Federico Zincenko
Personal Details
First Name: | Federico |
Middle Name: | |
Last Name: | Zincenko |
Suffix: | |
RePEc Short-ID: | pzi136 |
[This author has chosen not to make the email address public] | |
https://sites.google.com/site/fzincenk/ | |
Terminal Degree: | 2013 Department of Economics; University of California-Los Angeles (UCLA) (from RePEc Genealogy) |
Affiliation
Economics Department
College of Business Administration
University of Nebraska
Lincoln, Nebraska (United States)https://business.unl.edu/academic-programs/departments/economics/
RePEc:edi:edunlus (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Federico Zincenko, 2023. "Nonparametric estimation of conditional densities by generalized random forests," Papers 2309.13251, arXiv.org, revised May 2024.
- Gaurab Aryal & Federico Zincenko, 2021. "Empirical Framework for Cournot Oligopoly with Private Information," Papers 2106.15035, arXiv.org, revised Jan 2023.
- Federico Zincenko, 2019.
"Testing for Risk Aversion in First-Price Sealed-Bid Auctions,"
Working Paper
6641, Department of Economics, University of Pittsburgh.
- Jun, Sung Jae & Zincenko, Federico, 2022. "Testing for risk aversion in first-price sealed-bid auctions," Journal of Econometrics, Elsevier, vol. 226(2), pages 295-320.
- Federico Zincenko, 2017. "Alternative moment conditions and an efficient GMM estimator for dynamic panel data models," Working Paper 6054, Department of Economics, University of Pittsburgh.
- Federico Zincenko, 2016.
"Nonparametric Estimation of First-Price Auctions with Risk-Averse Bidders,"
Working Paper
5855, Department of Economics, University of Pittsburgh.
- Zincenko, Federico, 2018. "Nonparametric estimation of first-price auctions with risk-averse bidders," Journal of Econometrics, Elsevier, vol. 205(2), pages 303-335.
- Arie Beresteanu, 2016. "Efficeincy Gains in Rank-ordered Multinomial Logit Models," Working Paper 5878, Department of Economics, University of Pittsburgh.
- Gaurab Aryal & Federico Zincenko, 2014. "Identification and Estimation of Multidimensional Screening," Papers 1411.6250, arXiv.org, revised Oct 2024.
- Walter Sosa Escudero & Federico Zincenko, 2008. "Tests for Dynamic Effects in Linear Panel Data Models," Working Papers 95, Universidad de San Andres, Departamento de Economia, revised Feb 2008.
Articles
- Zincenko, Federico, 2024. "Estimation and inference of seller’s expected revenue in first-price auctions," Journal of Econometrics, Elsevier, vol. 241(1).
- Jun, Sung Jae & Zincenko, Federico, 2022.
"Testing for risk aversion in first-price sealed-bid auctions,"
Journal of Econometrics, Elsevier, vol. 226(2), pages 295-320.
- Federico Zincenko, 2019. "Testing for Risk Aversion in First-Price Sealed-Bid Auctions," Working Paper 6641, Department of Economics, University of Pittsburgh.
- Montes-Rojas Gabriel & Sosa-Escudero Walter & Zincenko Federico, 2020. "Level-Based Estimation of Dynamic Panel Models," Journal of Econometric Methods, De Gruyter, vol. 9(1), pages 1-23, January.
- Arie Beresteanu & Federico Zincenko, 2018. "Efficiency Gains in Rank†ordered Multinomial Logit Models," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 80(1), pages 122-134, February.
- Zincenko, Federico, 2018.
"Nonparametric estimation of first-price auctions with risk-averse bidders,"
Journal of Econometrics, Elsevier, vol. 205(2), pages 303-335.
- Federico Zincenko, 2016. "Nonparametric Estimation of First-Price Auctions with Risk-Averse Bidders," Working Paper 5855, Department of Economics, University of Pittsburgh.
- Ichiro Obara & Federico Zincenko, 2017. "Collusion and heterogeneity of firms," RAND Journal of Economics, RAND Corporation, vol. 48(1), pages 230-249, March.
- Federico Zincenko & Walter Sosa-Escudero & Gabriel Montes-Rojas, 2014. "Robust tests for time-invariant individual heterogeneity versus dynamic state dependence," Empirical Economics, Springer, vol. 47(4), pages 1365-1387, December.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Gaurab Aryal & Federico Zincenko, 2021.
"Empirical Framework for Cournot Oligopoly with Private Information,"
Papers
2106.15035, arXiv.org, revised Jan 2023.
Cited by:
- Victor Aguirregabiria, 2021.
