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Han Hong

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

  1. Han Hong & Huiyu Li & Jessie Li, 2019. "BLP Estimation Using Laplace Transformation and Overlapping Simulation Draws," Working Paper Series 2019-24, Federal Reserve Bank of San Francisco.

    Cited by:

    1. Alexander Mayer & Dominik Wied, 2021. "Estimation and Inference in Factor Copula Models with Exogenous Covariates," Papers 2107.03366, arXiv.org, revised Dec 2022.

  2. Han Hong & Bruce Preston, 2008. "Bayesian Averaging, Prediction and Nonnested Model Selection," NBER Working Papers 14284, National Bureau of Economic Research, Inc.

    Cited by:

    1. Kenichi Shimizu, 2022. "Asymptotic properties of Bayesian inference in linear regression with a structural break," Working Papers 2022_05, Business School - Economics, University of Glasgow.
    2. Huigang Chen & Mr. Alin T Mirestean & Mr. Charalambos G Tsangarides, 2011. "Limited Information Bayesian Model Averaging for Dynamic Panels with An Application to a Trade Gravity Model," IMF Working Papers 2011/230, International Monetary Fund.
    3. Erhard Reschenhofer & David Preinerstorfer & Lukas Steinberger, 2013. "Non-monotonic penalizing for the number of structural breaks," Computational Statistics, Springer, vol. 28(6), pages 2585-2598, December.
    4. Eric Hillebrand & Marcelo C. Medeiros, 2012. "Nonlinearity, Breaks, and Long-Range Dependence in Time-Series Models," CREATES Research Papers 2012-30, Department of Economics and Business Economics, Aarhus University.
    5. Carlos Carvalho & Stefano Eusepi & Emanuel Moench & Bruce Preston, 2023. "Anchored Inflation Expectations," American Economic Journal: Macroeconomics, American Economic Association, vol. 15(1), pages 1-47, January.
    6. Mao, Guangyu, 2015. "Model selection of M-estimation models using least squares approximation," Statistics & Probability Letters, Elsevier, vol. 99(C), pages 238-243.
    7. Alexander Vosseler & Enzo Weber, 2018. "Forecasting seasonal time series data: a Bayesian model averaging approach," Computational Statistics, Springer, vol. 33(4), pages 1733-1765, December.
    8. Mao, Guangyu, 2013. "Model selection for regression with heteroskedastic and autocorrelated errors," Economics Letters, Elsevier, vol. 118(3), pages 497-501.
    9. Koetter, Michael & Poghosyan, Tigran, 2010. "Real estate prices and bank stability," Journal of Banking & Finance, Elsevier, vol. 34(6), pages 1129-1138, June.
    10. Cui, Xiaomeng & Gafarov, Bulat & Ghanem, Dalia & Kuffner, Todd, 2024. "On model selection criteria for climate change impact studies," Journal of Econometrics, Elsevier, vol. 239(1).
    11. Li, Cheng & Jiang, Wenxin, 2016. "On oracle property and asymptotic validity of Bayesian generalized method of moments," Journal of Multivariate Analysis, Elsevier, vol. 145(C), pages 132-147.
    12. Siddharta Chib & Minchul Shin & Anna Simoni, 2016. "Bayesian Empirical Likelihood Estimation and Comparison of Moment Condition Models," Working Papers 2016-21, Center for Research in Economics and Statistics.
    13. Minerva Mukhopadhyay & Sourabh Bhattacharya, 2022. "Bayes factor asymptotics for variable selection in the Gaussian process framework," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 74(3), pages 581-613, June.
    14. Mr. Alin T Mirestean & Mr. Charalambos G Tsangarides & Huigang Chen, 2009. "Limited Information Bayesian Model Averaging for Dynamic Panels with Short Time Periods," IMF Working Papers 2009/074, International Monetary Fund.
    15. Barbaglia, Luca & Frattarolo, Lorenzo & Onorante, Luca & Pericoli, Filippo Maria & Ratto, Marco & Tiozzo Pezzoli, Luca, 2022. "Testing big data in a big crisis: Nowcasting under COVID-19," Working Papers 2022-06, Joint Research Centre, European Commission.
    16. Brück, Florian & Fermanian, Jean-David & Min, Aleksey, 2023. "A corrected Clarke test for model selection and beyond," Journal of Econometrics, Elsevier, vol. 235(1), pages 105-132.
    17. Javier García-Cicco & Roque Montero, 2011. "Modeling Copper Price: A Regime-Switching Approach," Working Papers Central Bank of Chile 613, Central Bank of Chile.
    18. Kira Alhorn & Holger Dette & Kirsten Schorning, 2021. "Optimal Designs for Model Averaging in non-nested Models," Sankhya A: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 83(2), pages 745-778, August.

  3. Xiaohong Chen & Han Hong & Alessandro Tarozzi, 2008. "Semiparametric Efficiency in GMM Models of Nonclassical Measurement Errors, Missing Data and Treatment Effects," Cowles Foundation Discussion Papers 1644, Cowles Foundation for Research in Economics, Yale University.

    Cited by:

    1. Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik, 2006. "Nonparametric Tests for Treatment Effect Heterogeneity," NBER Technical Working Papers 0324, National Bureau of Economic Research, Inc.
    2. Busso, Matias & Kline, Patrick, 2008. "Do Local Economic Development Programs Work? Evidence from the Federal Empowerment Zone Program," Working Papers 36, Yale University, Department of Economics.
    3. Yonghong An & Yingyao Hu, 2009. "Well-posedness of measurement error models for self-reported data," CeMMAP working papers CWP35/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    4. Bryan S. Graham & Keisuke Hirano, 2011. "Robustness to Parametric Assumptions in Missing Data Models," American Economic Review, American Economic Association, vol. 101(3), pages 538-543, May.
    5. Rohman, Ibrahim Kholilul & Bohlin, Erik, 2011. "Towards the alternative measurement: Discovering the relationships between technology adoption and quality of life in Indonesia," 22nd European Regional ITS Conference, Budapest 2011: Innovative ICT Applications - Emerging Regulatory, Economic and Policy Issues 52206, International Telecommunications Society (ITS).
    6. Wooldridge, Jeffrey M. & Imbens, Guido, 2009. "Recent Developments in the Econometrics of Program Evaluation," Scholarly Articles 3043416, Harvard University Department of Economics.
    7. Cañón Salazar Carlos Iván, 2016. "Distributional Policy Effects with Many Treatment Outcomes," Working Papers 2016-01, Banco de México.
    8. Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik, 2006. "Moving the Goalposts: Addressing Limited Overlap in Estimation of Average Treatment Effects by Changing the Estimand," Working Papers 0608, University of Miami, Department of Economics.
    9. Paul J. Devereux & Gautam Tripathi, 2008. "Optimally combining censored and uncensored datasets," Working Papers 200820, School of Economics, University College Dublin.
    10. Xiaohong Chen & Yingyao Hu, 2006. "Identification and Inference of Nonlinear Models Using Two Samples with Arbitrary Measurement Errors," Cowles Foundation Discussion Papers 1590, Cowles Foundation for Research in Economics, Yale University.
    11. Cattaneo, Matias D., 2010. "Efficient semiparametric estimation of multi-valued treatment effects under ignorability," Journal of Econometrics, Elsevier, vol. 155(2), pages 138-154, April.
    12. Huber, Martin & Lechner, Michael & Wunsch, Conny, 2013. "The performance of estimators based on the propensity score," Journal of Econometrics, Elsevier, vol. 175(1), pages 1-21.
    13. Victor Chernozhukov & Roberto Rigobon & Thomas M. Stoker, 2009. "Set identification with Tobin regressors," CeMMAP working papers CWP12/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    14. Bryan S. Graham & Cristine Campos De Xavier Pinto & Daniel Egel, 2012. "Inverse Probability Tilting for Moment Condition Models with Missing Data," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 79(3), pages 1053-1079.
    15. Hu, Yingyao, 2017. "The Econometrics of Unobservables -- Latent Variable and Measurement Error Models and Their Applications in Empirical Industrial Organization and Labor Economics [The Econometrics of Unobservables]," Economics Working Paper Archive 64578, The Johns Hopkins University,Department of Economics, revised 2021.
    16. Victor Chernozhukov & Roberto Rigobon & Thomas M. Stoker, 2010. "Set identification and sensitivity analysis with Tobin regressors," Quantitative Economics, Econometric Society, vol. 1(2), pages 255-277, November.
    17. Rita Ginja, 2010. "Income Shocks and Investments in Human Capital," 2010 Meeting Papers 1165, Society for Economic Dynamics.

  4. Patrick Bajari & Han Hong & Ahmed Khwaja, 2006. "Moral Hazard, Adverse Selection and Health Expenditures: A Semiparametric Analysis," NBER Working Papers 12445, National Bureau of Economic Research, Inc.

    Cited by:

    1. Klein, Tobias J. & Lambertz, Christian & Stahl, Konrad O., 2013. "Market Transparency, Adverse Selection, and Moral Hazard," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 426, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
    2. Liran Einav & Amy Finkelstein & Stephen Ryan & Paul Schrimpf & Mark Cullen, 2011. "Selection on Moral Hazard in Health Insurance," Discussion Papers 10-027, Stanford Institute for Economic Policy Research.
    3. Andinet Woldemichael & Daniel Gurara & Abebe Shimeles, 2019. "The Impact of Community Based Health Insurance Schemes on Out-of-Pocket Healthcare Spending: Evidence from Rwanda," IMF Working Papers 2019/038, International Monetary Fund.
    4. George-Levi Gayle & Limor Golan & Robert A. Miller, "undated". "Promotion, Turover and Compensation in the Executive Market," GSIA Working Papers 2008-E32, Carnegie Mellon University, Tepper School of Business.
    5. Jay Bhattacharya & Mikko Packalen, 2008. "The Other Ex-Ante Moral Hazard in Health," NBER Working Papers 13863, National Bureau of Economic Research, Inc.
    6. Woldemichael, Andinet & Gurara, Daniel Zerfu & Shimeles, Abebe, 2016. "Community-Based Health Insurance and Out-of-Pocket Healthcare Spending in Africa: Evidence from Rwanda," IZA Discussion Papers 9922, Institute of Labor Economics (IZA).
    7. Jonneke Bolhaar & Maarten Lindeboom & Bas van der Klaauw, 0000. "A Dynamic Analysis of the Demand for Health Insurance and Health Care," Tinbergen Institute Discussion Papers 08-084/3, Tinbergen Institute.
    8. Daniel L. McFadden & Carlos E. Noton & Pau Olivella, 2012. "Remedies for Sick Insurance," NBER Working Papers 17938, National Bureau of Economic Research, Inc.
    9. Florian Heiss & Daniel McFadden & Joachim Winter, 2010. "Mind the Gap! Consumer Perceptions and Choices of Medicare Part D Prescription Drug Plans," NBER Chapters, in: Research Findings in the Economics of Aging, pages 413-481, National Bureau of Economic Research, Inc.
    10. Liran Einav & Amy Finkelstein & Jonathan Levin, 2010. "Beyond Testing: Empirical Models of Insurance Markets," Annual Review of Economics, Annual Reviews, vol. 2(1), pages 311-336, September.
    11. Jeske, Karsten & Kitao, Sagiri, 2009. "U.S. tax policy and health insurance demand: Can a regressive policy improve welfare?," Journal of Monetary Economics, Elsevier, vol. 56(2), pages 210-221, March.
    12. Klein, T.J. & Lambertz, C. & Stahl, K., 2013. "Adverse Selection and Moral Hazard in Anonymous Markets," Discussion Paper 2013-032, Tilburg University, Center for Economic Research.
    13. Patrick Bajari & Christina Dalton & Han Hong & Ahmed Khwaja, 2014. "Moral hazard, adverse selection, and health expenditures: A semiparametric analysis," RAND Journal of Economics, RAND Corporation, vol. 45(4), pages 747-763, December.
    14. Bernal Lobato, N., 2014. "Essays in applied microeconomics," Other publications TiSEM 9b638b3d-2f83-452a-b2c8-c, Tilburg University, School of Economics and Management.
    15. Hubert P. Janicki, 2011. "Distributional Effects of Public Health Insurance Reform," 2011 Meeting Papers 423, Society for Economic Dynamics.
    16. Bernal, Noelia & Carpio, Miguel A. & Klein, Tobias J., 2017. "The effects of access to health insurance: Evidence from a regression discontinuity design in Peru," Journal of Public Economics, Elsevier, vol. 154(C), pages 122-136.
    17. Carine Franc & Marc Perronnin & Aurélie Pierre, 2010. "Subscribing to Supplemental Health Insurance in France: A Dynamic Analysis of Adverse Selection," Working Papers DT35, IRDES institut for research and information in health economics, revised Dec 2010.
    18. Armstrong, Timothy B. & Bertanha, Marinho & Hong, Han, 2014. "A fast resample method for parametric and semiparametric models," Journal of Econometrics, Elsevier, vol. 179(2), pages 128-133.
    19. Duarte, Fabian, 2012. "Price elasticity of expenditure across health care services," Journal of Health Economics, Elsevier, vol. 31(6), pages 824-841.
    20. Florian Heiss & Daniel McFadden & Joachim Winter, 2008. "Mind the Gap! Consumer Perceptions and Choices," MEA discussion paper series 08156, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy.
    21. Janicki, Hubert P., 2014. "The role of asset testing in public health insurance reform," Journal of Economic Dynamics and Control, Elsevier, vol. 44(C), pages 169-195.

  5. Patrick Bajari & Han Hong, 2006. "Semiparametric Estimation of a Dynamic Game of Incomplete Information," NBER Technical Working Papers 0320, National Bureau of Economic Research, Inc.

    Cited by:

    1. Victor Aguirregabiria, 2006. "Another Look at the Identification of Dynamic Discrete Decision Processes: With an Application to Retirement Behavior," 2006 Meeting Papers 169, Society for Economic Dynamics.
    2. Aguirregabiria, Victor & Mira, Pedro, 2010. "Dynamic discrete choice structural models: A survey," Journal of Econometrics, Elsevier, vol. 156(1), pages 38-67, May.
    3. Hiroyuki Kasahara & Katsumi Shimotsu, 2012. "Sequential Estimation of Structural Models With a Fixed Point Constraint," Econometrica, Econometric Society, vol. 80(5), pages 2303-2319, September.
    4. Santos, Carlos Daniel, 2009. "Recovering the sunk costs of R&D: the moulds industry case," LSE Research Online Documents on Economics 28689, London School of Economics and Political Science, LSE Library.
    5. Fabio A. Miessi Sanches & Daniel Junior Silva & Sorawoot Srisuma, 2016. "Ordinary Least Squares Estimation Of A Dynamic Game Model," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 57(2), pages 623-634, May.
    6. George-Levi Gayle & Limor Golan, "undated". "Estimating a Dynamic Adverse Selection Model: Labor Force Experience and the Changing Gender Earnings Gap 1968-93," GSIA Working Papers 2006-E40, Carnegie Mellon University, Tepper School of Business.
    7. Patrick Bajari & C. Lanier Benkard & Jonathan Levin, 2007. "Estimating Dynamic Models of Imperfect Competition," Econometrica, Econometric Society, vol. 75(5), pages 1331-1370, September.
    8. Song Yao & Carl F. Mela, 2008. "A Dynamic Model of Sponsored Search Advertising," Working Papers 08-16, NET Institute, revised Sep 2008.
    9. Fabio A. Miessi Sanches & Daniel Silva Junior, Sorawoot Srisuma, 2014. "Ordinary Least Squares Estimation for a Dynamic Game," Working Papers, Department of Economics 2014_19, University of São Paulo (FEA-USP), revised 23 Feb 2015.
    10. Bart Bronnenberg & Jean Dubé & Carl Mela & Paulo Albuquerque & Tulin Erdem & Brett Gordon & Dominique Hanssens & Guenter Hitsch & Han Hong & Baohong Sun, 2008. "Measuring long-run marketing effects and their implications for long-run marketing decisions," Marketing Letters, Springer, vol. 19(3), pages 367-382, December.
    11. Daniel Ackerberg & Xiaohong Chen & Jinyong Hahn, 2011. "A practical asymptotic variance estimator for two-step semiparametric estimators," CeMMAP working papers CWP22/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    12. Hiroyuki Kasahara & Katsumi Shimotsu, 2006. "Nonparametric Identification and Estimation of Finite Mixture Models of Dynamic Discrete Choices," University of Western Ontario, Departmental Research Report Series 20065, University of Western Ontario, Department of Economics.
    13. Daniel Ackerberg & Xiaohong Chen & Jinyong Hahn, 2011. "Asymptotic Variance Estimator for Two-Step Semiparametric Estimators," Cowles Foundation Discussion Papers 1803, Cowles Foundation for Research in Economics, Yale University.
    14. Lin, C.-Y. Cynthia & Yi, Fujin, 2012. "Ethanol Plant Investment in Canada: A Structural Model," Institute of Transportation Studies, Working Paper Series qt7vd043zr, Institute of Transportation Studies, UC Davis.
    15. Norman Offstein, 2007. "An extortionary guerrilla movement," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(6), pages 995-1011.
    16. Lawell, Cynthia Lin & Yi, Fujin & Thome, Karen E, 2017. "The Effects of Subsidies and Mandates: A Dynamic Model of the Ethanol Industry," Institute of Transportation Studies, Working Paper Series qt73n0t4pv, Institute of Transportation Studies, UC Davis.
    17. Xiao, Mo & Orazem, Peter, 2006. "Do Entry Conditions Vary over Time? Entry and Competition in the Broadband Market: 1999-2003," Staff General Research Papers Archive 12500, Iowa State University, Department of Economics.
    18. Kasahara, Hiroyuki & Shimotsu, Katsumi, 2008. "Pseudo-likelihood estimation and bootstrap inference for structural discrete Markov decision models," Journal of Econometrics, Elsevier, vol. 146(1), pages 92-106, September.

  6. Patrick Bajari & Han Hong & John Krainer & Denis Nekipelov, 2006. "Estimating Static Models of Strategic Interaction," NBER Working Papers 12013, National Bureau of Economic Research, Inc.

