Research interests

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CV: PDF

Working papers:

  • Nonparametric Identification of Dynamic Models with Unobserved State Variables (with Yingyao Hu). PDF Preliminary: comments welcome!

  • How much Competition is a Secondary Market? (with Jiawei Chen and Susanna Esteban). PDF. Preliminary: comments welcome!

  • Estimating First-Price Auction Models with Unknown Number of Bidders: a Misclassification Approach (with Yingyao Hu). PDF Submitted.

  • Do Mergers Improve Information? Evidence from the Loan Market (with F. Panetta and F. Schivardi) PDF. Revision submitted.

  • Pairwise-Difference Estimation of a Dynamic Optimization Model (with Han Hong). PDF Revision submitted

  • Nonparametric Tests for Common Values in First-Price Auctions (with Phil Haile and Han Hong). NBER Working Paper #10105. Revise and resubmit

  • Estimating a Tournament Model of Intra-firm Wage Differentials PDF Revise and resubmit

    • Publications:

  • Estimation Biases of Omitting Durability (with Jiawei Chen and Susanna Esteban). PDF Forthcoming, Journal of Econometrics.

  • Durable Goods Oligopoly with Secondary Markets: the Case of Automobiles (with Susanna Esteban). PDF. RAND Journal of Economics, Vol. 38, no. 2 (Summer 2007).
    Table of summary statistics of data, and auxiliary parameter estimates (in PDF format) available here.

  • Likelihood Ratio Model Selection Tests between Parametric and Moment Condition Models (with X. Chen and H. Hong). PDF Journal of Econometrics, 141: 109-140 (2007).

  • Detecting Information Pooling: Analysts' Forecasts After Brokerage Firm Mergers (with Serena Ng). PDF. The B.E. Journal of Economic Analysis & Policy, Volume 7, Issue 1, Article 60.

  • Nonlinear Pricing with Self-Control Preferences (with S. Esteban and E. Miyagawa). PDF Journal of Economic Theory, 135: 206--338 (July 2007).

  • Monopoly Quality Degradation in Cable Television (with G. Crawford). PDF. Journal of Law and Economics, 50: 181-219 (February 2007).

  • Using Price Distributions to Estimate Search Costs (with Han Hong). PDF. RAND Journal of Economics, Vol. 37, no. 2 (Summer 2006)

  • Uncertainty and Learning in Pharmaceutical Demand (with Greg Crawford). PDF. Econometrica, 73: 1137-1174 (July 2005).

  • An Empirical Model of Learning and Spillovers in New Drug Entry (with Andrea Coscelli) PDF
    • Journal of Econometrics, 122: 213-246 (October 2004).

  • Does Advertising Overcome Brand Loyalty? Evidence from Breakfast Cereals. PDF
    • Journal of Economics and Management Strategy, 13: 241-272 (Summer 2004).

  • Rates of Information Aggregation in Common Value Auctions (with H. Hong). PDF
    • Journal of Economic Theory, 116: 1-40 (May 2004).

  • Empirical Likelihood-Based Model Selection Criteria for Moment Condition Models (with H. Hong and B. Preston). PDF
    • Econometric Theory, 19:923-943 (December 2003).

  • Econometric Models of Asymmetric Ascending Auctions (with Han Hong). PDF
    • Journal of Econometrics, 112: 327-358 (February 2003)

  • Increasing Competition and the Winner's Curse: Evidence from Procurement (with Han Hong). PDF
    • Review of Economic Studies, 69: 871-898 (October 2002)

    Work in Progress

  • Is Advertising Informative? Evidence from Contraindicated Drug Prescriptions (with Wei Tan, SUNY-Stony Brook). Please email me for more information.

  • The Welfare Effects of Endogenous Quality Choice: The Case of Cable TV (with G. Crawford). PDF

    • Other Publications

  • Structural Estimation of Auction Models (with H. Hong). PDF
    • Appeared in the refereed volume Game Practice: Contributions from Applied Game Theory, edit. Patrone, Garcia-Jurado, Tijs (Kluwer Academic Publishers, 2000).