A consistent nonparametric test of affiliation in auction models

作者：Jun Sung Jae^*; Pinkse Joris; Wan Yuanyuan

来源：Journal of Econometrics, 2010, 159(1): 46-54.

DOI：10.1016/j.jeconom.2010.04.006

• Auction models
• Affiliation
• Empirical distributions
• Nonparametric tests

We propose a new nonparametric test of affiliation, a strong form of positive dependence with independence as a special, knife-edge, case. The test is consistent against all departures from the null of affiliation, and its null distribution is standard normal. Like most nonparametric tests, a sample-size dependent input parameter is needed. We provide an informal procedure for choosing the input parameter and evaluate the test's performance using a simulation study. Our test can be used to test the fundamental assumptions of the auctions literature. We implement our test empirically using the Outer Continental Shelf (OCS) auction data.

• 出版日期2010-11