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.
- Arie Beresteanu, 2016. "Efficeincy Gains in Rank-ordered Multinomial Logit Models," Working Paper 5878, 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.
- 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," Department of Economics Working Papers 2017_02, Durham University, Department of Economics.
- 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
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.
To update listings or check citations waiting for approval, Federico Zincenko should log into the RePEc Author Service.
To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.
To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.
Please note that most corrections can take a couple of weeks to filter through the various RePEc services.