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Working Papers
Nonparametric identification of auction models
with nonseparable unobserved heterogeneity
(with David
McAdams and Matthew
Shum). Working Paper #553, Department of Economics, Johns Hopkins
University. Submitted
Identifying
dynamic games with serially-correlated unobservables
(with Matthew Shum).
Working Paper #546, Department of Economics, Johns Hopkins
University; Comments
welcome.
Nonparametric identification of dynamic models with
unobserved state variables and Supplementary
material (with Matthew
Shum), Working Paper #543, Department of Economics, Johns Hopkins
University; Cemmap Working Paper CWP13/08. Revise
and resubmit at Econometrica.
Bounding the effect of a dichotomous regressor with arbitrary measurement errors (with P.
Deng), available at SSRN (Social Science Research Network), Revise and
resubmit at Economics Letters.
Estimating first-price auctions with unknown number of
bidders: a misclassification approach (with Yonghong An and Matthew
Shum), Working Paper #541, Department of Economics, Johns Hopkins
University. Revise
and resubmit at Journal of Econometrics.
Returns
to lying? Identifying the effects of misreporting when the truth is
unobserved (with Arthur Lewbel), Working Paper #540, Department of Economics,
Johns Hopkins University.
Submitted.
Estimation of nonlinear
models with mismeasured regressors
using marginal information (with Geert Ridder). Working
Paper, Department of Economics, Johns
Hopkins University.
Submitted.
Work in Progress
Estimating dynamic
models with unobserved state variables (with
Matthew Shum)
Why measurement
error models for self-reported data are well-posed (with Yonghong An)
Instrumental
variable estimation of nonlinear models with nonclassical
measurement error using control variates (with Jinyong
Hahn and Geert Ridder)
Structural
estimation of price clearinghouse models using online price data (with Yonghong An, Michael Baye,
John Morgan
and Matthew Shum)
Nonparametric
identification of the classical errors-in-variables model without side
information (with Susanne Schennach)
Semiparametric
sieve estimation of production functions (with Fabiano
Schivardi and Matthew Shum)
Publications
Identification and estimation of nonlinear models
using two samples with nonclassical measurement
errors (with Raymond
Carroll and Xiaohong Chen), Journal of
Nonparametric Statistics, forthcoming.
The fertility effect of catastrophe: U.S.
hurricane births (with Rick Evans and Zhong Zhao), Journal of Population Economics,
forthcoming.
Nonparametric identification and estimation of nonclassical errors-in-variables models without
additional information and Supplementary material (with Xiaohong
Chen and Arthur Lewbel),
Statistica
Sinica, forthcoming.
On deconvolution as a
first stage nonparametric estimator (with Geert Ridder), Econometric
Reviews, vol. 29, issue 4.
Nonparametric identification of regression models
containing a misclassified dichotomous regressor
without instruments (with Xiaohong
Chen and Arthur Lewbel),
Economics Letters, vol.
100 (2008), Issue 3, Pages 381-384
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, vol. 78 (2008), issue 12, pages 1473-1479.
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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