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- Dominic Coey, Bradley R. Larsen, +12 authors Dan Quint
- 2014

We introduce a simple and robust approach to address two key questions in empirical auction analysis: discriminating between models of entry and quantifying the revenue gains from improving auction design. The approach builds on Bulow and Klemperer (1996), connecting their theoretical results to empirical analysis. It applies in a broad range of information… (More)

We introduce and analyze three definitions of equilibrium for finite extensive games with imperfect information and ambiguity averse players. In a setting where players’ preferences are represented by maxmin expected utility, as characterized in Gilboa and Schmeidler (1989), our definitions capture the intuition that players may consider the possibility of… (More)

- Isabelle Perrigne, Quang Hong Vuong, +8 authors Rosa L. Matzkin
- 2007

This paper analyzes nonlinear pricing in yellow page advertising. First, we develop a model that incorporates some features of the industry such as a minimal advertisement size offered to all businesses. The model structure is then defined by the distribution of businesses’ types, the inverse demand function and the publisher’s cost function. Under the… (More)

We study the identification of an insurance model with multidimensional screening, where insurees are characterized by risk and risk aversion. The model is solved using the concept of certainty equivalence under constant absolute risk aversion and an unspecified joint distriubtion of risk and risk aversion. The paper then analyzes how data availability… (More)

- Gaurab Aryal, Ronald Stauber
- ArXiv
- 2014

Kuhn’s Theorem shows that extensive games with perfect recall can equivalently be analyzed using mixed or behavioral strategies, as long as players are expected utility maximizers. This note constructs an example that illustrates the limits of Kuhn’s Theorem in an environment with ambiguity averse players who use a maxmin decision rule and full Bayesian… (More)

- NONLINEAR PRICING, Gaurab Aryal, Gaurab Aryal
- 2014

In this paper I estimate unobserved consumer heterogeneity when the data contains information only about the demand/sales and prices from a single market, so that the canonical method to estimate demand is infeasible. In the market that I consider two sellers sell differentiated products by nonlinear prices, and I use competitive principal-agent model to… (More)

- Yuanyuan Wan, Haiqing Xu, +5 authors Xun Tang
- 2010

This paper studies the identification and estimation of a semiparametric binary decision game of incomplete information. We make no parametric assumptions on the joint distribution of private signals and allow them to be correlated. Focusing on Monotone Strategy Bayesian Equilibrium, we show that the equilibrium strategies can be represented by a binary… (More)

- Gaurab Aryal, Maria F. Gabrielli, Gaurab Aryal, MARIA F. GABRIELLI
- 2012

We propose a method to nonparametriclly estimate the revenue under a auction that is efficient and resilient to collusion [Chen and Micali, 2012]. Efficiency is achieved on account of a lower revenue and we propose a method to quantify this efficiency-revenue trade-off, i.e. the extra cost for which efficient allocation can be guaranteed even when bidders… (More)

- Margarita Pivovarova, Gaurab Aryal
- 2012

The extensive coverage of household surveys in conflict regions in recent decades has fueled a growing literature on the microeconomic effects of war. Most researchers identify these effects using econometric methods, with difference-indifferences – which exploits variation across birth cohorts and war intensity – being the most popular. This paper… (More)

- Margarita Pivovarova, Eik Leong Swee, Gaurab Aryal
- 2012

The extensive coverage of household surveys in conflict regions in recent decades has fueled a growing literature on the microeconomic effects of war. Most researchers identify these effects using econometric methods, with difference-indifferences – which exploits variation across birth cohorts and war intensity – being the most popular. This paper… (More)