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Working Papers
Nonparametric
identification of dynamic models with unobserved state variables (with Matthew Shum), Working Paper
#543, Department of Economics, Johns
Hopkins University.
Identification and estimation of nonlinear models
using two samples with nonclassical measurement
errors (with Raymond
Carroll and Xiaohong Chen); An old version: Cowles Foundation
Discussion Paper no. 1590; revised and
resubmitted to Journal of the American Statistical Association.
On deconvolution as a
first stage nonparametric estimator (with Geert Ridder), revised
and resubmitted to Econometric Reviews.
The fertility effect of catastrophe (with Rick Evans and Zhong Zhao), IZA Discussion Paper no. 2975. (the
Institute for the Study of Labor), revised
and resubmitted to Journal of Population Economics.
Estimating
first-price auctions with unknown number of bidders: a misclassification
approach (with Matthew
Shum), Working Paper #541, Department of Economics, Johns Hopkins
University. Submitted.
Identifying
the returns to lying when the truth is unobserved (with Arthur Lewbel),
Working Paper #540, Department of Economics, Johns Hopkins
University. Submitted.
Bounding the effect of a dichotomous regressor with arbitrary measurement errors (with P.
Deng), available at SSRN (Social Science Research Network), Submitted.
Nonparametric identification
of the classical errors-in-variables model without side information (with
Susanne Schennach
and Arthur Lewbel),
Cemmap Working Paper CWP14/07. Submitted.
Estimation of nonlinear
models with mismeasured regressors
using marginal information (with Geert Ridder), Submitted.
Work in Progress
Instrumental
variable estimation of nonlinear models with nonclassical
measurement error using control variates (with Jinyong
Hahn and Geert Ridder)
Nonparametric
estimation of auction models with unobserved heterogeneity: a general
approach (with David McAdams and Matthew Shum)
Structural estimation
of price clearinghouse models using online price data (with Michael Baye,
John Morgan
and Matthew Shum)
Estimation of treatment effects on the
treated by combining a randomized sample (with Geert
Ridder
and Zhong Zhao)
Publications
Nonparametric identification and estimation of nonclassical errors-in-variables models without
additional information (with Xiaohong
Chen and Arthur Lewbel),
Statistica
Sinica, forthcoming.
A note on the closed-form identification of
regression models with a mismeasured binary regressor (with Xiaohong
Chen and Arthur Lewbel),
Statistics and Probability Letters,
forthcoming.
Nonparametric identification of regression models
containing a misclassified dichotomous regressor without
instruments (with Xiaohong Chen and Arthur Lewbel),
Economics Letters,
forthcoming.
Identification and estimation of nonlinear
models with misclassification error using instrumental variables: a general
solution, Journal
of Econometrics, vol. 144 (2008), issue 1, pages 27-61.
Instrumental
variable treatment of nonclassical measurement
error models and Supplementary material (with
Susanne Schennach),
Econometrica,
vol. 76, No. 1 (2008), pages 195–216.
Bounding parameters in a linear regression
model with a mismeasured regressor
using additional information, Journal
of Econometrics, vol.
133 (2006), issue 1,
pages 51-70.
Is
area yield insurance competitive with farm yield insurance? (with Barry Barnett,
Roy Black, and Jerry Skees)
Journal of
Agricultural and Resource Economics, vol. 30 (2005), no. 2, pages
285-301.
Cooperatives and
capital markets: the case of Minnesota-Dakota sugar beet cooperatives,
(with Roy Black and Barry Barnett)
American Journal of Agricultural
Economics, vol. 81 (1999), no. 5, proceedings issue, pages 1240-1246.
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