    Cited by:

    1. Simon Quinn & Tom Gole, 2014. "Committees and Status Quo Bias: Structural Evidence from a Randomized Field Experiment," Economics Series Working Papers 733, University of Oxford, Department of Economics.
    2. Dirk Bergemann & Stephen Morris, 2011. "Robust Predictions in Games with Incomplete Information," Cowles Foundation Discussion Papers 1821R, Cowles Foundation for Research in Economics, Yale University, revised Dec 2011.
    3. Victor Aguirregabiria & Arvind Magesan, 2012. "Identification and estimation of dynamic games when players' beliefs are not in equilibrium," Working Papers tecipa-449, University of Toronto, Department of Economics.
    4. Arthur Lewbel & Xun Tang, 2012. "Identification and Estimation of Games with Incomplete Information Using Excluded Regressors," Boston College Working Papers in Economics 808, Boston College Department of Economics, revised 05 Mar 2013.
    5. Drew Fudenberg, 2006. "Advancing Beyond Advances in Behavioral Economics," Journal of Economic Literature, American Economic Association, vol. 44(3), pages 694-711, September.
    6. Paul B. Ellickson & Sanjog Misra, 2011. "Structural Workshop Paper --Estimating Discrete Games," Marketing Science, INFORMS, vol. 30(6), pages 997-1010, November.
    7. Victor Aguirregabiria, 2009. "A Method for Implementing Counterfactual Experiments in Models with Multiple Equilibria," Working Papers tecipa-381, University of Toronto, Department of Economics.
    8. Ellickson, Paul & Misra, Sanjog, 2006. "Supermarket Pricing Strategies," Working Papers 06-02, Duke University, Department of Economics.
    9. Nicolai V. Kuminoff & V. Kerry Smith & Christopher Timmins, 2013. "The New Economics of Equilibrium Sorting and Policy Evaluation Using Housing Markets," Journal of Economic Literature, American Economic Association, vol. 51(4), pages 1007-1062, December.
    10. 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.
    11. Batarce, Marco & Ivaldi, Marc, 2014. "Urban travel demand model with endogenous congestion," Transportation Research Part A: Policy and Practice, Elsevier, vol. 59(C), pages 331-345.
    12. Mehmet Ali Soytaş & Damla Durak Uşar, 2017. "Role of Strategic Interactions in Corporate Sustainability Decisions: An Empirical Investigation," Ekonomi-tek - International Economics Journal, Turkish Economic Association, vol. 6(1), pages 17-46, January.
    13. Nicolai V. Kuminoff & V. Kerry Smith & Christopher Timmins, 2010. "The New Economics of Equilibrium Sorting and its Transformational Role for Policy Evaluation," NBER Working Papers 16349, National Bureau of Economic Research, Inc.
    14. Mitsukuni Nishida, 2018. "A Structural Analysis of Entry Order, Performance, and Geography: The Case of the Convenience-Store Industry in Japan," KIER Working Papers 993, Kyoto University, Institute of Economic Research.
    15. Paul Ellickson & Sanjog Misra, 2012. "Enriching interactions: Incorporating outcome data into static discrete games," Quantitative Marketing and Economics (QME), Springer, vol. 10(1), pages 1-26, March.
    16. Shiko Maruyama, 2009. "Estimating Sequential-move Games by a Recursive Conditioning Simulator," Discussion Papers 2009-01, School of Economics, The University of New South Wales.
    17. Victor Chernozhukov & Juan Carlos Escanciano & Hidehiko Ichimura & Whitney K. Newey & James M. Robins, 2022. "Locally Robust Semiparametric Estimation," Econometrica, Econometric Society, vol. 90(4), pages 1501-1535, July.
    18. Victor Aguirregabiria & Jihye Jeon, 2020. "Firms’ Beliefs and Learning: Models, Identification, and Empirical Evidence," Review of Industrial Organization, Springer;The Industrial Organization Society, vol. 56(2), pages 203-235, March.
    19. Wang, Yafeng & Graham, Brett, 2009. "Generalized Maximum Entropy estimation of discrete sequential move games of perfect information," MPRA Paper 21331, University Library of Munich, Germany.
    20. Han Hong & Ahmed Khwaja & A. Ronald Gallant, 2008. "Estimating Dynamic Games of Complete Information with an Application to the Generic Pharmaceutical Industry," 2008 Meeting Papers 1050, Society for Economic Dynamics.
    21. Sanjog Misra, 2013. "Markov chain Monte Carlo for incomplete information discrete games," Quantitative Marketing and Economics (QME), Springer, vol. 11(1), pages 117-153, March.
    22. Hema Yoganarasimhan, 2016. "Estimation of Beauty Contest Auctions," Marketing Science, INFORMS, vol. 35(1), pages 27-54, January.
    23. Xiao, Ruli, 2018. "Identification and estimation of incomplete information games with multiple equilibria," Journal of Econometrics, Elsevier, vol. 203(2), pages 328-343.
    24. Haiqing Xu, 2010. "Social Interactions: A Game Theoretic Approach," Department of Economics Working Papers 130914, The University of Texas at Austin, Department of Economics.
    25. Thomas J. Holmes & Sanghoon Lee, 2009. "Economies of Density versus Natural Advantage: Crop Choice on the Back Forty," NBER Working Papers 14704, National Bureau of Economic Research, Inc.
    26. Hidehiko Ichimura & Whitney K. Newey, 2017. "The influence function of semiparametric estimators," CeMMAP working papers 06/17, Institute for Fiscal Studies.
    27. Xiaohong Chen & Jinyong Hahn, 2012. "Asymptotic efficiency of semiparametric two-step GMM," CeMMAP working papers CWP31/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    28. Mitsukuni Nishida, 2012. "Estimating a Model of Strategic Network Choice: The Convenience-Store Industry in Okinawa," Economics Working Paper Archive 594, The Johns Hopkins University,Department of Economics.
    29. Andrew Sweeting, 2008. "The Strategic Timing Incentives of Commercial Radio Stations: An Empirical Analysis Using Multiple Equilibria," NBER Working Papers 14506, National Bureau of Economic Research, Inc.
    30. Ron N. Borkovsky & Paul B. Ellickson & Brett R. Gordon & Victor Aguirregabiria & Gardete Pedro, 2014. "Multiplicity of Equilibria and Information Structures in Empirical Games: Challenges and Prospects," Working Papers tecipa-510, University of Toronto, Department of Economics.
    31. Leung, Michael P., 2015. "Two-step estimation of network-formation models with incomplete information," Journal of Econometrics, Elsevier, vol. 188(1), pages 182-195.
    32. Nianqing Liu & Quang Vuong & Haiqing Xu, 2012. "Rationalization and Identification of Discrete Games with Correlated Types," Department of Economics Working Papers 130915, The University of Texas at Austin, Department of Economics.
    33. Hou, Linke & Lv, Yuxia & Geng, Hao & Li, Feiyue, 2019. "To tell the truth or the perceived truth: Structural estimation of peer effects in China’s macroeconomic forecast," Economic Systems, Elsevier, vol. 43(2), pages 1-1.
    34. Sha Yang & Shijie Lu & Xianghua Lu, 2014. "Modeling Competition and Its Impact on Paid-Search Advertising," Marketing Science, INFORMS, vol. 33(1), pages 134-153, January.
    35. Yoon, Jangsu, 2024. "Identification and estimation of sequential games of incomplete information with multiple equilibria," Journal of Econometrics, Elsevier, vol. 238(2).
    36. Kojevnikov, Denis & Song, Kyungchul, 2023. "Econometric inference on a large Bayesian game with heterogeneous beliefs," Journal of Econometrics, Elsevier, vol. 237(1).
    37. Evgeny Yakovlev, 2016. "Demand for Alcohol Consumption and Implication for Mortality: Evidence from Russia," Working Papers w0221, Center for Economic and Financial Research (CEFIR).
    38. Jochmans, K., 2019. "Modified-Likelihood Estimation of Fixed-Effect Models for Dyadic Data," Cambridge Working Papers in Economics 1958, Faculty of Economics, University of Cambridge.
    39. Liu, Hong & Sun, Qi & Zhao, Zhong, 2013. "Social Learning and Health Insurance Enrollment: Evidence from China's New Cooperative Medical Scheme," IZA Discussion Papers 7251, Institute of Labor Economics (IZA).
    40. Áureo de Paula & Xun Tang, 2020. "Testable implications of multiple equilibria in discrete games with correlated types," CeMMAP working papers CWP56/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    41. Bryan S. Graham, 2019. "Network Data," Papers 1912.06346, arXiv.org.
    42. Haiqing Xu, "undated". "Estimation of Discrete Games with Correlated Types," Department of Economics Working Papers 130909, The University of Texas at Austin, Department of Economics.
    43. Aguirregabiria Victor & Xie Erhao, 2021. "Identification of Non-Equilibrium Beliefs in Games of Incomplete Information Using Experimental Data," Journal of Econometric Methods, De Gruyter, vol. 10(1), pages 1-26, January.
    44. Wang, Yafeng & Graham, Brett, 2010. "Identification and Estimation of a Discrete Game by Observing its Correlated Equilibria," MPRA Paper 45656, University Library of Munich, Germany, revised 16 May 2011.
    45. Victor Aguirregabiria & Pedro Mira, 2013. "Identification of Games of Incomplete Information with Multiple Equilibria and Common Unobserved Heterogeneity," Working Papers tecipa-474, University of Toronto, Department of Economics.
    46. Ting Zhu & Vishal Singh, 2009. "Spatial competition with endogenous location choices: An application to discount retailing," Quantitative Marketing and Economics (QME), Springer, vol. 7(1), pages 1-35, March.
    47. Giorgio Topa & Elizabeth Setren & Meta Brown, 2011. "Do Referrals Lead to Better Matches? Evidence from a Firm's Employee," 2011 Meeting Papers 711, Society for Economic Dynamics.
    48. Bernardo, Valeria & Borrell, Joan-Ramon & Perdiguero, Jordi, 2016. "Fast charging stations: Simulating entry and location in a game of strategic interaction," Energy Economics, Elsevier, vol. 60(C), pages 293-305.
    49. Itoh, Ryo & Nakajima, Kentaro, 2016. "Impact of supply chain network structure on FDI: Theory and evidence," HIT-REFINED Working Paper Series 49, Institute of Economic Research, Hitotsubashi University.
    50. Lin, Zhongjian & Tang, Xun & Yu, Ning Neil, 2021. "Uncovering heterogeneous social effects in binary choices," Journal of Econometrics, Elsevier, vol. 222(2), pages 959-973.
    51. Li, Shanjun & Liu, Yanyan & Deininger, Klaus, 2009. "How important are peer effects in group lending?: Estimating a static game of incomplete information," IFPRI discussion papers 940, International Food Policy Research Institute (IFPRI).
    52. Lambotte, Mathieu & Mathy, Sandrine & Risch, Anna & Treibich, Carole, 2023. "Disentangling peer effects in transportation mode choice: The example of active commuting," Journal of Environmental Economics and Management, Elsevier, vol. 121(C).
    53. Doraszelski, Ulrich & Kryukov, Yaroslav & Borkovsky, Ron N., 2008. "A User's Guide to Solving Dynamic Stochastic Games Using the Homotopy Method," CEPR Discussion Papers 6733, C.E.P.R. Discussion Papers.
    54. Wesley Hartmann & Puneet Manchanda & Harikesh Nair & Matthew Bothner & Peter Dodds & David Godes & Kartik Hosanagar & Catherine Tucker, 2008. "Modeling social interactions: Identification, empirical methods and policy implications," Marketing Letters, Springer, vol. 19(3), pages 287-304, December.
    55. Aradillas-Lopez, Andres, 2012. "Pairwise-difference estimation of incomplete information games," Journal of Econometrics, Elsevier, vol. 168(1), pages 120-140.
    56. Stohr, Tobias, 2013. "Intra-family migration decisions and elderly left behind," Kiel Working Papers 1858, Kiel Institute for the World Economy (IfW Kiel).
    57. Gautam, Sanghmitra, 2023. "Quantifying welfare effects in the presence of externalities: An ex-ante evaluation of sanitation interventions," Journal of Development Economics, Elsevier, vol. 164(C).
    58. William C. Horrace & Hyunseok Jung & Shane Sanders, 2022. "Network Competition and Team Chemistry in the NBA," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(1), pages 35-49, January.
    59. Kojevnikov, Denis & Song, Kyungchul, 2023. "Econometric inference on a large bayesian game with heterogeneous beliefs," Other publications TiSEM aca0631e-4f8a-45c7-af3a-4, Tilburg University, School of Economics and Management.
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    87. Sweeting, Andrew & Bhattacharya, Vivek, 2015. "Selective entry and auction design," International Journal of Industrial Organization, Elsevier, vol. 43(C), pages 189-207.
    88. Christiano A. Coelho & João M.P. De Mello & Leonardo Rezende, 2013. "Do Public Banks Compete with Private Banks? Evidence from Concentrated Local Markets in Brazil," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(8), pages 1581-1615, December.
    89. Giovanni Compiani & Yuichi Kitamura, 2016. "Using mixtures in econometric models: a brief review and some new results," Econometrics Journal, Royal Economic Society, vol. 19(3), pages 95-127, October.
    90. Wang, Yafeng & Graham, Brett, 2010. "Simulation Based Estimation of Discrete Sequential Move Games of Perfect Information," MPRA Paper 23153, University Library of Munich, Germany.
    91. Jun, Sung Jae & Pinkse, Joris, 2020. "Counterfactual prediction in complete information games: Point prediction under partial identification," Journal of Econometrics, Elsevier, vol. 216(2), pages 394-429.
    92. Michael P. Leung, 2020. "Equilibrium computation in discrete network games," Quantitative Economics, Econometric Society, vol. 11(4), pages 1325-1347, November.
    93. Sridhar Narayanan, 2013. "Bayesian estimation of discrete games of complete information," Quantitative Marketing and Economics (QME), Springer, vol. 11(1), pages 39-81, March.
    94. Santiago Carbo-Valverde & Héctor Pérez Saiz & Hongyu Xiao, 2023. "Geographical and Cultural Proximity in Retail Banking," Staff Working Papers 23-2, Bank of Canada.
    95. Löschenbrand, Markus & Wei, Wei & Liu, Feng, 2018. "Hydro-thermal power market equilibrium with price-making hydropower producers," Energy, Elsevier, vol. 164(C), pages 377-389.
    96. Staudigl, Mathias, 2012. "Stochastic stability in asymmetric binary choice coordination games," Games and Economic Behavior, Elsevier, vol. 75(1), pages 372-401.
    97. Francesca Molinari, 2019. "Econometrics with Partial Identification," CeMMAP working papers CWP25/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    98. Marc Henry & Romuald Méango & Maurice Queyranne, 2012. "Combinatorial Bootstrap Inference IN in Prtially Identified Incomplete Structural Models," CIRJE F-Series CIRJE-F-837, CIRJE, Faculty of Economics, University of Tokyo.
    99. Jeremy Fox & Natalia Lazzati, 2013. "Identification of discrete choice models for bundles and binary games," CeMMAP working papers 04/13, Institute for Fiscal Studies.
    100. Yafeng Wang & Brett Graham, 2013. "Generalized Maximum Entropy Estimation of Discrete Sequential Move Games of Perfect Information," Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
    101. Michaela Draganska & Sanjog Misra & Victor Aguirregabiria & Pat Bajari & Liran Einav & Paul Ellickson & Dan Horsky & Sridhar Narayanan & Yesim Orhun & Peter Reiss & Katja Seim & Vishal Singh & Raphael, 2008. "Discrete choice models of firms’ strategic decisions," Marketing Letters, Springer, vol. 19(3), pages 399-416, December.
    102. Holmes, Thomas J. & Sieg, Holger, 2015. "Structural Estimation in Urban Economics," Handbook of Regional and Urban Economics, in: Gilles Duranton & J. V. Henderson & William C. Strange (ed.), Handbook of Regional and Urban Economics, edition 1, volume 5, chapter 0, pages 69-114, Elsevier.
    103. Ruli Xiao, 2016. "Nonparametric Identification of Dynamic Games with Multiple Equilibria and Unobserved Heterogeneity," CAEPR Working Papers 2016-002, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
    104. Li, Chunxiao & Gilleskie, Donna B., 2021. "The influence of endogenous behaviors among social pairs: Social interaction effects of smoking," Journal of Health Economics, Elsevier, vol. 80(C).
    105. Doraszelski, Ulrich & Kryukov, Yaroslav & Borkovsky, Ron N., 2009. "A Dynamic Quality Ladder Model with Entry and Exit: Exploring the Equilibrium Correspondence Using the Homotopy Method," CEPR Discussion Papers 7560, C.E.P.R. Discussion Papers.
    106. Arthur Lewbel & Xun Tang, 2010. "Identification and Estimation of Games with Incomplete Information Using Excluded Regressors, Second Version," PIER Working Paper Archive 12-018, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 20 Mar 2012.
    107. Koh, Paul S., 2023. "Stable outcomes and information in games: An empirical framework," Journal of Econometrics, Elsevier, vol. 237(1).
    108. Bryan S. Graham, 2019. "Network Data," CeMMAP working papers CWP71/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    109. Dunker, Fabian & Hoderlein, Stefan & Kaido, Hiroaki & Sherman, Robert, 2018. "Nonparametric identification of the distribution of random coefficients in binary response static games of complete information," Journal of Econometrics, Elsevier, vol. 206(1), pages 83-102.
    110. Patrick Bajari & John Krainer, 2004. "An Empirical Model of Stock Analysts' Recommendations: Market Fundamentals, Conflicts of Interest, and Peer Effects," NBER Working Papers 10665, National Bureau of Economic Research, Inc.
    111. Gillen, David & Hasheminia, Hamed & Jiang, Changmin, 2015. "Strategic considerations behind the network–regional airline tie ups – A theoretical and empirical study," Transportation Research Part B: Methodological, Elsevier, vol. 72(C), pages 93-111.
    112. Andrew M. Cohen & Beth A. Freeborn & Brian McManus, 2007. "Competition and Crowding-Out among Public, Non-Profit and For-Profit Organizations: Evidence from Outpatient Substance Abuse Treatment," Working Papers 52, Department of Economics, College of William and Mary.
    113. Sun, Yutec & Ishihara, Masakazu, 2019. "A computationally efficient fixed point approach to dynamic structural demand estimation," Journal of Econometrics, Elsevier, vol. 208(2), pages 563-584.
    114. Ron N. Borkovsky & Ulrich Doraszelski & Yaroslav Kryukov, "undated". "A User''s Guide to Solving Dynamic Stochastic Games Using the Homotopy Method," GSIA Working Papers 2009-E23, Carnegie Mellon University, Tepper School of Business.
    115. Wesley R. Hartmann, 2010. "Demand Estimation with Social Interactions and the Implications for Targeted Marketing," Marketing Science, INFORMS, vol. 29(4), pages 585-601, 07-08.
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  8. E. Tamer & V. Chernozhukov & H. Hong, 2004. "Parameter Set Inference in a Class of Econometric Models," Econometric Society 2004 North American Winter Meetings 382, Econometric Society.

