Philippe Fevrier, "Nonparametric Identification and Estimation of a 
Class of Common Value Auction Models", Journal of Applied Econometrics, 
Vol. 23, No. 7, 2008, pp. 949-964.

There is one program file, which is a Mathematica notebook. It is called 
pf-program.nb, and it is zipped in the file pf-program.zip. The program 
allows the user to reproduce the Monte Carlo simulations of the paper. 
It Mathematica 5.2.

The simulated data contains the values of the good, the signals, and the 
bids for 500 auctions and 3 bidders. The corresponding tables are 
denoted V, S, and B. The number of replications is 400.

Annotations in the program allow the user to understand the 
correspondence between the functions in the program and the functions 
defined in the paper.