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Exact reference prior and posterior are obtained and their properties examined for two nonregular models: a structural low-price, sealed-bid auction model and a job-searc[...]

A firm buys data from consumers to learn about some uncertain state of the world. There are data externalities, whereby data of some consumers reveal information about ot[...]

We study the identification and estimation of first-price auctions with independent private values if bidders face ambiguity about the valuation distribution and have max[...]

This paper shows point-identification in first-price auctions with risk aversion and unobserved auction heterogeneity, by exploiting multiple bids per auction and variati[...]

Laboratory experiments find consistently that bidding in first-price auctions tends to be more aggressive than predicted by the risk-neutral Bayesian Nash Equilibrium (RN[...]

Matlab and Stata code for replication of "Crisis Management in Canada: Analyzing Default Risk and Liquidity Demand during Financial Stress." Data was provided under an N[...]

Using a rich sample of Canadian government securities auctions, we estimate the structural parameters of a share-auction model accounting for asymmetries across bidders. [...]