摘要
为了仅依据可观测的招标成交价数据开展招标机制设计的经验研究,本文以公共服务招标为例,借助极小值序统计量的极限分布定理提出了一种推断投标人成本供给特征的三阶段参数估计方法,并通过Monte Carlo实验对公共服务招标的最优保留价设定进行模拟分析.本文研究发现:在买方市场,招标人应采取低保留价策略,以较低的招标效率损失来增加期望收益;随着标的异质性增加,招标人应适当提高保留价;当市场进入的成本壁垒较高时,应采取高保留价策略.本文不仅为我国招标领域应用研究的开展提供了可行的建模工具,也为优化公共服务招标效率提供了经验证据.
In order to carry out empirical research on the bidding mechanism design based only on observable bidding transaction price data,we takes the public service bidding as an example,and proposes a three-stage parameter estimation method based on the limiting distribution theorem of minimal order statistics to infer the bidder's cost distribution,and to simulate the optimal reserve price setting with MC experiments.Conclusions:In the buyer’s market,the tenderer should adopt a low reserve price to increase the expected return with a lower efficiency loss;When the heterogeneity of the target increases,the reserve price should be appropriately increased;When the market has high barriers to entry,a high reserve price should be adopted.This paper not only provides a feasible modeling tool,but also provides useful empirical evidence.
作者
杜阳
白仲林
DU Yang;BAI Zhong-lin(School of Business,East China University of Political Science and Law,Shanghai 201620,China;School of Statistics.Tianjin University of Finance and Economics,Tianjin 300222.China)
出处
《数理统计与管理》
CSSCI
北大核心
2021年第6期1006-1018,共13页
Journal of Applied Statistics and Management
基金
华东政法大学科学研究项目(20HZK005).
关键词
招标机制设计
贝叶斯纳什均衡
WEIBULL分布
极大似然估计
最优保留价
bidding inechanisin design
Bayesian Nash equilibrium
Weibull distribution
maximum likelihood estimation
optimal reserve price