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Record W7096968556

PRELIMINARY DRAFT

2007· article· en· W7096968556 on OpenAlexaboutno aff

Bibliographic record

Venuenot available
Typearticle
Languageen
FieldDecision Sciences
TopicAuction Theory and Applications
Canadian institutionsnot available
Fundersnot available
KeywordsCommon value auctionTreasuryValuation (finance)Private information retrievalValue (mathematics)Call for bidsBidding
DOInot available

Abstract

fetched live from OpenAlex

We develop a test for common values in auctions in which some bidders possess information about rivals ’ bids. Information about rival’s bids causes a bidder to bid differently when she has a private value than when there is a common valuation component or her value depends on rivals ’ information. In a divisible good setting, such as treasury bill auctions, bidders who obtain information about rivals ’ bids in the private values model use this information only to update their prior about the distribution of the residual supplies. In the model with a common value component, they also update their prior about the valuation itself. We use this different updating effect to construct our test. The proposed test displays quite a good performance in our Monte Carlo studies. We apply it to data from Canadian treasury bill market, where some bidders have to route their bids through dealers who also submit bids on their own. We cannot reject the null hypothesis of private values in our data.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.005
metaresearch head score (Gemma)0.039
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesInsufficient payload (model declined to judge)
Consensus categoriesInsufficient payload (model declined to judge)
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Not applicable · Consensus signal: Not applicable
GenreCandidate signal: Other · Consensus signal: Other
Teacher disagreement score0.489
Threshold uncertainty score0.697

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0050.039
Meta-epidemiology (narrow)0.0010.001
Meta-epidemiology (broad)0.0010.001
Bibliometrics0.0020.003
Science and technology studies0.0020.001
Scholarly communication0.0060.004
Open science0.0020.002
Research integrity0.0030.003
Insufficient payload (model declined to judge)0.5110.268

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.102
GPT teacher head0.431
Teacher spread0.329 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; the direct Gemma label and the distilled Codex classifier agree on what is shown here.

Study designNot applicable
Domainnot available
GenreOther

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations0
Published2007
Admission routes1
Has abstractyes

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