    Cited by:

    1. Aguirregabiria, Victor & Mira, Pedro, 2010. "Dynamic discrete choice structural models: A survey," Journal of Econometrics, Elsevier, vol. 156(1), pages 38-67, May.
    2. Arie Beresteanu, 2009. "Sharp Identification Regions in Models with Convex Predictions: Games, Individual Choice, and Incomplete Data," Working Paper 428, Department of Economics, University of Pittsburgh, revised Sep 2010.
    3. Andrew Chesher, 2003. "Nonparametric identification under discrete variation," CeMMAP working papers CWP19/03, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    4. Molinari, Francesca, 2005. "Missing Treatments," Working Papers 05-11, Cornell University, Center for Analytic Economics.
    5. Donald W.K. Andrews & Patrik Guggenberger, 2007. "Validity of Subsampling and "Plug-in Asymptotic" Inference for Parameters Defined by Moment Inequalities," Cowles Foundation Discussion Papers 1620, Cowles Foundation for Research in Economics, Yale University.
    6. Brent Kreider & John V. Pepper, 2011. "Identification of Expected Outcomes in a Data Error Mixing Model With Multiplicative Mean Independence," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 29(1), pages 49-60, January.
    7. Wooldridge, Jeffrey M. & Imbens, Guido, 2009. "Recent Developments in the Econometrics of Program Evaluation," Scholarly Articles 3043416, Harvard University Department of Economics.
    8. Patrick Bajari & C. Lanier Benkard & Jonathan Levin, 2007. "Estimating Dynamic Models of Imperfect Competition," Econometrica, Econometric Society, vol. 75(5), pages 1331-1370, September.
    9. Molinari, Francesca, 2008. "Partial identification of probability distributions with misclassified data," Journal of Econometrics, Elsevier, vol. 144(1), pages 81-117, May.
    10. Guido Imbens & Charles F. Manski, 2003. "Confidence intervals for partially identified parameters," CeMMAP working papers CWP09/03, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    11. Adam Rosen, 2007. "Identification and estimation of firms' marginal cost functions with incomplete knowledge of strategic behavior," CeMMAP working papers CWP03/07, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    12. Fan, Yanqin & Park, Sang Soo, 2009. "Partial identification of the distribution of treatment effects and its confidence sets," MPRA Paper 37148, University Library of Munich, Germany.
    13. Arie Beresteanu & Francesca Molinari, 2008. "Asymptotic Properties for a Class of Partially Identified Models," Econometrica, Econometric Society, vol. 76(4), pages 763-814, July.
    14. Rosen, Adam M., 2008. "Confidence sets for partially identified parameters that satisfy a finite number of moment inequalities," Journal of Econometrics, Elsevier, vol. 146(1), pages 107-117, September.
    15. J. Stoye, 2009. "Charles F. Manski, Identification for Prediction and Decision (Harvard University Press 2007)," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(5), pages 857-862.
    16. Schorfheide, Frank & Moon, Hyungsik Roger, 2006. "Boosting Your Instruments: Estimation with Overidentifying Inequality Moment Conditions," CEPR Discussion Papers 5605, C.E.P.R. Discussion Papers.
    17. Patrik Guggenberger, 2006. "The limit of finite sample size and a problem with subsampling (joint with D.W.K. Andrews), June 2005, this version March 2007," UCLA Economics Online Papers 372, UCLA Department of Economics.
    18. Fan, Yanqin & Park, Sang Soo, 2010. "Confidence sets for some partially identified parameters," MPRA Paper 37149, University Library of Munich, Germany.
    19. Andrew M. Cohen & Beth A. Freeborn & Brian McManus, 2007. "Competition and Crowding-Out among Public, Non-Profit and For-Profit Organizations: Evidence from Outpatient Substance Abuse Treatment," Working Papers 52, Department of Economics, College of William and Mary.
    20. Esteban-Bravo, Mercedes & Vidal-Sanz, Jose M., 2007. "Worst-case estimation for econometric models with unobservable components," Computational Statistics & Data Analysis, Elsevier, vol. 51(7), pages 3330-3354, April.

  9. Philip A. Haile & Han Hong & Matthew Shum, 2003. "Nonparametric Tests for Common Values at First-Price Sealed-Bid Auctions," NBER Working Papers 10105, National Bureau of Economic Research, Inc.

    Cited by:

    1. Yao Luo & Peijun Sang & Ruli Xiao, 2024. "Order Statistics Approaches to Unobserved Heterogeneity in Auctions," Working Papers tecipa-776, University of Toronto, Department of Economics.
    2. Susan Athey & Philip A. Haile, 2006. "Empirical Models of Auctions," Cowles Foundation Discussion Papers 1562, Cowles Foundation for Research in Economics, Yale University.
    3. Tukiainen, Janne, 2008. "Testing for common costs in the City of Helsinki bus transit auctions," International Journal of Industrial Organization, Elsevier, vol. 26(6), pages 1308-1322, November.
    4. Hanming Fang & Xun Tang, 2013. "Inference of Bidders' Risk Attitudes in Ascending Auctions with Endogenous Entry," NBER Working Papers 19435, National Bureau of Economic Research, Inc.
    5. Haile, Philip & Hendricks, Kenneth & Porter, Robert, 2010. "Recent U.S. offshore oil and gas lease bidding: A progress report," International Journal of Industrial Organization, Elsevier, vol. 28(4), pages 390-396, July.
    6. Susan Athey & Dominic Coey & Jonathan Levin, 2011. "Set-Asides and Subsidies in Auctions," Discussion Papers 10-017, Stanford Institute for Economic Policy Research.
    7. Giovanni Compiani & Philip Haile & Marcelo Sant’Anna, 2020. "Common Values, Unobserved Heterogeneity, and Endogenous Entry in US Offshore Oil Lease Auctions," Journal of Political Economy, University of Chicago Press, vol. 128(10), pages 3872-3912.
    8. Tong Li & Xiaoyong Zheng, 2006. "Entry and competition effects in first-price auctions: theory and evidence from procurement auctions," CeMMAP working papers CWP13/06, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    9. 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.
    10. Sokbae (Simon) Lee & Kyungchui (Kevin) Song & Yoon-Jae Whang, 2014. "Testing for a general class of functional inequalities," CeMMAP working papers CWP09/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    11. Hakan Yilmazkuday, 2017. "Geographical dispersion of consumer search behaviour," Applied Economics, Taylor & Francis Journals, vol. 49(57), pages 5740-5752, December.
    12. Federico Zincenko, 2019. "Testing for Risk Aversion in First-Price Sealed-Bid Auctions," Working Paper 6641, Department of Economics, University of Pittsburgh.
    13. Yuichi Kitamura & Louise Laage, 2018. "Nonparametric Analysis of Finite Mixtures," Papers 1811.02727, arXiv.org.
    14. Michele Fioretti, 2022. "Caring or Pretending to Care? Social Impact, Firms' Objectives, and Welfare (former title: Social Responsibility and Firm's Objectives)," SciencePo Working papers hal-03393065, HAL.
    15. Jun Ma & Vadim Marmer & Artyom Shneyerov & Pai Xu, 2019. "Monotonicity-Constrained Nonparametric Estimation and Inference for First-Price Auctions," Papers 1909.12974, arXiv.org.
    16. Matthew Gentry & Tong Li, 2012. "Identification in auctions with selective entry," CeMMAP working papers 38/12, Institute for Fiscal Studies.
    17. Song Yao & Carl F. Mela, 2008. "Online Auction Demand," Marketing Science, INFORMS, vol. 27(5), pages 861-885, 09-10.
    18. Nianqing Liu & Yao Luo, 2017. "A Nonparametric Test For Comparing Valuation Distributions In First‐Price Auctions," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 58(3), pages 857-888, August.
    19. Laurent Lamy, 2008. "The econometrics of auctions with asymmetric anonymous bidders," Working Papers halshs-00586039, HAL.
    20. Qing Wang & Dan Zhao, 2019. "Penalization methods with group-wise sparsity: econometric applications to eBay Motors online auctions," Empirical Economics, Springer, vol. 57(2), pages 683-704, August.
    21. Florencia Gabrielli, 2014. "Econometrics of First Price Auctions: a Survey of the Theoretical and Applied Literature," Económica, Departamento de Economía, Facultad de Ciencias Económicas, Universidad Nacional de La Plata, vol. 60, pages 77-118, January-D.
    22. Gerard Marty & Raphaele Preget, 2007. "A Socio-economic Analysis of French Public Timber Sales," Working Papers - Cahiers du LEF 2007-03, Laboratoire d'Economie Forestiere, AgroParisTech-INRA.
    23. Enache, Andreea & Florens, Jean-Pierre, 2020. "Quantile Analysis of "Hazard-Rate" Game Models," TSE Working Papers 20-1117, Toulouse School of Economics (TSE).
    24. Hema Yoganarasimhan, 2016. "Estimation of Beauty Contest Auctions," Marketing Science, INFORMS, vol. 35(1), pages 27-54, January.
    25. Philip A. Haile & Yuichi Kitamura, 2018. "Unobserved Heterogeneity in Auctions," Cowles Foundation Discussion Papers 2141, Cowles Foundation for Research in Economics, Yale University.
    26. Lu Ji & Tong Li, 2008. "Multi-round procurement auctions with secret reserve prices: theory and evidence," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(7), pages 897-923.
    27. Patrick Bajari & Ali Hortacsu, 2003. "Are Structural Estimates of Auction Models Reasonable? Evidence from Experimental Data," NBER Working Papers 9889, National Bureau of Economic Research, Inc.
    28. Susan Athey & Jonathan Levin & Enrique Seira, "undated". "Comparing Open and Sealed Bid Auctions: Evidence from Timber Auctions," Discussion Papers 08-012, Stanford Institute for Economic Policy Research.
    29. Marmer, Vadim & Shneyerov, Artyom & Xu, Pai, 2007. "What Model for Entry in First-Price Auctions? A Nonparametric Approach," Microeconomics.ca working papers marmer-07-11-22-02-26-44, Vancouver School of Economics, revised 18 Feb 2011.
    30. Tatoutchoup, Francis Didier, 2017. "Forestry auctions with interdependent values: Evidence from timber auctions," Forest Policy and Economics, Elsevier, vol. 80(C), pages 107-115.
    31. Alan Mehlenbacher, 2007. "Multiagent System Platform for Auction Simulations," Department Discussion Papers 0706, Department of Economics, University of Victoria.
    32. Yao Luo & Yuanyuan Wan, 2015. "Integrated-quantile-based estimation for first price auction models," Working Papers tecipa-539, University of Toronto, Department of Economics.
    33. Hill, Jonathan B. & Shneyerov, Artyom, 2013. "Are there common values in first-price auctions? A tail-index nonparametric test," Journal of Econometrics, Elsevier, vol. 174(2), pages 144-164.
    34. Gimenes, Nathalie & Guerre, Emmanuel, 2020. "Nonparametric identification of an interdependent value model with buyer covariates from first-price auction bids," Journal of Econometrics, Elsevier, vol. 219(1), pages 1-18.
    35. Hickman Brent R. & Hubbard Timothy P. & Sağlam Yiğit, 2012. "Structural Econometric Methods in Auctions: A Guide to the Literature," Journal of Econometric Methods, De Gruyter, vol. 1(1), pages 67-106, August.
    36. Pietro Bonaldi & Mauricio Villamizar-Villegas, 2018. "An Auction-Based Test of Private Information in an Interdealer FX Market," Working papers 1, Red Investigadores de Economía.
    37. John Asker, 2010. "A Study of the Internal Organization of a Bidding Cartel," American Economic Review, American Economic Association, vol. 100(3), pages 724-762, June.
    38. Matthew Gentry & Tong Li, 2014. "Identification in Auctions With Selective Entry," Econometrica, Econometric Society, vol. 82(1), pages 315-344, January.
    39. Gimenes, Nathalie & Guerre, Emmanuel, 2022. "Quantile regression methods for first-price auctions," Journal of Econometrics, Elsevier, vol. 226(2), pages 224-247.
    40. Philippe Février, 2008. "Nonparametric identification and estimation of a class of common value auction models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(7), pages 949-964.
    41. Antonio Merlo & Xun Tang, 2011. "Identification and Estimation of Stochastic Bargaining Models, Fourth Version," PIER Working Paper Archive 11-035, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 19 Oct 2011.
    42. Yao Luo, 2018. "Unobserved Heterogeneity in Auctions under Restricted Stochastic Dominance," Working Papers tecipa-606, University of Toronto, Department of Economics.
    43. Lamy, Laurent & Patnam, Manasa & Visser, Michael, 2023. "Distinguishing incentive from selection effects in auction-determined contracts," Journal of Econometrics, Elsevier, vol. 235(2), pages 1172-1202.
    44. Dominic Coey & Bradley Larsen & Kane Sweeney, 2019. "The bidder exclusion effect," RAND Journal of Economics, RAND Corporation, vol. 50(1), pages 93-120, March.
    45. Hammond, Robert G. & Zheng, Xiaoyong, 2013. "Heterogeneity in tournaments with incomplete information: An experimental analysis," International Journal of Industrial Organization, Elsevier, vol. 31(3), pages 248-260.
    46. De Silva, Dakshina G. & Kosmopoulou, Georgia & Pagel, Beatrice & Peeters, Ronald, 2012. "The impact of timing on bidding behavior in procurement auctions of contracts with private costs," DICE Discussion Papers 54, Heinrich Heine University Düsseldorf, Düsseldorf Institute for Competition Economics (DICE).
    47. Serafin J. Grundl & Yu Zhu, 2019. "Robust Inference in First-Price Auctions : Experimental Findings as Identifying Restrictions," Finance and Economics Discussion Series 2019-006, Board of Governors of the Federal Reserve System (U.S.).
    48. 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.
    49. Jonathan Levin & Susan Athey & Enrique Seira, 2004. "Comparing Open and Sealed Bid Auctions: Theory and Evidence from Timber Auctions," Working Papers 2004.142, Fondazione Eni Enrico Mattei.
    50. Marleen Marra, 2024. "Estimating and Auction Platform Game with Two-Sided Entry," SciencePo Working papers Main hal-03393068, HAL.
    51. Aradillas-López, Andrés & Gandhi, Amit & Quint, Daniel, 2016. "A simple test for moment inequality models with an application to English auctions," Journal of Econometrics, Elsevier, vol. 194(1), pages 96-115.
    52. Nathalie Gimenes & Emmanuel Guerre, 2019. "Nonparametric identification of an interdependent value model with buyer covariates from first-price auction bids," Papers 1910.10646, arXiv.org.
    53. Joseph Kuehn, 2019. "Estimating Auctions with Externalities: The Case of USFS Timber Auctions," The Review of Economics and Statistics, MIT Press, vol. 101(5), pages 791-807, December.
    54. Matthijs R. Wildenbeest, 2011. "An empirical model of search with vertically differentiated products," RAND Journal of Economics, RAND Corporation, vol. 42(4), pages 729-757, December.
    55. Emmanuel Guerre & Yao Luo, 2019. "Nonparametric Identification of First-Price Auction with Unobserved Competition: A Density Discontinuity Framework," Papers 1908.05476, arXiv.org, revised Jan 2022.
    56. Cassola, Nuno & Ewerhart, Christian & Morana, Claudio, 2007. "Structural econometric approach to bidding in the main refinancing operations of the Eurosystem," Journal of Financial Transformation, Capco Institute, vol. 19, pages 81-90.
    57. Nathalie Gimenes, 2014. "Econometrics of Ascending Auctions by Quantile Regression," Working Papers, Department of Economics 2014_25, University of São Paulo (FEA-USP).
    58. Kaplan, Uma & Marmer, Vadim & Shneyerov, Artyom, 2016. "Identifying Collusion in English Auctions," Microeconomics.ca working papers vadim_marmer-2016-3, Vancouver School of Economics, revised 08 Jul 2017.
    59. Marmer, Vadim & Shneyerov, Artyom, 2012. "Quantile-based nonparametric inference for first-price auctions," Journal of Econometrics, Elsevier, vol. 167(2), pages 345-357.
    60. Horowitz, John K. & Lynch, Lori & Stocking, Andrew, 2007. "Competition-Based Environmental Policy: An Analysis of Farmland Preservation in Maryland," Working Papers 7340, University of Maryland, Department of Agricultural and Resource Economics.
    61. Bucciol, Alessandro & Camboni, Riccardo & Valbonesi, Paola, 2020. "Purchasing medical devices: The role of buyer competence and discretion," Journal of Health Economics, Elsevier, vol. 74(C).
    62. Jayeeta Bhattacharya, 2020. "Quantile regression with generated dependent variable and covariates," Papers 2012.13614, arXiv.org.
    63. Bernhard Kasberger, 2022. "An Equilibrium Model of the First-Price Auction with Strategic Uncertainty: Theory and Empirics," Papers 2202.07517, arXiv.org, revised Mar 2022.
    64. Yao Luo & Ruli Xiao, 2022. "Identification of Auction Models Using Order Statistics," Papers 2205.12917, arXiv.org, revised Apr 2023.
    65. Pallavi Pal, 2023. "Sponsored Search Auction and the Revenue- Maximizing Number of Ads per Page," CESifo Working Paper Series 10299, CESifo.
    66. Hortaçsu, Ali, 2011. "Recent progress in the empirical analysis of multi-unit auctions," International Journal of Industrial Organization, Elsevier, vol. 29(3), pages 345-349, May.
    67. Dominic Coey & Bradley J. Larsen & Brennan C. Platt, 2020. "Discounts and Deadlines in Consumer Search," American Economic Review, American Economic Association, vol. 110(12), pages 3748-3785, December.
    68. Alan Mehlenbacher, 2009. "Multiagent System Simulations of Signal Averaging in English Auctions with Two-Dimensional Value Signals," Computational Economics, Springer;Society for Computational Economics, vol. 34(2), pages 119-143, September.
    69. An, Yonghong & Hu, Yingyao & Shum, Matthew, 2010. "Estimating first-price auctions with an unknown number of bidders: A misclassification approach," Journal of Econometrics, Elsevier, vol. 157(2), pages 328-341, August.
    70. Stefan Seifert & Silke Hüttel, 2023. "Is there a risk of a winner’s curse in farmland auctions?," European Review of Agricultural Economics, Oxford University Press and the European Agricultural and Applied Economics Publications Foundation, vol. 50(3), pages 1140-1177.
    71. Antonio Merlo & Xun Tang, 2009. "Identification of Stochastic Sequential Bargaining Models," PIER Working Paper Archive 09-037, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
    72. Antonio Merlo & Xun Tang, 2010. "Identification and Estimation of Stochastic Bargaining Models, Third Version," PIER Working Paper Archive 11-008, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 11 Mar 2011.
    73. Li, Tong & Zheng, Xiaoyong, 2012. "Information acquisition and/or bid preparation: A structural analysis of entry and bidding in timber sale auctions," Journal of Econometrics, Elsevier, vol. 168(1), pages 29-46.
    74. Yili Hong & Chong (Alex) Wang & Paul A. Pavlou, 2016. "Comparing Open and Sealed Bid Auctions: Evidence from Online Labor Markets," Information Systems Research, INFORMS, vol. 27(1), pages 49-69, March.
    75. Peter Boatwright & Sharad Borle & Joseph B. Kadane, 2010. "Common Value vs. Private Value Categories in Online Auctions: A Distinction Without a Difference?," Decision Analysis, INFORMS, vol. 7(1), pages 86-98, March.
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    83. Grundl, Serafin & Zhu, Yu, 2023. "Robust inference in first-price auctions: Overbidding as an identifying restriction," Journal of Econometrics, Elsevier, vol. 235(2), pages 484-506.
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    91. Jakub Kastl & Ali Hortacsu, 2007. "Testing for Common Valuation in Treasury Bills Auctions," 2007 Meeting Papers 222, Society for Economic Dynamics.
    92. Qi Li & Jeffrey Scott Racine, 2006. "Nonparametric Econometrics: Theory and Practice," Economics Books, Princeton University Press, edition 1, volume 1, number 8355.
    93. Alan Mehlenbacher, 2007. "Multiagent System Simulations of Sealed-Bid Auctions with Two-Dimensional Value Signals," Department Discussion Papers 0707, Department of Economics, University of Victoria.
    94. Tong Li & Jingfeng Lu & Li Zhao, 2015. "Auctions with selective entry and risk averse bidders: theory and evidence," RAND Journal of Economics, RAND Corporation, vol. 46(3), pages 524-545, September.
    95. Xun Tang, 2008. "Bounds on Revenue Distributions in Counterfactual Auctions with Reserve Prices," PIER Working Paper Archive 08-042, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
    96. Babur De los Santos & Ali Hortacsu & Matthijs R. Wildenbeest, 2012. "Search with Learning," Working Papers 2012-03, Indiana University, Kelley School of Business, Department of Business Economics and Public Policy.
    97. Seoyun Hong & Chang Sik Kim & Hyunchul Kim, 2022. "Measuring the Effects of Bid-Rigging on Prices with Binary Misclassification," Review of Industrial Organization, Springer;The Industrial Organization Society, vol. 61(3), pages 319-339, November.
    98. Laurent Lamy & Manasa Patnam & Michael Visser, 2023. "Distinguishing incentive from selection effects in auction-determined contracts," Post-Print hal-04382099, HAL.
    99. Ali Hortacsu & Jakub Kastl, "undated". "Testing for Common Values in Canadian Treasury Bill Auctions," Discussion Papers 07-053, Stanford Institute for Economic Policy Research.
    100. Francesco Decarolis, 2009. "When the Highest Bidder Loses the Auction: Theory and Evidence from Public Procurement," 2009 Meeting Papers 130, Society for Economic Dynamics.
    101. Yaron Raviv, 2008. "The Role Of The Bidding Process In Price Determination: Jump Bidding In Sequential English Auctions," Economic Inquiry, Western Economic Association International, vol. 46(3), pages 325-341, July.
    102. Bougt, Daniel & Ghosh, Gagan & Liu, Heng, 2023. "Identification of interdependent values in sequential first-price auctions," International Journal of Industrial Organization, Elsevier, vol. 91(C).
    103. Sant'Anna, Marcelo Castello Branco, 2017. "Empirical analysis of scoring auctions for oil and gas leases," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 789, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
    104. Andreea Enache & Jean-Pierre Florens, 2020. "Identification and Estimation in a Third-Price Auction Model," Post-Print hal-02929530, HAL.
    105. Tobias Salz, 2020. "Intermediation and Competition in Search Markets: An Empirical Case Study," NBER Working Papers 27700, National Bureau of Economic Research, Inc.
    106. Patrick Bajari & Ali Hortacsu, 2003. "Economic Insights from Internet Auctions: A Survey," NBER Working Papers 10076, National Bureau of Economic Research, Inc.
    107. Nianqing Liu & Yao Luo, 2014. "A Nonparametric Test of Exogenous Participation in First-Price Auctions," Working Papers tecipa-519, University of Toronto, Department of Economics.
    108. Hanming Fang & Xun Tang, 2011. "Inference of Bidders’ Risk Attitudes in Ascending Auctions with Endogenous Entry, Second Version," PIER Working Paper Archive 12-016, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 17 Apr 2012.
    109. Rothe, Christoph & Wied, Dominik, 2020. "Estimating derivatives of function-valued parameters in a class of moment condition models," Journal of Econometrics, Elsevier, vol. 217(1), pages 1-19.
    110. Sağlam, Yiğit, 2012. "Structural Econometric Methods in Auctions: A Guide to the Literature," Working Paper Series 19224, Victoria University of Wellington, The New Zealand Institute for the Study of Competition and Regulation.
    111. Luo, Yao & Xiao, Ruli, 2023. "Identification of auction models using order statistics," Journal of Econometrics, Elsevier, vol. 236(1).
    112. Athias, Laure & Nunez, Antonio, 2008. "The more the merrier? Number of bidders, information dispersion, renegotiation and winner’s curse in toll road concessions," MPRA Paper 10539, University Library of Munich, Germany.
    113. 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).

