WORKING PAPERS

Joint Analysis of the Discount Factor and Payoff Parameters in Dynamic Discrete Choice Games, (with F. Sanches, D. Silva Jr and S. Srisuma), February 2016, under review

Simultaneous First-Price Auctions with Preferences over Combinations: Identification, Estimation and Application, (with M. Gentry and P. Schiraldi), January 2016

On Monotone Strategy Equilibria in Simultaneous Auctions for Complementary Goods, (with M. Gentry, P. Schiraldi and W. Shin), December 2015, which replaces the previous version here, under review

Identification, Data Combination and the Risk of Disclosure (with D. Nekipelov and E. Yakovlev), April 2015 version, R&R, Quantitative Economics

Nonparametric Estimation of Private Value Densities in Ascending Auctions and Generalized Competing Risks Model, (with O.Linton and S. Srisuma)

PUBLICATIONS

Extremum Sieve Estimation in k-out-of-n Systems, forthcoming in Communications in Statistics – Theory and Methods

Binary Choice Models with Discrete Regressors: Identification and Misspecification, Journal of Econometrics, Vol. 177, Issue 1, 2013, pp. 14-33.

A new approach to identifying generalized competing risks models with application to second-price auctions, Quantitative Economics, Vol. 4, Issue 2, 2013, pp. 269-328. This paper previously circulated under the title “Nonparametric Identification in Asymmetric Second-Price Auctions: A New Approach.”

Partial Identification in Asymmetric Auctions in the Absence of Independence, Econometrics Journal, Vol. 16, Issue 1, 2013, pp. 60-92.

Quantlie Uncorrelation and Instrumental Regressions, with T. Severini and E. Tamer, Journal of Econometric Methods, Vol. 1, Issue 1, 2012, pp. 2-14.

CHAPTERS

Estimation of Treatment Effects from Combined Data: Identification versus Data Security (with D. Nekipelov and E. Yakovlev), in Economic Analysis of the Digital Economy, ed. by A. Goldfarb, S. Greenstein, and C.Tucker, Chicago: The University of Chicago Press, 2015.

EC443 Econometrics for MRes Students
EC309 Econometric Theory