"Identification of firms’ beliefs in structural models of market competition,"
Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 54(1), pages 5-33, February.
- Victor Aguirregabiria, 2020. "Identification of Firms' Beliefs in Structural Models of Market Competition," Working Papers tecipa-670, University of Toronto, Department of Economics.
- Aguirregabiria, Victor, 2020. "Identification of Firms' Beliefs in Structural Models of Market Competition," CEPR Discussion Papers 14975, C.E.P.R. Discussion Papers.
- Victor Aguirregabiria, 2021.
"Identification of firms’ beliefs in structural models of market competition,"
Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 54(1), pages 5-33, February.
- Federico Zincenko, 2019.
"Testing for Risk Aversion in First-Price Sealed-Bid Auctions,"
Working Paper
6641, Department of Economics, University of Pittsburgh.
- Jun, Sung Jae & Zincenko, Federico, 2022. "Testing for risk aversion in first-price sealed-bid auctions," Journal of Econometrics, Elsevier, vol. 226(2), pages 295-320.
Cited by:
- Grundl, Serafin & Zhu, Yu, 2024. "Two results on auctions with endogenous entry," Economics Letters, Elsevier, vol. 234(C).
- Zincenko, Federico, 2024. "Estimation and inference of seller’s expected revenue in first-price auctions," Journal of Econometrics, Elsevier, vol. 241(1).
- Federico Zincenko, 2016.
"Nonparametric Estimation of First-Price Auctions with Risk-Averse Bidders,"
Working Paper
5855, Department of Economics, University of Pittsburgh.
- Zincenko, Federico, 2018. "Nonparametric estimation of first-price auctions with risk-averse bidders," Journal of Econometrics, Elsevier, vol. 205(2), pages 303-335.
Cited by:
- Federico Zincenko, 2023. "Nonparametric estimation of conditional densities by generalized random forests," Papers 2309.13251, arXiv.org, revised May 2024.
- Matthew Gentry & Tong Li & Jingfeng Lu, 2015.
"Identification and estimation in first-price auctions with risk-averse bidders and selective entry,"
CeMMAP working papers
16/15, Institute for Fiscal Studies.
- Matthew Gentry & Tong Li & Jingfeng Lu, 2015. "Identification and estimation in first-price auctions with risk-averse bidders and selective entry," CeMMAP working papers CWP16/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Federico Zincenko, 2019.
"Testing for Risk Aversion in First-Price Sealed-Bid Auctions,"
Working Paper
6641, Department of Economics, University of Pittsburgh.
- Jun, Sung Jae & Zincenko, Federico, 2022. "Testing for risk aversion in first-price sealed-bid auctions," Journal of Econometrics, Elsevier, vol. 226(2), pages 295-320.
- Zhang, Yu Yvette, 2022. "Nonparametric estimation of first price auctions via density–quantile function," Economics Letters, Elsevier, vol. 216(C).
- Gimenes, Nathalie & Guerre, Emmanuel, 2022. "Quantile regression methods for first-price auctions," Journal of Econometrics, Elsevier, vol. 226(2), pages 224-247.
- Yao Luo, 2018.
"Unobserved Heterogeneity in Auctions under Restricted Stochastic Dominance,"
Working Papers
tecipa-606, University of Toronto, Department of Economics.
- Luo, Yao, 2020. "Unobserved heterogeneity in auctions under restricted stochastic dominance," Journal of Econometrics, Elsevier, vol. 216(2), pages 354-374.
- Ma, Jun & Marmer, Vadim & Shneyerov, Artyom, 2019.
"Inference for first-price auctions with Guerre, Perrigne, and Vuong’s estimator,"
Journal of Econometrics, Elsevier, vol. 211(2), pages 507-538.
- Ma, Jun & Marmer, Vadim & Shneyerov, Artyom, 2016. "Inference for First-Price Auctions with Guerre, Perrigne, and Vuong's estimator," Microeconomics.ca working papers vadim_marmer-2016-4, Vancouver School of Economics, revised 19 Jan 2019.
- Jun Ma & Vadim Marmer & Artyom Shneyerov, 2019. "Inference for First-Price Auctions with Guerre, Perrigne, and Vuong's Estimator," Papers 1903.06401, arXiv.org.
- Enache, Andreea & Florens, Jean-Pierre & Sbai, Erwann, 2023.
"A functional estimation approach to the first-price auction models,"
Journal of Econometrics, Elsevier, vol. 235(2), pages 1564-1588.