  10. Matt Shum & Phil Haile & Han Hong, 2003. "Nonparametric Tests for Common Values in First-Price Auctions," Economics Working Paper Archive 501, The Johns Hopkins University,Department of Economics.

    Cited by:

    1. Susan Athey & Philip A. Haile, 2006. "Empirical Models of Auctions," Cowles Foundation Discussion Papers 1562, Cowles Foundation for Research in Economics, Yale University.
    2. Tukiainen, Janne, 2008. "Testing for common costs in the City of Helsinki bus transit auctions," International Journal of Industrial Organization, Elsevier, vol. 26(6), pages 1308-1322, November.
    3. Giovanni Compiani & Philip Haile & Marcelo Sant’Anna, 2020. "Common Values, Unobserved Heterogeneity, and Endogenous Entry in US Offshore Oil Lease Auctions," Journal of Political Economy, University of Chicago Press, vol. 128(10), pages 3872-3912.
    4. 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.
    5. Sokbae (Simon) Lee & Kyungchui (Kevin) Song & Yoon-Jae Whang, 2014. "Testing for a general class of functional inequalities," CeMMAP working papers CWP09/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    6. Hakan Yilmazkuday, 2017. "Geographical dispersion of consumer search behaviour," Applied Economics, Taylor & Francis Journals, vol. 49(57), pages 5740-5752, December.
    7. Federico Zincenko, 2019. "Testing for Risk Aversion in First-Price Sealed-Bid Auctions," Working Paper 6641, Department of Economics, University of Pittsburgh.
    8. Yuichi Kitamura & Louise Laage, 2018. "Nonparametric Analysis of Finite Mixtures," Papers 1811.02727, arXiv.org.
    9. Michele Fioretti, 2022. "Caring or Pretending to Care? Social Impact, Firms' Objectives, and Welfare (former title: Social Responsibility and Firm's Objectives)," SciencePo Working papers hal-03393065, HAL.
    10. Jun Ma & Vadim Marmer & Artyom Shneyerov & Pai Xu, 2019. "Monotonicity-Constrained Nonparametric Estimation and Inference for First-Price Auctions," Papers 1909.12974, arXiv.org.
    11. Matthew Gentry & Tong Li, 2012. "Identification in auctions with selective entry," CeMMAP working papers 38/12, Institute for Fiscal Studies.
    12. Kenneth Hendricks & Joris Pinkse & Robert H. Porter, 2003. "Empirical Implications of Equilibrium Bidding in First-Price, Symmetric, Common Value Auctions," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 70(1), pages 115-145.
    13. Song Yao & Carl F. Mela, 2008. "Online Auction Demand," Marketing Science, INFORMS, vol. 27(5), pages 861-885, 09-10.
    14. Qing Wang & Dan Zhao, 2019. "Penalization methods with group-wise sparsity: econometric applications to eBay Motors online auctions," Empirical Economics, Springer, vol. 57(2), pages 683-704, August.
    15. Enache, Andreea & Florens, Jean-Pierre, 2020. "Quantile Analysis of "Hazard-Rate" Game Models," TSE Working Papers 20-1117, Toulouse School of Economics (TSE).
    16. Hema Yoganarasimhan, 2016. "Estimation of Beauty Contest Auctions," Marketing Science, INFORMS, vol. 35(1), pages 27-54, January.
    17. Philip A. Haile & Yuichi Kitamura, 2018. "Unobserved Heterogeneity in Auctions," Cowles Foundation Discussion Papers 2141, Cowles Foundation for Research in Economics, Yale University.
    18. Marmer, Vadim & Shneyerov, Artyom & Xu, Pai, 2007. "What Model for Entry in First-Price Auctions? A Nonparametric Approach," Microeconomics.ca working papers marmer-07-11-22-02-26-44, Vancouver School of Economics, revised 18 Feb 2011.
    19. Tatoutchoup, Francis Didier, 2017. "Forestry auctions with interdependent values: Evidence from timber auctions," Forest Policy and Economics, Elsevier, vol. 80(C), pages 107-115.
    20. Alan Mehlenbacher, 2007. "Multiagent System Platform for Auction Simulations," Department Discussion Papers 0706, Department of Economics, University of Victoria.
    21. Yao Luo & Yuanyuan Wan, 2015. "Integrated-quantile-based estimation for first price auction models," Working Papers tecipa-539, University of Toronto, Department of Economics.
    22. Hill, Jonathan B. & Shneyerov, Artyom, 2013. "Are there common values in first-price auctions? A tail-index nonparametric test," Journal of Econometrics, Elsevier, vol. 174(2), pages 144-164.
    23. Gimenes, Nathalie & Guerre, Emmanuel, 2020. "Nonparametric identification of an interdependent value model with buyer covariates from first-price auction bids," Journal of Econometrics, Elsevier, vol. 219(1), pages 1-18.
    24. Hickman Brent R. & Hubbard Timothy P. & Sağlam Yiğit, 2012. "Structural Econometric Methods in Auctions: A Guide to the Literature," Journal of Econometric Methods, De Gruyter, vol. 1(1), pages 67-106, August.
    25. Pietro Bonaldi & Mauricio Villamizar-Villegas, 2018. "An Auction-Based Test of Private Information in an Interdealer FX Market," Working papers 1, Red Investigadores de Economía.
    26. Matthew Gentry & Tong Li, 2014. "Identification in Auctions With Selective Entry," Econometrica, Econometric Society, vol. 82(1), pages 315-344, January.
    27. Gimenes, Nathalie & Guerre, Emmanuel, 2022. "Quantile regression methods for first-price auctions," Journal of Econometrics, Elsevier, vol. 226(2), pages 224-247.
    28. Philippe Février, 2008. "Nonparametric identification and estimation of a class of common value auction models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(7), pages 949-964.
    29. Yao Luo, 2018. "Unobserved Heterogeneity in Auctions under Restricted Stochastic Dominance," Working Papers tecipa-606, University of Toronto, Department of Economics.
    30. Lamy, Laurent & Patnam, Manasa & Visser, Michael, 2023. "Distinguishing incentive from selection effects in auction-determined contracts," Journal of Econometrics, Elsevier, vol. 235(2), pages 1172-1202.
    31. Dominic Coey & Bradley Larsen & Kane Sweeney, 2019. "The bidder exclusion effect," RAND Journal of Economics, RAND Corporation, vol. 50(1), pages 93-120, March.
    32. Hammond, Robert G. & Zheng, Xiaoyong, 2013. "Heterogeneity in tournaments with incomplete information: An experimental analysis," International Journal of Industrial Organization, Elsevier, vol. 31(3), pages 248-260.
    33. Serafin J. Grundl & Yu Zhu, 2019. "Robust Inference in First-Price Auctions : Experimental Findings as Identifying Restrictions," Finance and Economics Discussion Series 2019-006, Board of Governors of the Federal Reserve System (U.S.).
    34. 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.
    35. Jonathan Levin & Susan Athey & Enrique Seira, 2004. "Comparing Open and Sealed Bid Auctions: Theory and Evidence from Timber Auctions," Working Papers 2004.142, Fondazione Eni Enrico Mattei.
    36. Marleen Marra, 2024. "Estimating and Auction Platform Game with Two-Sided Entry," SciencePo Working papers Main hal-03393068, HAL.
    37. Aradillas-López, Andrés & Gandhi, Amit & Quint, Daniel, 2016. "A simple test for moment inequality models with an application to English auctions," Journal of Econometrics, Elsevier, vol. 194(1), pages 96-115.
    38. Nathalie Gimenes & Emmanuel Guerre, 2019. "Nonparametric identification of an interdependent value model with buyer covariates from first-price auction bids," Papers 1910.10646, arXiv.org.
    39. Joseph Kuehn, 2019. "Estimating Auctions with Externalities: The Case of USFS Timber Auctions," The Review of Economics and Statistics, MIT Press, vol. 101(5), pages 791-807, December.
    40. Matthijs R. Wildenbeest, 2011. "An empirical model of search with vertically differentiated products," RAND Journal of Economics, RAND Corporation, vol. 42(4), pages 729-757, December.
    41. Emmanuel Guerre & Yao Luo, 2019. "Nonparametric Identification of First-Price Auction with Unobserved Competition: A Density Discontinuity Framework," Papers 1908.05476, arXiv.org, revised Jan 2022.
    42. Cassola, Nuno & Ewerhart, Christian & Morana, Claudio, 2007. "Structural econometric approach to bidding in the main refinancing operations of the Eurosystem," Journal of Financial Transformation, Capco Institute, vol. 19, pages 81-90.
    43. Nathalie Gimenes, 2014. "Econometrics of Ascending Auctions by Quantile Regression," Working Papers, Department of Economics 2014_25, University of São Paulo (FEA-USP).
    44. Kaplan, Uma & Marmer, Vadim & Shneyerov, Artyom, 2016. "Identifying Collusion in English Auctions," Microeconomics.ca working papers vadim_marmer-2016-3, Vancouver School of Economics, revised 08 Jul 2017.
    45. Marmer, Vadim & Shneyerov, Artyom, 2012. "Quantile-based nonparametric inference for first-price auctions," Journal of Econometrics, Elsevier, vol. 167(2), pages 345-357.
    46. Bucciol, Alessandro & Camboni, Riccardo & Valbonesi, Paola, 2020. "Purchasing medical devices: The role of buyer competence and discretion," Journal of Health Economics, Elsevier, vol. 74(C).
    47. Jayeeta Bhattacharya, 2020. "Quantile regression with generated dependent variable and covariates," Papers 2012.13614, arXiv.org.
    48. Bernhard Kasberger, 2022. "An Equilibrium Model of the First-Price Auction with Strategic Uncertainty: Theory and Empirics," Papers 2202.07517, arXiv.org, revised Mar 2022.
    49. Yao Luo & Ruli Xiao, 2022. "Identification of Auction Models Using Order Statistics," Papers 2205.12917, arXiv.org, revised Apr 2023.
    50. Pallavi Pal, 2023. "Sponsored Search Auction and the Revenue- Maximizing Number of Ads per Page," CESifo Working Paper Series 10299, CESifo.
    51. Hortaçsu, Ali, 2011. "Recent progress in the empirical analysis of multi-unit auctions," International Journal of Industrial Organization, Elsevier, vol. 29(3), pages 345-349, May.
    52. Dominic Coey & Bradley J. Larsen & Brennan C. Platt, 2020. "Discounts and Deadlines in Consumer Search," American Economic Review, American Economic Association, vol. 110(12), pages 3748-3785, December.
    53. Alan Mehlenbacher, 2009. "Multiagent System Simulations of Signal Averaging in English Auctions with Two-Dimensional Value Signals," Computational Economics, Springer;Society for Computational Economics, vol. 34(2), pages 119-143, September.
    54. An, Yonghong & Hu, Yingyao & Shum, Matthew, 2010. "Estimating first-price auctions with an unknown number of bidders: A misclassification approach," Journal of Econometrics, Elsevier, vol. 157(2), pages 328-341, August.
    55. Stefan Seifert & Silke Hüttel, 2023. "Is there a risk of a winner’s curse in farmland auctions?," European Review of Agricultural Economics, Oxford University Press and the European Agricultural and Applied Economics Publications Foundation, vol. 50(3), pages 1140-1177.
    56. Li, Tong & Zheng, Xiaoyong, 2012. "Information acquisition and/or bid preparation: A structural analysis of entry and bidding in timber sale auctions," Journal of Econometrics, Elsevier, vol. 168(1), pages 29-46.
    57. Yili Hong & Chong (Alex) Wang & Paul A. Pavlou, 2016. "Comparing Open and Sealed Bid Auctions: Evidence from Online Labor Markets," Information Systems Research, INFORMS, vol. 27(1), pages 49-69, March.
    58. Seifert, Stefan & Hüttel, Silke, 2020. "Common values and unobserved heterogeneity in farmland auctions in Germany," FORLand Working Papers 21 (2020), Humboldt University Berlin, DFG Research Unit 2569 FORLand "Agricultural Land Markets – Efficiency and Regulation".
    59. Bradley J Larsen, 2021. "The Efficiency of Real-World Bargaining: Evidence from Wholesale Used-Auto Auctions," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 88(2), pages 851-882.
    60. Christopher Adams & Laura Hosken & Peter Newberry, 2011. "Vettes and lemons on eBay," Quantitative Marketing and Economics (QME), Springer, vol. 9(2), pages 109-127, June.
    61. Choo, Eugene & Eid, Jean, 2008. "Interregional Price Difference in the New Orleans Auctions Market for Slaves," Journal of Business & Economic Statistics, American Statistical Association, vol. 26, pages 486-509.
    62. Jonathan B. Hill & Artyom Shneyerov, 2009. "Are There Common Values in BC Timber Sales? A Tail-Index Nonparametric Test," Working Papers 09003, Concordia University, Department of Economics.
    63. Grundl, Serafin & Zhu, Yu, 2024. "Two results on auctions with endogenous entry," Economics Letters, Elsevier, vol. 234(C).
    64. Quang Vuong & Sandra Campo & Isabelle Perrigne, 2003. "Asymmetry in first-price auctions with affiliated private values," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 18(2), pages 179-207.
    65. Jakub Kastl & Ali Hortacsu, 2007. "Testing for Common Valuation in Treasury Bills Auctions," 2007 Meeting Papers 222, Society for Economic Dynamics.
    66. Qi Li & Jeffrey Scott Racine, 2006. "Nonparametric Econometrics: Theory and Practice," Economics Books, Princeton University Press, edition 1, volume 1, number 8355.
    67. Alan Mehlenbacher, 2007. "Multiagent System Simulations of Sealed-Bid Auctions with Two-Dimensional Value Signals," Department Discussion Papers 0707, Department of Economics, University of Victoria.
    68. Tong Li & Jingfeng Lu & Li Zhao, 2015. "Auctions with selective entry and risk averse bidders: theory and evidence," RAND Journal of Economics, RAND Corporation, vol. 46(3), pages 524-545, September.
    69. Susan Athey & Philip A. Haile, 2002. "Identification of Standard Auction Models," Econometrica, Econometric Society, vol. 70(6), pages 2107-2140, November.
    70. Seoyun Hong & Chang Sik Kim & Hyunchul Kim, 2022. "Measuring the Effects of Bid-Rigging on Prices with Binary Misclassification," Review of Industrial Organization, Springer;The Industrial Organization Society, vol. 61(3), pages 319-339, November.
    71. Ali Hortacsu & Jakub Kastl, "undated". "Testing for Common Values in Canadian Treasury Bill Auctions," Discussion Papers 07-053, Stanford Institute for Economic Policy Research.
    72. Francesco Decarolis, 2009. "When the Highest Bidder Loses the Auction: Theory and Evidence from Public Procurement," 2009 Meeting Papers 130, Society for Economic Dynamics.
    73. Sant'Anna, Marcelo Castello Branco, 2017. "Empirical analysis of scoring auctions for oil and gas leases," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 789, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
    74. Andreea Enache & Jean-Pierre Florens, 2020. "Identification and Estimation in a Third-Price Auction Model," Post-Print hal-02929530, HAL.
    75. Tobias Salz, 2020. "Intermediation and Competition in Search Markets: An Empirical Case Study," NBER Working Papers 27700, National Bureau of Economic Research, Inc.
    76. Patrick Bajari & Ali Hortacsu, 2003. "Economic Insights from Internet Auctions: A Survey," NBER Working Papers 10076, National Bureau of Economic Research, Inc.
    77. Nianqing Liu & Yao Luo, 2014. "A Nonparametric Test of Exogenous Participation in First-Price Auctions," Working Papers tecipa-519, University of Toronto, Department of Economics.
    78. Rothe, Christoph & Wied, Dominik, 2020. "Estimating derivatives of function-valued parameters in a class of moment condition models," Journal of Econometrics, Elsevier, vol. 217(1), pages 1-19.
    79. Sağlam, Yiğit, 2012. "Structural Econometric Methods in Auctions: A Guide to the Literature," Working Paper Series 19224, Victoria University of Wellington, The New Zealand Institute for the Study of Competition and Regulation.
    80. Athias, Laure & Nunez, Antonio, 2008. "The more the merrier? Number of bidders, information dispersion, renegotiation and winner’s curse in toll road concessions," MPRA Paper 10539, University Library of Munich, Germany.
    81. 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).

