A consistent nonparametric test of affiliation in auction models

A-Tier
Journal: Journal of Econometrics
Year: 2010
Volume: 159
Issue: 1
Pages: 46-54

Score contribution per author:

1.341 = (α=2.01 / 3 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

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.

Technical Details

RePEc Handle
repec:eee:econom:v:159:y:2010:i:1:p:46-54
Journal Field
Econometrics
Author Count
3
Added to Database
2026-01-25