- Florens, Jean-Pierre & Enache, Andreea & Sbaï, Erwann, 2021. "A Functional Estimation Approach to the First-Price Auction Models," TSE Working Papers 21-1264, Toulouse School of Economics (TSE).
- Kim, Dong-Hyuk & Ratan, Anmol, 2022. "Disentangling risk aversion and loss aversion in first-price auctions: An empirical approach," European Economic Review, Elsevier, vol. 150(C).
- Dong Li & Luya Wang & Ximing Wu, 2021. "Bayesian estimation of bidding process and bidder’s preference under shape restrictions," Empirical Economics, Springer, vol. 60(1), pages 157-176, January.
- Xiaohong Chen & Matthew Gentry & Tong Li & Jingfeng Lu, 2020. "Identification and Inference in First-Price Auctions with Risk Averse Bidders and Selective Entry," Cowles Foundation Discussion Papers 2257, Cowles Foundation for Research in Economics, Yale University.
- Grundl, Serafin & Zhu, Yu, 2024. "Two results on auctions with endogenous entry," Economics Letters, Elsevier, vol. 234(C).
- Zhang, Yu Yvette, 2017. "A shape constrained estimator of bidding function of first-price sealed-bid auctions," Economics Letters, Elsevier, vol. 150(C), pages 67-72.
- Zincenko, Federico, 2024. "Estimation and inference of seller’s expected revenue in first-price auctions," Journal of Econometrics, Elsevier, vol. 241(1).
- Serafin J. Grundl & Yu Zhu, 2015.
"Identification and Estimation of Risk Aversion in First Price Auctions With Unobserved Auction Heterogeneity,"
Finance and Economics Discussion Series
2015-89, Board of Governors of the Federal Reserve System (U.S.).
- Serafin Grundl & Yu Zhu, 2016. "Identification and Estimation of Risk Aversion in First-Price Auctions with Unobserved Auction Heterogeneity," Staff Working Papers 16-23, Bank of Canada.
- Grundl, Serafin & Zhu, Yu, 2019. "Identification and estimation of risk aversion in first-price auctions with unobserved auction heterogeneity," Journal of Econometrics, Elsevier, vol. 210(2), pages 363-378.
- Andreea Enache & Jean-Pierre Florens, 2020. "Identification and Estimation in a Third-Price Auction Model," Post-Print hal-02929530, HAL.
- Enache, Andreea & Florens, Jean-Pierre, 2019. "Identification and Estimation in a Third-Price Auction Model," TSE Working Papers 19-989, Toulouse School of Economics (TSE).
- Gaurab Aryal & Federico Zincenko, 2014.
"Identification and Estimation of Multidimensional Screening,"
Papers
1411.6250, arXiv.org, revised Oct 2024.
Cited by:
- Yao Luo, 2018.
"Unobserved Heterogeneity in Auctions under Restricted Stochastic Dominance,"
Working Papers
tecipa-606, University of Toronto, Department of Economics.
- Luo, Yao, 2020. "Unobserved heterogeneity in auctions under restricted stochastic dominance," Journal of Econometrics, Elsevier, vol. 216(2), pages 354-374.
- Gaurab Aryal & Isabelle Perrigne & Quang Vuong, 2011.
"Identification of Insurance Models with Multidimensional Screening,"
ANU Working Papers in Economics and Econometrics
2011-538, Australian National University, College of Business and Economics, School of Economics.
- Gaurab Aryal & Isabelle Perrigne & Quang Vuong, 2015. "Identification of Insurance Models with Multidimensional Screening," Papers 1508.02919, arXiv.org, revised Jan 2016.
- Yao Luo, 2018.
"Unobserved Heterogeneity in Auctions under Restricted Stochastic Dominance,"
Working Papers
tecipa-606, University of Toronto, Department of Economics.
Articles
- Jun, Sung Jae & Zincenko, Federico, 2022.
"Testing for risk aversion in first-price sealed-bid auctions,"
Journal of Econometrics, Elsevier, vol. 226(2), pages 295-320.
See citations under working paper version above.
- Federico Zincenko, 2019. "Testing for Risk Aversion in First-Price Sealed-Bid Auctions," Working Paper 6641, Department of Economics, University of Pittsburgh.
- Arie Beresteanu & Federico Zincenko, 2018.
"Efficiency Gains in Rank†ordered Multinomial Logit Models,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 80(1), pages 122-134, February.
Cited by:
- Changbiao Liu & Yuling Li, 2023. "Estimation of Rank-Ordered Regret Minimization Models," Computational Economics, Springer;Society for Computational Economics, vol. 62(4), pages 1611-1630, December.