  11. Han Hong & Matthew Shum, 2002. "Rates of Information Aggregation in Common Value Auctions," Economics Working Paper Archive 436, The Johns Hopkins University,Department of Economics.

    Cited by:

    1. García, Diego & Urošević, Branko, 2013. "Noise and aggregation of information in large markets," Journal of Financial Markets, Elsevier, vol. 16(3), pages 526-549.
    2. Alp E. Atakan & Mehmet Ekmekci, 2014. "Auctions, Actions, and the Failure of Information Aggregation," American Economic Review, American Economic Association, vol. 104(7), pages 2014-2048, July.
    3. Han Hong & Harry J. Paarsch & Pai Xu, 2013. "On the asymptotic distribution of the transaction price in a clock model of a multi-unit, oral, ascending-price auction within the common-value paradigm," RAND Journal of Economics, RAND Corporation, vol. 44(4), pages 664-685, December.
    4. Kovalenkov, Alexander & Vives, Xavier, 2014. "Competitive rational expectations equilibria without apology," Journal of Economic Theory, Elsevier, vol. 149(C), pages 211-235.
    5. Diego García & Branko Urosevic, 2004. "Noise and aggregation of information in large markets," Economics Working Papers 785, Department of Economics and Business, Universitat Pompeu Fabra.
    6. Matan Harel & Elchanan Mossel & Philipp Strack & Omer Tamuz, 2021. "Rational Groupthink," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 136(1), pages 621-668.
      • Matan Harel & Elchanan Mossel & Philipp Strack & Omer Tamuz, 2014. "Rational Groupthink," Papers 1412.7172, arXiv.org, revised Jun 2020.
    7. Atakan, Alp Enver & Ekmekci, Mehmet, 2016. "Market Selection and the Information Content of Prices," MPRA Paper 75632, University Library of Munich, Germany.
    8. Axelson, Ulf & Makarov, Igor, 2023. "Informational black holes in financial markets," LSE Research Online Documents on Economics 105042, London School of Economics and Political Science, LSE Library.
    9. Cho, Sung-Jin & Paarsch, Harry J. & Rust, John, 2010. "Is the ’Linkage Principle’ Valid?: Evidence from the Field," CEI Working Paper Series 2010-4, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University.
    10. Yin, Pai-Ling, 2007. "Empirical tests of information aggregation," International Journal of Industrial Organization, Elsevier, vol. 25(6), pages 1179-1189, December.
    11. Gabaix, Xavier & Laibson, David & Li, Deyuan & Li, Hongyi & Resnick, Sidney & de Vries, Casper G., 2016. "The impact of competition on prices with numerous firms," Journal of Economic Theory, Elsevier, vol. 165(C), pages 1-24.
    12. Harstad, Ronald M. & Pekec, Aleksandar Sasa & Tsetlin, Ilia, 2008. "Information aggregation in auctions with an unknown number of bidders," Games and Economic Behavior, Elsevier, vol. 62(2), pages 476-508, March.
    13. Axelson, Ulf & Makarov, Igor, 2016. "Informational black holes in financial markets," LSE Research Online Documents on Economics 118982, London School of Economics and Political Science, LSE Library.
    14. Gadi Fibich & Arieh Gavious, 2010. "Large auctions with risk-averse bidders," International Journal of Game Theory, Springer;Game Theory Society, vol. 39(3), pages 359-390, July.

  12. Han Hong & Matthew Shum, 2001. "Econometric Models of Asymmetric Ascending Auctions," Economics Working Paper Archive 453, The Johns Hopkins University,Department of Economics.

    Cited by:

    1. Dirk Bergemann & Stephen Morris, 2012. "Robust Implementation in Direct Mechanisms," World Scientific Book Chapters, in: Robust Mechanism Design The Role of Private Information and Higher Order Beliefs, chapter 4, pages 153-194, World Scientific Publishing Co. Pte. Ltd..
    2. Dirk Bergemann & Stephen Morris, 2006. "Robust Implementation: The Case of Direct Mechanisms," Levine's Bibliography 122247000000001194, UCLA Department of Economics.
    3. Tong Li & Xiaoyong Zheng, 2006. "Entry and competition effects in first-price auctions: theory and evidence from procurement auctions," CeMMAP working papers CWP13/06, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    4. Georges Dionne & Mélissa La Haye & Anne‐Sophie Bergerès, 2015. "Does asymmetric information affect the premium in mergers and acquisitions?," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 48(3), pages 819-852, August.
    5. William Horrace, 2015. "Moments of the truncated normal distribution," Journal of Productivity Analysis, Springer, vol. 43(2), pages 133-138, April.
    6. Dakshina Garfield De Silva & Marina Gertsberg & Georgia Kosmopoulou & Rachel Pownall, 2017. "Dealer Networks in the World of Art," Working Papers 198144199, Lancaster University Management School, Economics Department.
    7. Rosa, Benjamin, 2019. "Bid Credits in Simultaneous Ascending Auctions," MPRA Paper 96895, University Library of Munich, Germany.
    8. Jose Canals-Cerda, 2005. "Congestion Pricing in an Internet Market," Working Papers 05-10, NET Institute, revised Sep 2005.
    9. Barry O'Neill, 2006. "Nuclear Weapons and National Prestige," Cowles Foundation Discussion Papers 1560, Cowles Foundation for Research in Economics, Yale University.
    10. A. Banerji, 2010. "Millers, Commission Agents and Collusion in Grain Auction Markets: Evidence From Basmati Auctions in North India," Working Papers id:2891, eSocialSciences.
    11. Li, Tong, 2010. "Indirect inference in structural econometric models," Journal of Econometrics, Elsevier, vol. 157(1), pages 120-128, July.
    12. Haile,P.A. & Tamer,E.T., 2000. "Inference with an incomplete model of English auctions," Working papers 18, Wisconsin Madison - Social Systems.
    13. Hickman Brent R. & Hubbard Timothy P. & Sağlam Yiğit, 2012. "Structural Econometric Methods in Auctions: A Guide to the Literature," Journal of Econometric Methods, De Gruyter, vol. 1(1), pages 67-106, August.
    14. Horrace, William C., 2005. "On ranking and selection from independent truncated normal distributions," Journal of Econometrics, Elsevier, vol. 126(2), pages 335-354, June.
    15. Lamy, Laurent & Patnam, Manasa & Visser, Michael, 2023. "Distinguishing incentive from selection effects in auction-determined contracts," Journal of Econometrics, Elsevier, vol. 235(2), pages 1172-1202.
    16. Oliver Kirchkamp & J. Philipp Reiß, 2019. "Heterogeneous bids in auctions with rational and boundedly rational bidders: theory and experiment," International Journal of Game Theory, Springer;Game Theory Society, vol. 48(4), pages 1001-1031, December.
    17. Lorentziadis, Panos L., 2016. "Optimal bidding in auctions from a game theory perspective," European Journal of Operational Research, Elsevier, vol. 248(2), pages 347-371.
    18. Mo Xiao & Zhe Yuan, 2018. "License Complementarity and Package Bidding: The U.S. Spectrum Auctions," Working Papers 18-06, NET Institute.
    19. De Silva, Dakshina G. & Gertsberg, Marina & Kosmopoulou, Georgia & Pownall, Rachel A.J., 2022. "Evolution of a dealer trading network and its effects on art auction prices," European Economic Review, Elsevier, vol. 144(C).
    20. Barkley, Aaron & Groeger, Joachim R. & Miller, Robert A., 2021. "Bidding frictions in ascending auctions," Journal of Econometrics, Elsevier, vol. 223(2), pages 376-400.
    21. Bikhchandani,S. & Haile,P.A. & Riley,J.G., 2000. "Symmetric separating equilibria in English auctions," Working papers 17R, Wisconsin Madison - Social Systems.
    22. Plott, Charles R. & Salmon, Timothy C., 2004. "The simultaneous, ascending auction: dynamics of price adjustment in experiments and in the UK3G spectrum auction," Journal of Economic Behavior & Organization, Elsevier, vol. 53(3), pages 353-383, March.
    23. Choi, Syngjoo & Guerra, José-Alberto & Kim, Jinwoo, 2019. "Interdependent value auctions with insider information: Theory and experiment," Games and Economic Behavior, Elsevier, vol. 117(C), pages 218-237.
    24. Heumann, Tibor, 2019. "An ascending auction with multi-dimensional signals," Journal of Economic Theory, Elsevier, vol. 184(C).
    25. Patrick Bajari & Jeremy T. Fox, 2005. "Measuring the Efficiency of an FCC Spectrum Auction," NBER Working Papers 11671, National Bureau of Economic Research, Inc.
    26. A. Banerji & J. V. Meenakshi, 2004. "Millers, Commission Agents and Collusion in Grain Auction Markets: Evidence from Basmati Auctions in North India," Working papers 129, Centre for Development Economics, Delhi School of Economics.
    27. Quang Vuong & Sandra Campo & Isabelle Perrigne, 2003. "Asymmetry in first-price auctions with affiliated private values," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 18(2), pages 179-207.
    28. Meenakshi, J.V. & Banerji, A., 2005. "The unsupportable support price: an analysis of collusion and government intervention in paddy auction markets in North India," Journal of Development Economics, Elsevier, vol. 76(2), pages 377-403, April.
    29. Park, Minsoo & Lee, Sang-Woo & Choi, Yong-Jae, 2011. "Does spectrum auctioning harm consumers? Lessons from 3G licensing," Information Economics and Policy, Elsevier, vol. 23(1), pages 118-126, March.
    30. Koptyug, Nikita, 2016. "Asymmetric Information in Auctions: Are Resellers Better Appraisers?," Working Paper Series 1110, Research Institute of Industrial Economics.
    31. Sağlam, Yiğit, 2012. "Structural Econometric Methods in Auctions: A Guide to the Literature," Working Paper Series 19224, Victoria University of Wellington, The New Zealand Institute for the Study of Competition and Regulation.
    32. David Grether & David Porter & Matthew Shum, 2015. "Cyber-Shilling in Automobile Auctions: Evidence from a Field Experiment," American Economic Journal: Microeconomics, American Economic Association, vol. 7(3), pages 85-103, August.

  13. Han Hong & Matthew Shum, 2001. "Increasing Competition and the Winner's Curse: Evidence from Procurement," Economics Working Paper Archive 447, The Johns Hopkins University,Department of Economics.

    Cited by:

