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Working Papers
Well-posedness of measurement error models for
self-reported data (with Yonghong An).
Working Paper #556, Department of Economics, Johns Hopkins University; Cemmap
Working Paper CWP35/09. Submitted.
Nonparametric identification of auction models
with nonseparable unobserved heterogeneity (with David
McAdams and Matthew
Shum). Working Paper #553, Department of Economics, Johns Hopkins
University.
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 Supplemental material
(with Matthew Shum),
Working Paper #543, Department of Economics, Johns Hopkins University; Cemmap
Working Paper CWP13/08. Revise and resubmit at Econometrica.
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 #554, Department of Economics, Johns Hopkins
University. Submitted.
Work in Progress
Identification and
estimation of U.S.
unemployment rates using misclassified survey data (with Shuaizhang
Feng)
Identification and
estimation of nonlinear dynamic panel data models with random effects (with Ji-Liang Shiu)
Estimating dynamic
models with unobserved state variables (with
Matthew Shum)
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)
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 and Rejoinder (with Raymond Carroll and Xiaohong Chen), Journal of
Nonparametric Statistics, forthcoming.
On deconvolution as a first stage nonparametric
estimator (with Geert Ridder),
Econometric
Reviews, vol. 29 (2010), issue 4, pages 1-32.
The fertility effect of catastrophe: U.S.
hurricane births (with Rick Evans and Zhong
Zhao), Journal of
Population Economics, vol. 23 (2010), issue 1, pages 1-36.
Bounding the effect of a dichotomous regressor with
arbitrary measurement errors (with P. Deng), Economics Letters, vol. 105 (2009), issue 3, pages
256-260.
Nonparametric identification and estimation of
nonclassical errors-in-variables models without additional information
and Supplementary material (with Xiaohong Chen and Arthur Lewbel), Statistica Sinica,
19 (2009), pages 949-968.
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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