(far from complete but a good way to start) - Reading List 


AUCTIONS WITH PRIVATE VALUES

Laffont, J.J. (1997): Game Theory and Empirical Economics: The Case of Auction Data,"  European Economic Review, 41, 1-35.

Haile, P. and Tamer, E. Inference with an Incomplete Model of English Auctions, Journal of Political Economy, 111:1, 1-51. 

Haile, P. (2000): Auctions with Resale Markets: An Application to U.S. Forest Service Timber Sales," American Economic Review, 91(3), 399-427.



AUCTIONS WITH COMMON OR AFFILIATED VALUES

Porter, R. (1995): The Role of Information in U.S. Off-shore Oil and Gas Lease Auctions," Econometrica, 63, 1-28.

Hendricks, K., Pinkse, J. and Porter, R. Empirical Implications of Equilibrium Bidding in First 
Price Common Value Auctions, Review of Economic Studies 70-1, 242, pp. 115-146. 

Bajari, P. and A. Hortacsu, Winners Curse, Reserve Prices, and Endogenous Entry: Empirical Insights from Ebay Auctions, RAND Journal of Economics, Summer 2003. 


More references

Ashenfelter, O. 1989. How auctions work for wine and art, Journal of Economic Perspectives, 3, pp.23-36.

Athey, S. and J. Levin, Information and Competition in U.S. Forest Service Timber Auctions, Journal of Political Economy, 109 (2), April 2001: 375-417. 

Bajari, P. and L. Ye, Deciding Between Competition and Collusion, Review of Economics and Statistics, November 2003. 

Donald, S.G. and H. Paarsch, 1993. Piecewise Pseudo-Maximum Likelihood Estimation in Empirical Models of Auctions, International Economic Review, Vol. 34, No. 1. pp. 121-148.

Elyakime, B. J.-J. Laffont, P. Loisel and Q. Vuong, 1994.  Frst Price Sealed Bid Auctions with secret reservation prices, Annales DEconomie et de Statistique, 34, pp.115-41.

Guerre, E., I. Perrigne, and Q. Vuong, Optimal Nonparametric Estimation of First-Price Auctions, Econometrica 68 (3), May 2000, 525-74. 

Hendricks and Paarsch, 1995. Empirical Tests of Strategic Behavior: A Survey of Recent Empirical Work concerning Auctions, The Canadian Journal of Economics, Vol. 28, No. 2. (May, 1995), pp. 403-426.

Hendricks and Porter, 1988. An empirical study of an auction with asymmetric information, American Economic Review, 78, pp.865-83.

Hendricks, Porter and Wilson, 1994. Auctions for oil and gas leases with an informed bidder and a random reservation price, Econometrica, 62, pp.1415-44.

Hong, H. and Shum,M. Increasing Competition and the Winner's Curse: Evidence from Procurement, Review of Economic Studies, 69 (4), pp 871-898. 

 Hortacsu, A. Mechanism Choice and Strategic Bidding in Divisible Good Auctions: An Empirical Analysis of the Turkish Treasury Auction Market, Working Paper, University of Chicago. 

 Hortacsu, A. Bidding Behavior in Divisible Good Auctions: Theory and Evidence from the Turkish Treasury Auction Market, University of Chicago Working Paper. 

Laffont, Ossards and Vuong, 1991. Econometrics of First Price auctions., Econometrica 1995.

 Li, T., I. Perrigne and Q. Vuong, Conditionally Independent Private Information in OCS Wildcat Auctions, Journal of Econometrics 98 (1), September 2000, 129-61. 

 Paarsch, H.J. (1992) Deciding Between the Common and Private Values Paradigms 
 in Empirical Models of Auctions, Journal of Econometrics 51(1-2):191-216. 

 Pesendorfer, M. and M. Jofre-Benet, Bidding Behavior in a Repeated Procurement Auction, Mimeo, Yale, 2000. 

Porter, R. 1995. The role of information in U.S. offshore oil and gas lease auctions, Econometrica, 63, pp.1-27.

Porter, R. and D. Zona, 1993. Detection of Bid Rigging in procurement auctions, Journal of Political Economy, 101, pp.518-538.

Porter, R. and D. Zona, 1999. Ohio School Milk Markets: Ana analysis of bidding, Rand Journal of Economics.