    1. Vivek Bhattacharya & James W. Roberts & Andrew Sweeting, 2013. "Regulating Bidder Participation in Auctions," NBER Working Papers 19352, National Bureau of Economic Research, Inc.
    2. Rolfe, John & Windle, Jill, 2006. "Using Field Experiments to Explore the Use of Multiple Bidding Rounds in Conservation Auctions," Discussion Papers 25801, International Association of Agricultural Economists.
    3. Mac Clay, Pablo & Börner, Jan & Sellare, Jorge, 2023. "Institutional and macroeconomic stability mediate the effect of auctions on renewable energy capacity," Energy Policy, Elsevier, vol. 180(C).
    4. Yusuke Matsuki, 2016. "A Distribution-Free Test of Monotonicity with an Application to Auctions," Working Papers e110, Tokyo Center for Economic Research.
    5. Rodney Garratt & David Murphy & Travis D. Nesmith & Xiaopeng Wu, 2023. "Optimal Bidder Selection in Clearing House Default Auctions," Finance and Economics Discussion Series 2023-033, Board of Governors of the Federal Reserve System (U.S.).
    6. Vlad Mares & Mikhael Shor, 2008. "Industry concentration in common value auctions: theory and evidence," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 35(1), pages 37-56, April.
    7. Hanming Fang & Xun Tang, 2013. "Inference of Bidders' Risk Attitudes in Ascending Auctions with Endogenous Entry," NBER Working Papers 19435, National Bureau of Economic Research, Inc.
    8. Giovanni Compiani & Philip Haile & Marcelo Sant’Anna, 2020. "Common Values, Unobserved Heterogeneity, and Endogenous Entry in US Offshore Oil Lease Auctions," Journal of Political Economy, University of Chicago Press, vol. 128(10), pages 3872-3912.
    9. Tong Li & Xiaoyong Zheng, 2006. "Entry and competition effects in first-price auctions: theory and evidence from procurement auctions," CeMMAP working papers CWP13/06, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    10. Michal Kvasnicka & Rostislav Stanek & Ondrej Krcal, 2015. "Do Auctions Improve Public Procurement? Evidence from the Czech Republic," DANUBE: Law and Economics Review, European Association Comenius - EACO, issue 4, pages 241-257, December.
    11. Daniel P. Miller, 2014. "Subcontracting and competitive bidding on incomplete procurement contracts," RAND Journal of Economics, RAND Corporation, vol. 45(4), pages 705-746, December.
    12. Hanming Fang & Xun Tang, 2013. "Inference of Bidders’ Risk Attitudes in Ascending Auctions with Endogenous Entry," PIER Working Paper Archive 13-056, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
    13. Carnehl, Christoph & Weiergraeber, Stefan, 2023. "Bidder asymmetries in procurement auctions: Efficiency vs. information – Evidence from railway passenger services," International Journal of Industrial Organization, Elsevier, vol. 87(C).
    14. Gunnar ALEXANDERSSON & Staffan HULTÉN, 2007. "High And Low Bids In Tenders: Strategic Pricing And Other Bidding Behaviour In Public Tenders Of Passenger Railway Services," Annals of Public and Cooperative Economics, Wiley Blackwell, vol. 78(2), pages 161-194, June.
    15. Patrick Bajari & Gregory Lewis, 2009. "Procurement Contracting with Time Incentives: Theory and Evidence," NBER Working Papers 14855, National Bureau of Economic Research, Inc.
    16. Andrey Tkachenko & Paola Valbonesi & Elena Shadrina & Gegam Shagbazian, 2019. "Efficient design of set-aside auctions for small businesses: an empirical analysis," "Marco Fanno" Working Papers 0240, Dipartimento di Scienze Economiche "Marco Fanno".
    17. Loyola, Gino, 2008. "On bidding markets: the role of competition," UC3M Working papers. Economics we083318, Universidad Carlos III de Madrid. Departamento de Economía.
    18. Song Yao & Carl F. Mela, 2008. "Online Auction Demand," Marketing Science, INFORMS, vol. 27(5), pages 861-885, 09-10.
    19. Hema Yoganarasimhan, 2016. "Estimation of Beauty Contest Auctions," Marketing Science, INFORMS, vol. 35(1), pages 27-54, January.
    20. Elena Krasnokutskaya & Katja Seim, 2011. "Bid Preference Programs and Participation in Highway Procurement Auctions," American Economic Review, American Economic Association, vol. 101(6), pages 2653-2686, October.
    21. Zhongmin Wang & Minbo Xu, 2016. "Empirical Evidence on Competition and Revenue in an All-Pay Contest," Review of Industrial Organization, Springer;The Industrial Organization Society, vol. 49(3), pages 429-448, November.
    22. Marmer, Vadim & Shneyerov, Artyom & Xu, Pai, 2007. "What Model for Entry in First-Price Auctions? A Nonparametric Approach," Microeconomics.ca working papers marmer-07-11-22-02-26-44, Vancouver School of Economics, revised 18 Feb 2011.
    23. Tatoutchoup, Francis Didier, 2017. "Forestry auctions with interdependent values: Evidence from timber auctions," Forest Policy and Economics, Elsevier, vol. 80(C), pages 107-115.
    24. Loyola, Gino, 2012. "Optimal and efficient takeover contests with toeholds," Journal of Financial Intermediation, Elsevier, vol. 21(2), pages 203-216.
    25. Hill, Jonathan B. & Shneyerov, Artyom, 2013. "Are there common values in first-price auctions? A tail-index nonparametric test," Journal of Econometrics, Elsevier, vol. 174(2), pages 144-164.
    26. Gimenes, Nathalie & Guerre, Emmanuel, 2020. "Nonparametric identification of an interdependent value model with buyer covariates from first-price auction bids," Journal of Econometrics, Elsevier, vol. 219(1), pages 1-18.
    27. Paul Grout & Silvia Sonderegger, 2006. "Simple money-based tests for choosing between private and public delivery: a discussion of the issues," Review of Industrial Organization, Springer;The Industrial Organization Society, vol. 29(1), pages 93-126, September.
    28. Rodrigo Nobre Fernandez & Thais Waideman Niquito & Gibran Silva Teixeira & Andressa Mielke Vasconcelos, 2024. "Impact of the Flexibility of Procurement Processes on Public Purchases in the Tackling of the Public Health Emergency Caused by COVID-19: Evidence from Brazil," Public Organization Review, Springer, vol. 24(3), pages 823-843, September.
    29. Sergio Galletta & Mario Jametti & Agustin Redonda, 2012. "Highway to Economic Growth? Competition in Public Works Tenders in the Democratic Republic of Congo," CESifo Working Paper Series 4048, CESifo.
    30. Gian Luigi Albano & Federico Dini & Roberto Zampino, 2008. "Bidding for Complex Projects: Evidence From the Acquisitions of IT Services," Working Papers 2008.86, Fondazione Eni Enrico Mattei.
    31. Joel O. Wooten & Joan M. Donohue & Timothy D. Fry & Kathleen M. Whitcomb, 2020. "To Thine Own Self Be True: Asymmetric Information in Procurement Auctions," Production and Operations Management, Production and Operations Management Society, vol. 29(7), pages 1679-1701, July.
    32. Lorentziadis, Panos L., 2016. "Optimal bidding in auctions from a game theory perspective," European Journal of Operational Research, Elsevier, vol. 248(2), pages 347-371.
    33. Marleen Marra, 2024. "Estimating and Auction Platform Game with Two-Sided Entry," SciencePo Working papers Main hal-03393068, HAL.
    34. Marta Arroyabe & Katrin Hussinger, 2024. "Acquisition experience and the winner’s curse in corporate acquisitions," Applied Economics, Taylor & Francis Journals, vol. 56(27), pages 3247-3261, June.
    35. Nathalie Gimenes & Emmanuel Guerre, 2019. "Nonparametric identification of an interdependent value model with buyer covariates from first-price auction bids," Papers 1910.10646, arXiv.org.
    36. Albano, Gian Luigi & Dini, Federico & Zampino, Roberto, 2008. "Bidding for Complex Projects: Evidence From the Acquisitions of IT Services," Privatisation Regulation Corporate Governance Working Papers 46547, Fondazione Eni Enrico Mattei (FEEM).
    37. Domingues, Sérgio & Sarmento, Joaquim Miranda, 2016. "Critical renegotiation triggers of European transport concessions," Transport Policy, Elsevier, vol. 48(C), pages 82-91.
    38. Gregory Lewis & Patrick Bajari, 2011. "Moral Hazard, Incentive Contracts and Risk: Evidence from Procurement," NBER Working Papers 17647, National Bureau of Economic Research, Inc.
    39. Beker, Pablo F. & Hernando-Veciana, Angel, 2013. "Bidding Markets with Financial Constraints," Economic Research Papers 270532, University of Warwick - Department of Economics.
    40. Beker, Pablo F. & Hernando-Veciana, Ángel, 2011. "Persistent markups in bidding markets with financial constraints," UC3M Working papers. Economics we1133, Universidad Carlos III de Madrid. Departamento de Economía.
    41. Zulehner, Christine & Gugler, Klaus Peter & Weichselbaumer, Michael, 2015. "Analysis of mergers in first-price auctions," CEPR Discussion Papers 10799, C.E.P.R. Discussion Papers.
    42. Patrick Bajari & Stephanie Houghton & Steve Tadelis, 2006. "Bidding for Incomplete Contracts: An Empirical Analysis," NBER Working Papers 12051, National Bureau of Economic Research, Inc.
    43. Horowitz, John K. & Lynch, Lori & Stocking, Andrew, 2007. "Competition-Based Environmental Policy: An Analysis of Farmland Preservation in Maryland," Working Papers 7340, University of Maryland, Department of Agricultural and Resource Economics.
    44. Lalive, Rafael & Schmutzler, Armin, 2011. "Auctions vs Negotiations in Public Procurement: Which Works Better?," CEPR Discussion Papers 8538, C.E.P.R. Discussion Papers.
    45. Bedri Kamil Onur Tas, 2015. "How to Achieve Efficiency in Public Procurement Auctions," Working Papers 919, Economic Research Forum, revised Jun 2015.
    46. Mishra, Anjay Kumar & Bahadur K. C., Megh & Aithal, Sreeramana, 2020. "Association of Number of Bidders and Minimum Bid Ratio (AEr) with Effect of E-bidding of Different Project," MPRA Paper 103999, University Library of Munich, Germany.
    47. Vigren, Andreas, 2018. "How many want to drive the bus? Analyzing the number of bids for public transport bus contracts," Transport Policy, Elsevier, vol. 72(C), pages 138-147.
    48. Claudio Weber Abramo, 2003. "Prevention and detection in bribery-affected public procurement," Public Economics 0309001, University Library of Munich, Germany.
    49. Takahashi, Hidenori, 2015. "Strategic design under uncertain evaluations : structural analysis of design-build auctions," Working Papers 15-08, University of Mannheim, Department of Economics.
    50. Messer, Kent D. & Duke, Joshua M. & Lynch, Lori & Li, Tongzhe, 2017. "When Does Public Information Undermine the Efficiency of Reverse Auctions for the Purchase of Ecosystem Services?," Ecological Economics, Elsevier, vol. 134(C), pages 212-226.
    51. Rodrigo Carril & Andres Gonzalez-Lira & Michael S. Walker, 2022. "Competition under incomplete contracts and the design of procurement policies," Economics Working Papers 1824, Department of Economics and Business, Universitat Pompeu Fabra.
    52. Ilke Onur & Bedri Kamil Onur Tas, 2019. "Optimal bidder participation in public procurement auctions," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 26(3), pages 595-617, June.
    53. An, Yonghong & Hu, Yingyao & Shum, Matthew, 2010. "Estimating first-price auctions with an unknown number of bidders: A misclassification approach," Journal of Econometrics, Elsevier, vol. 157(2), pages 328-341, August.
    54. Ravi Bapna & Alok Gupta & Gautam Ray & Shweta Singh, 2016. "Research Note —IT Outsourcing and the Impact of Advisors on Clients and Vendors," Information Systems Research, INFORMS, vol. 27(3), pages 636-647.
    55. Julie Brux & Claudine Desrieux, 2014. "To allot or not to allot public services? An incomplete contract approach," European Journal of Law and Economics, Springer, vol. 37(3), pages 455-476, June.
    56. de Brux, Julie, 2010. "The Dark and Bright Sides of Renegotiation: An Application to Transport Concession Contracts," Utilities Policy, Elsevier, vol. 18(2), pages 77-85, June.
    57. Elizabeth A. Wilman, 2013. "Instruments for Forest Habitat Connectivity," SPP Research Papers, The School of Public Policy, University of Calgary, vol. 6(1), January.
    58. De Silva, Dakshina G. & Dunne, Timothy & Kankanamge, Anuruddha & Kosmopoulou, Georgia, 2008. "The impact of public information on bidding in highway procurement auctions," European Economic Review, Elsevier, vol. 52(1), pages 150-181, January.
    59. Peter Boatwright & Sharad Borle & Joseph B. Kadane, 2010. "Common Value vs. Private Value Categories in Online Auctions: A Distinction Without a Difference?," Decision Analysis, INFORMS, vol. 7(1), pages 86-98, March.
    60. Gugler, Klaus & Weichselbaumer, Michael & Zulehner, Christine, 2015. "Competition in the economic crisis: Analysis of procurement auctions," European Economic Review, Elsevier, vol. 73(C), pages 35-57.
    61. Elena Krasnokutskaya, 2010. "Identification and Estimation of Auction Model with Two-Dimensional Unobserved Heterogeneity," PIER Working Paper Archive 10-036, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
    62. Jonathan B. Hill & Artyom Shneyerov, 2009. "Are There Common Values in BC Timber Sales? A Tail-Index Nonparametric Test," Working Papers 09003, Concordia University, Department of Economics.
    63. Elena Krasnokutskaya, 2004. "Identification and Estimation in Highway Procurement Auctions under Unobserved Auction Heterogeneity," PIER Working Paper Archive 05-006, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
    64. Janne Tukiainen & Sebastian Blesse & Albrecht Bohne & Leonardo M. Giuffrida & Jan Jäässkeläinen & Ari Luukinen & Antti Sieppi, 2021. "What Are the Priorities of Bureaucrats? Evidence from Conjoint Experiments with Procurement Officials," EconPol Working Paper 63, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
    65. Paul Klemperer, 2007. "Bidding Markets," Journal of Competition Law and Economics, Oxford University Press, vol. 3(1), pages 1-47.
    66. Sümeyra Atmaca, 2020. "Application Period in Reverse Auctions," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 20/993, Ghent University, Faculty of Economics and Business Administration.
    67. Heumann, Tibor, 2019. "An ascending auction with multi-dimensional signals," Journal of Economic Theory, Elsevier, vol. 184(C).
    68. Deck, Cary A. & Thomas, Charles J., 2020. "Using experiments to compare the predictive power of models of multilateral negotiations," International Journal of Industrial Organization, Elsevier, vol. 70(C).
    69. Matias Busso & Sebastian Galiani, 2014. "The Causal Effect of Competition on Prices and Quality: Evidence from a Field Experiment," NBER Working Papers 20054, National Bureau of Economic Research, Inc.
    70. Campo, Sandra, 2012. "Risk aversion and asymmetry in procurement auctions: Identification, estimation and application to construction procurements," Journal of Econometrics, Elsevier, vol. 168(1), pages 96-107.
    71. Ferreira, D.C. & Marques, R.C., 2021. "Public-private partnerships in health care services: Do they outperform public hospitals regarding quality and access? Evidence from Portugal," Socio-Economic Planning Sciences, Elsevier, vol. 73(C).
    72. Daniel Prudencio, 2023. "Productivity in Procurement Auctions of Pavement Contracts in Mexico," Journal of Productivity Analysis, Springer, vol. 60(1), pages 63-85, August.
    73. Cong Feng & Scott Fay & K. Sivakumar, 2016. "Overbidding in electronic auctions: factors influencing the propensity to overbid and the magnitude of overbidding," Journal of the Academy of Marketing Science, Springer, vol. 44(2), pages 241-260, March.
    74. Hunold, Matthias & Laitenberger, Ulrich & Licht, Georg & Nikogosian, Vigen & Stenzel, André & Ullrich, Hannes & Wolf, Christoph, 2011. "Modernisierung der Konzentrationsberichterstattung: Endbericht," ZEW Expertises, ZEW - Leibniz Centre for European Economic Research, number 110525.
    75. Hunold, Matthias & Wolf, Christoph, 2013. "Competitive procurement design: Evidence from regional passenger railway services in Germany," ZEW Discussion Papers 13-009, ZEW - Leibniz Centre for European Economic Research.
    76. Xun Tang, 2008. "Bounds on Revenue Distributions in Counterfactual Auctions with Reserve Prices," PIER Working Paper Archive 08-042, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
    77. Visa Pitkänen, 2022. "Competition and efficiency in repeated procurements: Lessons from the Finnish rehabilitation markets," Health Economics, John Wiley & Sons, Ltd., vol. 31(5), pages 820-835, May.
    78. Georgia Kosmopoulou & Xueqi Zhou, 2014. "Price Adjustment Policies in Procurement Contracting: An Analysis of Bidding Behavior," Journal of Industrial Economics, Wiley Blackwell, vol. 62(1), pages 77-112, March.
    79. Vlad Mares & Mikhael Shor, 2003. "Joint Bidding in Common Value Auctions: Theory and Evidence," Game Theory and Information 0305001, University Library of Munich, Germany.
    80. John Rolfe & Jill Windle & Juliana McCosker, 2009. "Testing and Implementing the Use of Multiple Bidding Rounds in Conservation Auctions: A Case Study Application," Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Canadian Agricultural Economics Society/Societe canadienne d'agroeconomie, vol. 57(3), pages 287-303, September.
    81. Jääskeläinen, Jan & Tukiainen, Janne, 2019. "Anatomy of public procurement," Working Papers 118, VATT Institute for Economic Research.
    82. Antonio Estache & Atsushi Iimi, 2012. "Quality or Price? Evidence from ODA-Financed Public Procurement," Public Finance Review, , vol. 40(4), pages 435-469, July.
    83. Villas-Boas Sofia B, 2006. "An Introduction to Auctions," Journal of Industrial Organization Education, De Gruyter, vol. 1(1), pages 1-22, December.
    84. Beker, Pablo F. & Hernando-Veciana, Ángel, 2015. "The dynamics of bidding markets with financial constraints," Journal of Economic Theory, Elsevier, vol. 155(C), pages 234-261.
    85. Dutra, Renato Cabral Dias & Carpio, Lucio Guido Tapia, 2021. "Biodiesel auctions in Brazil: Symmetry of bids and informational paradigm," Renewable and Sustainable Energy Reviews, Elsevier, vol. 137(C).
    86. Patrick Bajari & Stephanie Houghton & Steven Tadelis, 2004. "Bidding for Incompete Contracts," Working Papers 2004.141, Fondazione Eni Enrico Mattei.
    87. Francesco Decarolis, 2009. "When the Highest Bidder Loses the Auction: Theory and Evidence from Public Procurement," 2009 Meeting Papers 130, Society for Economic Dynamics.
    88. Fayez A. Elayan & Kuntara Pukthuanthong & Richard Roll, 2006. "Investor Reaction to Inter‐corporate Business Contracting: Evidence and Explanation," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 35(3), pages 253-291, November.
    89. Au, Pak Hung, 2019. "The loser's curse in the search for advice," Theoretical Economics, Econometric Society, vol. 14(3), July.
    90. Blankley, Alan & MacGregor, Jason & Mowchan, Michael J., 2021. "Bidding on new audit clients: Avoiding the winner’s curse," Business Horizons, Elsevier, vol. 64(1), pages 107-117.
    91. Martin J. Osborne & Matthew A. Turner, 2010. "Cost Benefit Analyses versus Referenda," Journal of Political Economy, University of Chicago Press, vol. 118(1), pages 156-187, February.
    92. Wei-Shiun Chang & Bo Chen & Timothy C. Salmon, 2015. "An Investigation of the Average Bid Mechanism for Procurement Auctions," Management Science, INFORMS, vol. 61(6), pages 1237-1254, June.
    93. Dakshina De Silva & Thomas Jeitschko & Georgia Kosmopoulou, 2009. "Entry and Bidding in Common and Private Value Auctions with an Unknown Number of Rivals," Review of Industrial Organization, Springer;The Industrial Organization Society, vol. 35(1), pages 73-93, September.
    94. Koptyug, Nikita, 2016. "Asymmetric Information in Auctions: Are Resellers Better Appraisers?," Working Paper Series 1110, Research Institute of Industrial Economics.
    95. Hanming Fang & Xun Tang, 2011. "Inference of Bidders’ Risk Attitudes in Ascending Auctions with Endogenous Entry, Second Version," PIER Working Paper Archive 12-016, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 17 Apr 2012.
    96. Agranov, Marina & Yariv, Leeat, 2018. "Collusion through communication in auctions," Games and Economic Behavior, Elsevier, vol. 107(C), pages 93-108.
    97. Gino Loyola, 2021. "Effects of competition in first-price auctions," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 71(4), pages 1527-1567, June.
    98. Koki Arai & Emi Morimoto, 2019. "The Construction Industry and (Dis)Economies of Scope: Empirical Research in the Hokkaido Procurement Auction," Journal of Industry, Competition and Trade, Springer, vol. 19(2), pages 281-292, June.
    99. Athias, Laure & Nunez, Antonio, 2008. "The more the merrier? Number of bidders, information dispersion, renegotiation and winner’s curse in toll road concessions," MPRA Paper 10539, University Library of Munich, Germany.
    100. Sheng Li & Peter Philips, 2012. "Construction Procurement Auctions: Do Entrant Bidders Employ More Aggressive Strategies than Incumbent Bidders?," Review of Industrial Organization, Springer;The Industrial Organization Society, vol. 40(3), pages 191-205, May.

