Nonparametric Panel Estimation of Online Auction Price Processes

  • Yu Yvette Zhang, Jingping Gu, Qi Li
  • Published 2010


In this study we examine the price process of eBay online auctions. We pool sparse and unevenly-spaced bidding histories of individual auctions, resulting in an unbalanced panel of bids. Since the price processes of online auctions are monotonically increasing within individual auctions and exhibit a substantial degree of heterogeneity, we propose a… (More)


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