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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 distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.002
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation 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: Theoretical or conceptual · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: none
Teacher disagreement score0.830
Threshold uncertainty score0.996

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0020.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.000
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0040.005

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; both teacher heads agree on what is shown here.

Study designTheoretical or conceptual
Domainnot available
GenreEmpirical

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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