- Yan, Jin & Yoo, Hong Il, 2019.
"Semiparametric estimation of the random utility model with rank-ordered choice data,"
Journal of Econometrics, Elsevier, vol. 211(2), pages 414-438.
- Jin Yan & Hong Il Yoo, 2017. "Semiparametric Estimation of the Random Utility Model with Rank-Ordered Choice Data," Working Papers 2017_02, Durham University Business School.
- Hunt, Priscillia E & Smart, Rosanna, 2020. "Investigation of Employers' Preferences for the Design of Staffing Agency Incentives to Hire Ex-Felons," IZA Discussion Papers 13520, Institute of Labor Economics (IZA).
- Xing, Jianwei & Leard, Benjamin & Li, Shanjun, 2021. "What does an electric vehicle replace?," Journal of Environmental Economics and Management, Elsevier, vol. 107(C).
- Zincenko, Federico, 2018.
"Nonparametric estimation of first-price auctions with risk-averse bidders,"
Journal of Econometrics, Elsevier, vol. 205(2), pages 303-335.
See citations under working paper version above.
- Federico Zincenko, 2016. "Nonparametric Estimation of First-Price Auctions with Risk-Averse Bidders," Working Paper 5855, Department of Economics, University of Pittsburgh.
- Ichiro Obara & Federico Zincenko, 2017.
"Collusion and heterogeneity of firms,"
RAND Journal of Economics, RAND Corporation, vol. 48(1), pages 230-249, March.
Cited by:
- Quemin, Simon & Trotignon, Raphaël, 2021.
"Emissions trading with rolling horizons,"
Journal of Economic Dynamics and Control, Elsevier, vol. 125(C).
- Simon Quemin & Raphael Trotignon, 2019. "Emissions trading with rolling horizons," Working Papers 1901, Chaire Economie du climat.
- Quemin, Simon & Trotignon, Raphaël, 2021. "Emissions trading with rolling horizons," LSE Research Online Documents on Economics 113518, London School of Economics and Political Science, LSE Library.
- Ani Dasgupta & Sambuddha Ghosh, 2017. "Repeated Games Without Public Randomization: A Constructive Approach," Boston University - Department of Economics - Working Papers Series WP2017-011, Boston University - Department of Economics, revised Feb 2019.
- Do, Jihwan, 2022. "Cheating and compensation in price-fixing cartels," Journal of Economic Theory, Elsevier, vol. 200(C).
- Gustavo Gudino, 2021. "Self-Enforcing Price Leadership," Games, MDPI, vol. 12(3), pages 1-18, July.
- Hattori, Keisuke, 2021. "Profit-Sharing vs Price-Fixing Collusion with Heterogeneous Firms," MPRA Paper 110800, University Library of Munich, Germany.
- Dasgupta, Ani & Ghosh, Sambuddha, 2022. "Self-accessibility and repeated games with asymmetric discounting," Journal of Economic Theory, Elsevier, vol. 200(C).
- Quemin, Simon & Trotignon, Raphaël, 2021.
"Emissions trading with rolling horizons,"
Journal of Economic Dynamics and Control, Elsevier, vol. 125(C).
- Federico Zincenko & Walter Sosa-Escudero & Gabriel Montes-Rojas, 2014.
"Robust tests for time-invariant individual heterogeneity versus dynamic state dependence,"
Empirical Economics, Springer, vol. 47(4), pages 1365-1387, December.
Cited by:
- Montes-Rojas Gabriel & Sosa-Escudero Walter & Zincenko Federico, 2020. "Level-Based Estimation of Dynamic Panel Models," Journal of Econometric Methods, De Gruyter, vol. 9(1), pages 1-23, January.
More information
Research fields, statistics, top rankings, if available.Statistics
Access and download statistics for all items
Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 7 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-ECM: Econometrics (6) 2014-12-29 2016-07-23 2017-02-12 2019-07-08 2021-07-26 2023-10-23. Author is listed
- NEP-UPT: Utility Models and Prospect Theory (4) 2014-12-29 2016-07-23 2016-07-23 2019-07-08
- NEP-DCM: Discrete Choice Models (2) 2016-07-23 2023-10-23
- NEP-BEC: Business Economics (1) 2021-07-26
- NEP-COM: Industrial Competition (1) 2021-07-26
- NEP-DES: Economic Design (1) 2019-07-08
- NEP-ETS: Econometric Time Series (1) 2017-02-12
- NEP-GTH: Game Theory (1) 2021-07-26
- NEP-IND: Industrial Organization (1) 2021-07-26
Corrections
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