  14. Han Hong & Bruce Preston & Matthew Shum, 2001. "Empirical Likelihood-Based Selection Criteria for Moment Condition Models," Economics Working Paper Archive 459, The Johns Hopkins University,Department of Economics.

    Cited by:

    1. Otsu, Taisuke, 2010. "On Bahadur efficiency of empirical likelihood," Journal of Econometrics, Elsevier, vol. 157(2), pages 248-256, August.
    2. Kim, Jae-Young, 2012. "Model selection in the presence of nonstationarity," Journal of Econometrics, Elsevier, vol. 169(2), pages 247-257.
    3. Kim, Jae-Young, 2014. "An alternative quasi likelihood approach, Bayesian analysis and data-based inference for model specification," Journal of Econometrics, Elsevier, vol. 178(P1), pages 132-145.

  15. Hong, H. & Scaillet, O. & Tamer, E., 2001. "A fast Subsampling Method for Nonlinear Dynamic Models," Papers 2001.09, Ecole des Hautes Etudes Commerciales, Universite de Geneve-.

    Cited by:

    1. Paulo Parente & Richard J. Smith, 2019. "Quasi-maximum likelihood and the kernel block bootstrap for nonlinear dynamic models," CeMMAP working papers CWP60/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    2. Wang, Bin & Zheng, Xu, 2022. "Testing for the presence of jump components in jump diffusion models," Journal of Econometrics, Elsevier, vol. 230(2), pages 483-509.
    3. Alexandre Belloni & Victor Chernozhukov & Ivan Fernandez-Val & Christian Hansen, 2016. "Program evaluation and causal inference with high-dimensional data," CeMMAP working papers 13/16, Institute for Fiscal Studies.
    4. Jason Allen & Allan Gregory & Katsumi Shimotsu, 2008. "Empirical Likelihood Block Bootstrapping," Staff Working Papers 08-18, Bank of Canada.
    5. Aristide Houndetoungan & Abdoul Haki Maoude, 2024. "Inference for Two-Stage Extremum Estimators," Papers 2402.05030, arXiv.org, revised Nov 2024.
    6. Davide La Vecchia & Alban Moor & O. Scaillet, 2020. "A Higher-Order Correct Fast Moving-Average Bootstrap for Dependent Data," Swiss Finance Institute Research Paper Series 20-01, Swiss Finance Institute.
    7. Lorenzo Camponovo & Olivier Scaillet & Fabio Trojani, 2016. "Predictability Hidden by Anomalous Observations," Papers 1612.05072, arXiv.org.
    8. Victor Chernozhukov & Ivan Fernandez-Val & Christian Hansen, 2013. "Program evaluation with high-dimensional data," CeMMAP working papers 57/13, Institute for Fiscal Studies.
    9. Tao Zou & Xian Li & Xuan Liang & Hansheng Wang, 2021. "On the Subbagging Estimation for Massive Data," Papers 2103.00631, arXiv.org.
    10. Aristide Houndetoungan & Abdoul Haki Maoude, 2024. "Inference for Two-Stage Extremum Estimators," THEMA Working Papers 2024-01, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
    11. Scaillet, Olivier & Trojani, Fabio & Camponovo, Lorenzo, 2016. "Comments on : Nonparametric Tail Risk, Stock Returns and the Macroeconomy," Working Papers unige:84999, University of Geneva, Geneva School of Economics and Management.
    12. Jean-Jacques Forneron, 2022. "Estimation and Inference by Stochastic Optimization," Papers 2205.03254, arXiv.org.
    13. Forneron, Jean-Jacques, 2024. "Estimation and inference by stochastic optimization," Journal of Econometrics, Elsevier, vol. 238(2).
    14. Camponovo, Lorenzo & Scaillet, Olivier & Trojani, Fabio, 2012. "Robust subsampling," Journal of Econometrics, Elsevier, vol. 167(1), pages 197-210.

  16. Han Hong & Matthew Shum, 2000. "A Semiparametric Estimator for Dynamic Optimization Models," Economics Working Paper Archive 461, The Johns Hopkins University,Department of Economics, revised Nov 2001.

    Cited by:

    1. Rosa L. Matzkin & James Heckman & Lars Nesheim, 2002. "Nonparametric Estimation and Nonadditive Hedonic Models," Working Papers 51, Universidad de San Andres, Departamento de Economia, revised Jun 2002.

Articles

  1. Han Hong, 2007. "A Statistical Inquiry into the Plausibility of Recursive Utility," Journal of Financial Econometrics, Oxford University Press, vol. 5(4), pages 523-559, Fall.

    Cited by:

    1. Kakeu Johnson & Byron Sharri, 2016. "Optimistic about the future? How uncertainty and expectations about future consumption prospects affect optimal consumer behavior," The B.E. Journal of Macroeconomics, De Gruyter, vol. 16(1), pages 171-192, January.
    2. Michael Creel & Jiti Gao & Han Hong & Dennis Kristensen, 2016. "Bayesian Indirect Inference and the ABC of GMM," Monash Econometrics and Business Statistics Working Papers 1/16, Monash University, Department of Econometrics and Business Statistics.
    3. Andrew Chia, 2021. "Automatically Differentiable Random Coefficient Logistic Demand Estimation," Papers 2106.04636, arXiv.org.
    4. Ron Gallant & Raffaella Giacomini & Giuseppe Ragusa, 2013. "Generalized method of moments with latent variables," CeMMAP working papers CWP50/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    5. Jiti Gao & Han Hong, 2014. "A Computational Implementation of GMM," Monash Econometrics and Business Statistics Working Papers 24/14, Monash University, Department of Econometrics and Business Statistics.
    6. A. Ronald Gallant & George Tauchen, 2021. "Cash Flows Discounted Using a Model-Free SDF Extracted under a Yield Curve Prior," JRFM, MDPI, vol. 14(3), pages 1-15, March.
    7. Jiang, Renna & Manchanda, Puneet & Rossi, Peter E., 2009. "Bayesian analysis of random coefficient logit models using aggregate data," Journal of Econometrics, Elsevier, vol. 149(2), pages 136-148, April.
    8. Gallant, A. Ronald & Giacomini, Raffaella & Ragusa, Giuseppe, 2017. "Bayesian estimation of state space models using moment conditions," Journal of Econometrics, Elsevier, vol. 201(2), pages 198-211.
    9. Belloni, Alexandre & Hansen, Christian & Newey, Whitney, 2022. "High-dimensional linear models with many endogenous variables," Journal of Econometrics, Elsevier, vol. 228(1), pages 4-26.
    10. Jonathan Willis & Russell Cooper, 2015. "Discounting: Investment Sensitivity and Aggregate Implications," 2015 Meeting Papers 607, Society for Economic Dynamics.
    11. A. Ronald Gallant, 2020. "Complementary Bayesian method of moments strategies," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(4), pages 422-439, June.

  2. Chen, Xiaohong & Hong, Han & Shum, Matthew, 2007. "Nonparametric likelihood ratio model selection tests between parametric likelihood and moment condition models," Journal of Econometrics, Elsevier, vol. 141(1), pages 109-140, November.

    Cited by:

    1. Seojeong Lee, 2014. "Asymptotic Refinements of a Misspecification-Robust Bootstrap for GEL Estimators," Discussion Papers 2014-02, School of Economics, The University of New South Wales.
    2. Gospodinov, Nikolay & Kan, Raymond & Robotti, Cesare, 2013. "Chi-squared tests for evaluation and comparison of asset pricing models," Journal of Econometrics, Elsevier, vol. 173(1), pages 108-125.
    3. Taisuke Otsu & Myung Hwan Seo & Yoon-Jae Whang, 2008. "Testing for Non-Nested Conditional Moment Restrictions Using Unconditional Empirical Likelihood," Cowles Foundation Discussion Papers 1660, Cowles Foundation for Research in Economics, Yale University.
    4. Xu, Ke-Li, 2020. "Inference of local regression in the presence of nuisance parameters," Journal of Econometrics, Elsevier, vol. 218(2), pages 532-560.
    5. Sueishi, Naoya, 2013. "Identification problem of the exponential tilting estimator under misspecification," Economics Letters, Elsevier, vol. 118(3), pages 509-511.
    6. Aman Ullah & Huansha Wang, 2013. "Parametric and Nonparametric Frequentist Model Selection and Model Averaging," Econometrics, MDPI, vol. 1(2), pages 1-23, September.
    7. Almeida, Caio & Garcia, René, 2012. "Assessing misspecified asset pricing models with empirical likelihood estimators," Journal of Econometrics, Elsevier, vol. 170(2), pages 519-537.
    8. Babur De los Santos & Ali Hortacsu & Matthijs R. Wildenbeest, 2009. "Testing Models of Consumer Search Using Data on Web Browsing Behavior," Working Papers 09-23, NET Institute, revised Aug 2009.
    9. Francesco Bravo, 2022. "Misspecified semiparametric model selection with weakly dependent observations," Journal of Time Series Analysis, Wiley Blackwell, vol. 43(4), pages 558-586, July.
    10. Babur De Los Santos & Ali Hortacsu & Matthijs R. Wildenbeest, 2012. "Testing Models of Consumer Search Using Data on Web Browsing and Purchasing Behavior," American Economic Review, American Economic Association, vol. 102(6), pages 2955-2980, October.
    11. Ando, Tomohiro & Sueishi, Naoya, 2019. "Regularization parameter selection for penalized empirical likelihood estimator," Economics Letters, Elsevier, vol. 178(C), pages 1-4.
    12. Jorge Florez-Acosta & Daniel Herrera-Araujo, 2017. "Multiproduct retailing and buyer power: The effects of product delisting on consumer shopping behavior," Working Papers halshs-01467435, HAL.
    13. Pierre Chausse & George Luta, 2017. "Casual Inference using Generalized Empirical Likelihood Methods," Working Papers 1707, University of Waterloo, Department of Economics, revised Dec 2017.
    14. Seojeong Lee, 2013. "Asymptotic Refinements of a Misspecification-Robust Bootstrap for Generalized Method of Moments Estimators," Discussion Papers 2013-09, School of Economics, The University of New South Wales.
    15. Kim, Jae-Young, 2014. "An alternative quasi likelihood approach, Bayesian analysis and data-based inference for model specification," Journal of Econometrics, Elsevier, vol. 178(P1), pages 132-145.
    16. Xinyu Cao & Yuting Zhu, 2024. "The Power of Commitment in Group Search," Marketing Science, INFORMS, vol. 43(1), pages 213-228, January.
    17. Jiafeng Chen & Xiaohong Chen & Elie Tamer, 2021. "Efficient Estimation in NPIV Models: A Comparison of Various Neural Networks-Based Estimators," Papers 2110.06763, arXiv.org, revised Oct 2022.
    18. Shi, Xiaoxia, 2015. "Model selection tests for moment inequality models," Journal of Econometrics, Elsevier, vol. 187(1), pages 1-17.
    19. Brück, Florian & Fermanian, Jean-David & Min, Aleksey, 2023. "A corrected Clarke test for model selection and beyond," Journal of Econometrics, Elsevier, vol. 235(1), pages 105-132.
    20. Seojeong Lee, 2018. "Asymptotic Refinements of a Misspecification-Robust Bootstrap for Generalized Empirical Likelihood Estimators," Papers 1806.00953, arXiv.org, revised Jun 2018.
    21. Xing Zhang & Tat Y. Chan & Ying Xie, 2018. "Price Search and Periodic Price Discounts," Management Science, INFORMS, vol. 64(2), pages 495-510, February.
    22. Liu, Tuo & Lee, Lung-fei, 2019. "A likelihood ratio test for spatial model selection," Journal of Econometrics, Elsevier, vol. 213(2), pages 434-458.
    23. Zheng, Xu, 2008. "Testing for discrete choice models," Economics Letters, Elsevier, vol. 98(2), pages 176-184, February.
    24. Xiaoxia Shi, 2015. "A nondegenerate Vuong test," Quantitative Economics, Econometric Society, vol. 6(1), pages 85-121, March.
    25. Elisabeth Honka & Pradeep Chintagunta, 2017. "Simultaneous or Sequential? Search Strategies in the U.S. Auto Insurance Industry," Marketing Science, INFORMS, vol. 36(1), pages 21-42, January.
    26. Naoya Sueishi, 2022. "A Misuse of Specification Tests," Papers 2211.11915, arXiv.org.

  3. Victor Chernozhukov & Han Hong & Elie Tamer, 2007. "Estimation and Confidence Regions for Parameter Sets in Econometric Models," Econometrica, Econometric Society, vol. 75(5), pages 1243-1284, September.

    Cited by:

