | 160-172 |
| Abstrak | : | This study considers semiparametric spatial autoregressive models that allow for endogenous regressors, as well as the heterogenous effects of these regressors across spatial units. For the model estimation, we propose a semiparametric series generalized method of moments estimator. We establish that the proposed estimator is both consistent and asymptotically normal. As an empirical illustration, we apply the proposed model and method to Tokyo crime data to estimate how the existence of a neighborhood police substation (NPS) affects the household burglary rate. The results indicate that the presence of an NPS helps reduce household burglaries, and that the effects of some variables are heterogenous with respect to residential distribution patterns. Furthermore, we show that using a model that does not adjust for the endogeneity of NPS does not allow us to observe the significant relationship between NPS and the household burglary rate. Supplementary materials for this article are available online. |
| Pengarang | : | - |
| Nama Majalah/Jurnal | : | Analisa |
| Volume / Edisi | : | III-9, SEPTEMBER (No. 9) |
| Halaman | : | 3-12 |
| Abstrak | : | - |