Pré-publication, Document de travail: Auctions rarely take place in isolation. Often, many heterogeneous lots are auctioned simultaneously, and auctions are repeated as new lots become available. In this paper I develop an empirical model of bidding in repeated rounds of simultaneous first-price auctions. Incorrectly modelling bidders as myopic or as having additive preferences over lots can lead to inaccurate counterfactuals and welfare conclusions. I prove non-parametric identification of primitives in this model, and introduce a computationally feasible procedure to estimate this type of game. I then apply my model to data on Michigan Department of Transportation highway procurement auctions. I investigate the extent of cost-synergies across lots and use counterfactual simulations to compare equilibrium efficiency when contracts are auctioned sequentially rather than simultaneously.