machine learning, high-dimensional models, support vector machines
Joint Analysis of the Discount Factor and Payoff Parameters in Dynamic Discrete Choice Games,
(with F. Sanches, D. Silva Jr and S. Srisuma), August 2017, conditionally accepted to Quantitative Economics
On Monotone Strategy Equilibria in Simultaneous Auctions
for Complementary Goods, (with M. Gentry, P. Schiraldi and W. Shin), September 2017
Preferences and Performance in Simultaneous First-Price Auctions:
A Structural Analysis, (with M. Gentry and P. Schiraldi), October 2016
Nonparametric Estimation of Private Value Densities in Ascending Auctions and Generalized Competing Risks Model, (with O.Linton and S. Srisuma)
WORK IN PROGRESS
Ex-ante and Ex-post Subcontracting in Highway Procurement Markets
(with J. Balat and E. Krasnokutskaya)
K-Anonymity: A Note on the Trade-Off between Data Utility and Data Security,
(with D. Nekipelov, A.Al Rafi, and E. Yakovlev), August 2017, forthcoming in Aplied Econometrics, Vol. 48
Identification, Data Combination
and the Risk of Disclosure (with D. Nekipelov and E. Yakovlev), forthcoming in Quantitative Economics
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