Department Of Economics
London School of Economics
London, WC2A 2AE
t.komarova (at) lse.ac.uk
Tatiana V. Komarova
Assistant Professor (Lecturer) of Economics
Fields of Specialization
Econometric Theory, Applied Econometrics
The signaling role of auditing and the cost of debt capital in privately held firms: theory and evidence
(with S. Sundgren), February 2019
Preferences and Performance in Simultaneous First-Price Auctions:
A Structural Analysis, (with M. Gentry and P. Schiraldi), November 2018, R&R Review of Economic Studies
On Monotone Strategy Equilibria in Simultaneous Auctions
for Complementary Goods, (with M. Gentry, P. Schiraldi and W. Shin), July 2018, under review
Nonparametric Estimation of Private Value Densities in Ascending Auctions and Generalized Competing Risks Model, (with O.Linton and S. Srisuma)
WORK IN PROGRESS
Testing nonparametric shape restrictions (with J. Hidalgo)
Ex-ante and Ex-post Subcontracting in Highway Procurement Markets
(with J. Balat and E. Krasnokutskaya)
Joint Analysis of the Discount Factor and Payoff Parameters in Dynamic Discrete Choice Games,
(with F. Sanches, D. Silva Jr and S. Srisuma), Quantitative Economics, Vol. 9, Issue 3, 2018, pp. 1153-1194.
Identification, Data Combination
and the Risk of Disclosure (with D. Nekipelov and E. Yakovlev), Quantitative Economics, Vol. 9, Issue 1, 2018, pp. 395-440.
K-Anonymity: A Note on the Trade-Off between Data Utility and Data Security,
(with D. Nekipelov, A.Al Rafi, and E. Yakovlev), Applied Econometrics, Vol. 48, 2017, 44-62
Extremum Sieve Estimation in k-out-of-n Systems,
Communications in Statistics – Theory and Methods, Vol. 46 , Issue 10, 2017, pp. 4915-4931.
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.
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.
TEACHING in 2017/2018
EC485 Further Topics in Econometrics
EC443 Econometrics for MRes
EC309 Econometric Theory