    1. Hiroaki Kaido, 2014. "Asymptotically efficient estimation of weighted average derivatives with an interval censored variable," CeMMAP working papers 03/14, Institute for Fiscal Studies.
    2. Atsushi Inoue & Mototsugu Shintani, 2018. "Quasi‐Bayesian model selection," Quantitative Economics, Econometric Society, vol. 9(3), pages 1265-1297, November.
    3. Andres Aradillas-Lopez & Adam Rosen, 2013. "Inference in ordered response games with complete information," CeMMAP working papers 33/13, Institute for Fiscal Studies.
    4. Christopher P. Chambers & Federico Echenique & Nicolas Lambert, 2019. "Recovering Preferences from Finite Data," Papers 1909.05457, arXiv.org, revised Oct 2020.
    5. Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2016. "Testing many moment inequalities," CeMMAP working papers CWP42/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    6. Ulrich K. Müller & Andriy Norets, 2016. "Coverage Inducing Priors in Nonstandard Inference Problems," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 111(515), pages 1233-1241, July.
    7. Aguirregabiria, Victor & Mira, Pedro, 2010. "Dynamic discrete choice structural models: A survey," Journal of Econometrics, Elsevier, vol. 156(1), pages 38-67, May.
    8. Sam Cosaert & Thomas Demuynck, 2018. "Nonparametric welfare and demand analysis with unobserved individual heterogeneity," ULB Institutional Repository 2013/251988, ULB -- Universite Libre de Bruxelles.
    9. Patrick Bajari & Jeremy T. Fox & Stephen Ryan, 2006. "Evaluating Wireless Carrier Consolidation Using Semiparametric Demand Estimation," NBER Working Papers 12425, National Bureau of Economic Research, Inc.
    10. Stoye, Jörg & Kitamura, Yuichi, 2013. "Nonparametric Analysis of Random Utility Models: Testing," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79753, Verein für Socialpolitik / German Economic Association.
    11. Menzel, Konrad, 2014. "Consistent estimation with many moment inequalities," Journal of Econometrics, Elsevier, vol. 182(2), pages 329-350.
    12. Kilian, Lutz & Inoue, Atsushi, 2020. "The Role of the Prior in Estimating VAR Models with Sign Restrictions," CEPR Discussion Papers 15545, C.E.P.R. Discussion Papers.
    13. Kate Ho & Adam M. Rosen, 2015. "Partial Identification in Applied Research: Benefits and Challenges," NBER Working Papers 21641, National Bureau of Economic Research, Inc.
    14. Federico A. Bugni & Ivan A. Canay & Xiaoxia Shi, 2013. "Specification tests for partially identified models defined by moment inequalities," CeMMAP working papers CWP01/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    15. Donald W.K. Andrews & Sukjin Han, 2008. "Invalidity of the Bootstrap and the m Out of n Bootstrap for Interval Endpoints Defined by Moment Inequalities," Cowles Foundation Discussion Papers 1671, Cowles Foundation for Research in Economics, Yale University.
    16. Susanne M. Schennach, 2012. "Measurement error in nonlinear models - a review," CeMMAP working papers 41/12, Institute for Fiscal Studies.
    17. Federico Zincenko, 2016. "Nonparametric Estimation of First-Price Auctions with Risk-Averse Bidders," Working Paper 5855, Department of Economics, University of Pittsburgh.
    18. Xiaohong Chen & Timothy M. Christensen & Elie Tamer, 2017. "Monte Carlo confidence sets for identified sets," CeMMAP working papers CWP43/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    19. Taisuke Otsu & Martin Pesendorfer & Yuya Sasaki & Yuya Takahashi, 2020. "Estimation of (static or dynamic) games under equilibrium multiplicity," STICERD - Econometrics Paper Series 611, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    20. Steven T Berry & Giovanni Compiani, 2023. "An Instrumental Variable Approach to Dynamic Models," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 90(4), pages 1724-1758.
    21. Manuel A. Domínguez & Ignacio N. Lobato, 2020. "Specification testing with estimated variables," Econometric Reviews, Taylor & Francis Journals, vol. 39(5), pages 476-494, May.
    22. Wooyoung Kim & Koohyun Kwon & Soonwoo Kwon & Sokbae Lee, 2018. "The identification power of smoothness assumptions in models with counterfactual outcomes," Quantitative Economics, Econometric Society, vol. 9(2), pages 617-642, July.
    23. Laffers, Lukas, 2013. "Identification in Models with Discrete Variables," Discussion Paper Series in Economics 1/2013, Norwegian School of Economics, Department of Economics.
    24. Xiaohong Chen & Timothy M. Christensen & Keith O'Hara & Elie Tamer, 2016. "MCMC confidence sets for identified sets," CeMMAP working papers CWP28/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    25. Federico A. Bugni & Ivan A. Canay & Xiaoxia Shi, 2014. "Inference for functions of partially identified parameters in moment inequality models," CeMMAP working papers CWP05/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    26. Elie Tamer & Federico Ciliberto, 2004. "Market Structure and Multiple Equilibria in Airline Markets," 2004 Meeting Papers 52, Society for Economic Dynamics.
    27. Thomas G. Wollmann, 2018. "Trucks without Bailouts: Equilibrium Product Characteristics for Commercial Vehicles," American Economic Review, American Economic Association, vol. 108(6), pages 1364-1406, June.
    28. Larry G. Epstein & Hiroaki Kaido & Kyoungwon Seo, 2015. "Robust Confidence Regions for Incomplete Models," Boston University - Department of Economics - Working Papers Series wp2015-008, Boston University - Department of Economics.
    29. Sokbae (Simon) Lee & Kyungchui (Kevin) Song & Yoon-Jae Whang, 2014. "Testing for a general class of functional inequalities," CeMMAP working papers CWP09/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    30. Yuan Liao & Anna Simoni, 2012. "Semi-parametric Bayesian Partially Identified Models based on Support Function," Papers 1212.3267, arXiv.org, revised Nov 2013.
    31. Griffith, Rachel & Nesheim, Lars, 2008. "Household Willingness to Pay for Organic Products," CEPR Discussion Papers 6905, C.E.P.R. Discussion Papers.
    32. Donald W.K. Andrews & Xiaoxia Shi, 2010. "Inference Based on Conditional Moment Inequalities," Cowles Foundation Discussion Papers 1761R2, Cowles Foundation for Research in Economics, Yale University, revised May 2012.
    33. Ghanem, Dalia, 2017. "Testing identifying assumptions in nonseparable panel data models," Journal of Econometrics, Elsevier, vol. 197(2), pages 202-217.
    34. Ferman, Bruno & Pinto, Cristine Campos de Xavier, 2016. "Revisiting the synthetic control estimator," Textos para discussão 421, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
    35. Gu, Jiaying & Russell, Thomas M., 2023. "Partial identification in nonseparable binary response models with endogenous regressors," Journal of Econometrics, Elsevier, vol. 235(2), pages 528-562.
    36. Hyungsik Roger Moon & Frank Schorfheide, 2009. "Bayesian and Frequentist Inference in Partially Identified Models," NBER Working Papers 14882, National Bureau of Economic Research, Inc.
    37. Armstrong, Timothy B., 2014. "Weighted KS statistics for inference on conditional moment inequalities," Journal of Econometrics, Elsevier, vol. 181(2), pages 92-116.
    38. Victor Chernozhukov & Sokbae Lee & Adam M. Rosen, 2013. "Intersection Bounds: Estimation and Inference," Econometrica, Econometric Society, vol. 81(2), pages 667-737, March.
    39. Xiaohong Chen & Lars P. Hansen & Peter G. Hansen, 2020. "Robust Identification of Investor Beliefs," Cowles Foundation Discussion Papers 2236, Cowles Foundation for Research in Economics, Yale University.
    40. Vira Semenova, 2023. "Aggregated Intersection Bounds and Aggregated Minimax Values," Papers 2303.00982, arXiv.org, revised Jun 2024.
    41. John Engberg & Dennis Epple & Jason Imbrogno & Holger Sieg & Ron Zimmer, 2014. "Evaluating Education Programs That Have Lotteried Admission and Selective Attrition," Journal of Labor Economics, University of Chicago Press, vol. 32(1), pages 27-63.
    42. Charles F. Manski & John V. Pepper, 2015. "How Do Right-To-Carry Laws Affect Crime Rates? Coping With Ambiguity Using Bounded-Variation Assumptions," NBER Working Papers 21701, National Bureau of Economic Research, Inc.
    43. Pavel Kireyev, 2016. "Markets for Ideas: Prize Structure, Entry Limits, and the Design of Ideation Contests," Harvard Business School Working Papers 16-129, Harvard Business School.
    44. Jason R. Blevins, 2013. "Non-Standard Rates of Convergence of Criterion-Function-Based Set Estimators," Working Papers 13-02, Ohio State University, Department of Economics.
    45. Chung, Ray S.W. & So, Mike K.P. & Chu, Amanda M.Y. & Chan, Thomas W.C., 2020. "Regularization of Bayesian quasi-likelihoods constructed from complex estimating functions," Computational Statistics & Data Analysis, Elsevier, vol. 150(C).
    46. Victor Chernozhukov & Emre Kocatulum & Konrad Menzel, 2012. "Inference on Sets in Finance," Papers 1211.4282, arXiv.org.
    47. Kim, Dongwoo, 2023. "Partially identifying competing risks models: An application to the war on cancer," Journal of Econometrics, Elsevier, vol. 234(2), pages 536-564.
    48. Federico Ciliberto & Ina C. Jäkel, 2017. "Superstar Exporters: An Empirical Investigation of Strategic Interactions in Danish Export Market," Economics Working Papers 2017-09, Department of Economics and Business Economics, Aarhus University.
    49. Vasilis Syrgkanis & Elie Tamer & Juba Ziani, 2017. "Inference on Auctions with Weak Assumptions on Information," Papers 1710.03830, arXiv.org, revised Mar 2018.
    50. Komarova, Tatiana, 2013. "Binary choice models with discrete regressors: Identification and misspecification," Journal of Econometrics, Elsevier, vol. 177(1), pages 14-33.
    51. Otsu, Taisuke, 2010. "On Bahadur efficiency of empirical likelihood," Journal of Econometrics, Elsevier, vol. 157(2), pages 248-256, August.
    52. Ching-I Huang, 2013. "Intra-household effects on demand for telephone service: Empirical evidence," Quantitative Marketing and Economics (QME), Springer, vol. 11(2), pages 231-261, June.
    53. Adam Rosen, 2009. "Set identification via quantile restrictions in short panels," CeMMAP working papers CWP26/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    54. Andrew Chesher & Adam Rosen, 2016. "Characterizations of identified sets delivered by structural econometric models," CeMMAP working papers CWP44/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    55. Toru Kitagawa, 2011. "Inference and decision for set identified parameters using posterior lower and upper probabilities," CeMMAP working papers CWP16/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    56. Jorg Stoye & Yuichi Kitamura, 2017. "Nonparametric analysis of random utility models," CeMMAP working papers 56/17, Institute for Fiscal Studies.
    57. Susanne M. Schennach, 2013. "Entropic Latent Variable Integration via Simulation," CeMMAP working papers CWP32/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    58. Donald W.K. Andrews & Soonwoo Kwon, 2019. "Inference in Moment Inequality Models That Is Robust to Spurious Precision under Model Misspecification," Cowles Foundation Discussion Papers 2184, Cowles Foundation for Research in Economics, Yale University, revised Oct 2019.
    59. Orville Mondal & Rui Wang, 2024. "Partial Identification of Binary Choice Models with Misreported Outcomes," Papers 2401.17137, arXiv.org.
    60. Aviv Nevo & Adam Rosen, 2008. "Identification with imperfect instruments," CeMMAP working papers CWP16/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    61. Ivan A. Canay & Azeem M. Shaikh, 2016. "Practical and theoretical advances in inference for partially identified models," CeMMAP working papers CWP05/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    62. Xiaohong Chen & Maria Ponomareva & Elie Tamer, 2013. "Likelihood inference in some finite mixture models," CeMMAP working papers 19/13, Institute for Fiscal Studies.
    63. Taisuke Otsu & Myung Hwan Seo, 2014. "Asymptotics for maximum score method under general conditions," STICERD - Econometrics Paper Series 571, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    64. Atsushi Inoue & Lutz Kilian, 2020. "Joint Bayesian Inference about Impulse Responses in VAR Models," Working Papers 2022, Federal Reserve Bank of Dallas.
    65. Andrew Chesher & Adam Rosen & Konrad Smolinski, 2011. "An instrumental variable model of multiple discrete choice," CeMMAP working papers CWP39/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    66. Shengjie Hong & Yu-Chin Hsu & Yuanyuan Wan, 2023. "Subvector inference for Varying Coefficient Models with Partial Identification," Working Papers tecipa-756, University of Toronto, Department of Economics.
    67. Khai Xiang Chiong & Matthew Shum, 2019. "Random Projection Estimation of Discrete-Choice Models with Large Choice Sets," Management Science, INFORMS, vol. 65(1), pages 256-271, January.
    68. Le-Yu Chen & Jerzy Szroeter, 2012. "Testing multiple inequality hypotheses: a smoothed indicator approach," CeMMAP working papers 16/12, Institute for Fiscal Studies.
    69. Anderson, Gordon & Linton, Oliver & Whang, Yoon-Jae, 2009. "Nonparametric estimation of a polarization measure," LSE Research Online Documents on Economics 25378, London School of Economics and Political Science, LSE Library.
    70. Marc Henry & Ismael Mourifié, 2013. "Set inference in latent variables models," Econometrics Journal, Royal Economic Society, vol. 16(1), pages 93-105, February.
    71. Nail Kashaev, 2022. "Estimation of Parametric Binary Outcome Models with Degenerate Pure Choice-Based Data with Application to COVID-19-Positive Tests from British Columbia," University of Western Ontario, Departmental Research Report Series 20225, University of Western Ontario, Department of Economics.
    72. Wooldridge, Jeffrey M. & Imbens, Guido, 2009. "Recent Developments in the Econometrics of Program Evaluation," Scholarly Articles 3043416, Harvard University Department of Economics.
    73. Hiroaki Kaido & Francesca Molinari & Jorg Stoye, 2016. "Confidence Intervals for Projections of Partially Identified Parameters," Papers 1601.00934, arXiv.org, revised Jun 2019.
    74. Adams-Prassl, Abigail, 2019. "Mutually Consistent Revealed Preference Demand Predictions," CEPR Discussion Papers 13580, C.E.P.R. Discussion Papers.
    75. Jay Bhattacharya & Azeem Shaikh & Edward Vytlacil, 2005. "Treatment Effect Bounds: An Application to Swan-Ganz Catheterization," NBER Working Papers 11263, National Bureau of Economic Research, Inc.
    76. Molinari, Francesca, 2008. "Partial identification of probability distributions with misclassified data," Journal of Econometrics, Elsevier, vol. 144(1), pages 81-117, May.
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    78. Qian, Hang, 2011. "Bayesian inference with monotone instrumental variables," MPRA Paper 32672, University Library of Munich, Germany.
    79. Paul L. E. Grieco, 2014. "Discrete games with flexible information structures: an application to local grocery markets," RAND Journal of Economics, RAND Corporation, vol. 45(2), pages 303-340, June.
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    83. Juan Passadore & Juan Xandri, 2019. "Robust Predictions in Dynamic Policy Games," 2019 Meeting Papers 1345, Society for Economic Dynamics.
    84. Jiaying Gu & Thomas M. Russell, 2021. "Partial Identification in Nonseparable Binary Response Models with Endogenous Regressors," Papers 2101.01254, arXiv.org, revised Jul 2022.
    85. Lina Zhang & David T. Frazier & D. S. Poskitt & Xueyan Zhao, 2020. "Decomposing Identification Gains and Evaluating Instrument Identification Power for Partially Identified Average Treatment Effects," Papers 2009.02642, arXiv.org, revised Sep 2022.
    86. Blundell, Richard & Kristensen, Dennis & Matzkin, Rosa, 2014. "Bounding quantile demand functions using revealed preference inequalities," Journal of Econometrics, Elsevier, vol. 179(2), pages 112-127.
    87. Steven Berry & Alon Eizenberg & Joel Waldfogel, 2016. "Optimal product variety in radio markets," RAND Journal of Economics, RAND Corporation, vol. 47(3), pages 463-497, August.
    88. Alastair R. Hall, 2015. "Econometricians Have Their Moments: GMM at 32," The Economic Record, The Economic Society of Australia, vol. 91(S1), pages 1-24, June.
    89. Federico A. Bugni & Mehmet Caner & Anders Bredahl Kock & Soumendra Lahiri, 2016. "Inference in partially identified models with many moment inequalities using Lasso," CREATES Research Papers 2016-12, Department of Economics and Business Economics, Aarhus University.
    90. Tatiana Komarova, 2012. "Binary Choice Models with Discrete Regressors: Identification and Misspecification," STICERD - Econometrics Paper Series 559, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    91. Hiroaki Kaido & Francesca Molinari & Jorg Stoye, 2019. "Constraint Qualifications in Partial Identification," Papers 1908.09103, arXiv.org, revised Apr 2021.
    92. Victor Chernozhukov & Whitney K. Newey & Andres Santos, 2015. "Constrained conditional moment restriction models," CeMMAP working papers 59/15, Institute for Fiscal Studies.
    93. Jun, Sung Jae & Pinkse, Joris, 2009. "Semiparametric tests of conditional moment restrictions under weak or partial identification," Journal of Econometrics, Elsevier, vol. 152(1), pages 3-18, September.
    94. Ivar Ekeland & Alfred Galichon & Marc Henry, 2021. "Optimal transportation and the falsifiability of incompletely specified economic models," Papers 2102.04162, arXiv.org, revised Feb 2021.
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    97. Kaido, Hiroaki, 2016. "A dual approach to inference for partially identified econometric models," Journal of Econometrics, Elsevier, vol. 192(1), pages 269-290.
    98. Grant, Charles & Padula, Mario, 2013. "Using bounds to investigate household debt repayment behaviour," Research in Economics, Elsevier, vol. 67(4), pages 336-354.
    99. Wang, Yafeng & Graham, Brett, 2010. "Identification and Estimation of a Discrete Game by Observing its Correlated Equilibria," MPRA Paper 45656, University Library of Munich, Germany, revised 16 May 2011.
    100. Miyauchi, Yuhei, 2016. "Structural estimation of pairwise stable networks with nonnegative externality," Journal of Econometrics, Elsevier, vol. 195(2), pages 224-235.
    101. Carlos Madeira, 2022. "Partial identification of nonlinear peer effects models with missing data," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, vol. 158(1), pages 1-18, December.
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    104. Okumura, Tsunao & 奥村, 綱雄 & オクムラ, ツナオ & Usui, Emiko & 臼井, 恵美子 & ウスイ, エミコ, 2010. "Concave-Monotone Treatment Response and Monotone Treatment Selection: With an Application to the Returns to Schooling," PIE/CIS Discussion Paper 475, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
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    108. Andrew Chesher & Adam Rosen, 2019. "Generalized Instrumental Variable Models, Methods, and Applications," CeMMAP working papers CWP41/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
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    114. Galichon, Alfred & Henry, Marc, 2009. "A test of non-identifying restrictions and confidence regions for partially identified parameters," Journal of Econometrics, Elsevier, vol. 152(2), pages 186-196, October.
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    116. Zeng-Hua Lu, 2020. "Bahadur intercept with applications to one-sided testing," Statistical Papers, Springer, vol. 61(2), pages 645-658, April.
    117. Victor Chernozhukov & Ivan Fernandez-Val & Jinyong Hahn & Whitney K. Newey, 2009. "Identification and estimation of marginal effects in nonlinear panel models," CeMMAP working papers CWP05/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    118. Cavaliere, Giuseppe & Nielsen, Heino Bohn & Pedersen, Rasmus Søndergaard & Rahbek, Anders, 2022. "Bootstrap inference on the boundary of the parameter space, with application to conditional volatility models," Journal of Econometrics, Elsevier, vol. 227(1), pages 241-263.
    119. Donald S. Poskitt & Xueyan Zhao, 2023. "Bootstrap Hausdorff Confidence Regions for Average Treatment Effect Identified Sets," Monash Econometrics and Business Statistics Working Papers 9/23, Monash University, Department of Econometrics and Business Statistics.
    120. Oliver Linton & Kyungchul Song & Yoon-Jae Whang, 2009. "An Improved Bootstrap Test of Stochastic Dominance," Cowles Foundation Discussion Papers 1713, Cowles Foundation for Research in Economics, Yale University.
    121. Amit Gandhi Gandhi & Zhentong Lu & Xiaoxia Shi, 2013. "Estimating demand for differentiated products with error in market shares," CeMMAP working papers CWP03/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    122. Shinya Sugawara, 2013. "An Interval Regression Analysis for Tenures of Japanese Elder Care Workers Using Matched Employer-Employee Data," CIRJE F-Series CIRJE-F-887, CIRJE, Faculty of Economics, University of Tokyo.
    123. Arie Beresteanu & Ilya Molchanov & Francesca Molinari, 2010. "Partial identification using random set theory," CeMMAP working papers CWP40/10, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    124. R Kahn & Toni M Whited, 2018. "Identification Is Not Causality, and Vice Versa," The Review of Corporate Finance Studies, Society for Financial Studies, vol. 7(1), pages 1-21.
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    2. Xiaohong Chen & Timothy M. Christensen & Keith O'Hara & Elie Tamer, 2016. "MCMC confidence sets for identified sets," CeMMAP working papers CWP28/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    3. Tong Li & Xiaoyong Zheng, 2006. "Entry and competition effects in first-price auctions: theory and evidence from procurement auctions," CeMMAP working papers CWP13/06, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    4. Vukina, Tomislav & Zheng, Xiaoyong & Marra, Michele & Levy, Armando, 2008. "Do farmers value the environment? Evidence from a conservation reserve program auction," International Journal of Industrial Organization, Elsevier, vol. 26(6), pages 1323-1332, November.
    5. Benjamin Poignard & Manabu Asaiz, 2020. "A Penalised OLS Framework for High-Dimensional Multivariate Stochastic Volatility Models," Discussion Papers in Economics and Business 20-02, Osaka University, Graduate School of Economics.
    6. Michael Jansson, 2008. "Semiparametric Power Envelopes for Tests of the Unit Root Hypothesis," Econometrica, Econometric Society, vol. 76(5), pages 1103-1142, September.
    7. Florens, Jean-Pierre & Simar, Léopold & Van Keilegom, Ingrid, 2014. "Frontier estimation in nonparametric location-scale models," Journal of Econometrics, Elsevier, vol. 178(P3), pages 456-470.
    8. McCrary, Justin, 2008. "Manipulation of the running variable in the regression discontinuity design: A density test," Journal of Econometrics, Elsevier, vol. 142(2), pages 698-714, February.
    9. Li, Tong, 2010. "Indirect inference in structural econometric models," Journal of Econometrics, Elsevier, vol. 157(1), pages 120-128, July.
    10. Hickman Brent R. & Hubbard Timothy P. & Sağlam Yiğit, 2012. "Structural Econometric Methods in Auctions: A Guide to the Literature," Journal of Econometric Methods, De Gruyter, vol. 1(1), pages 67-106, August.
    11. Holzner, Christian & Launov, Andrey, 2010. "Search equilibrium and social and private returns to education," Munich Reprints in Economics 19436, University of Munich, Department of Economics.
    12. Torben G. Andersen & Nicola Fusari & Viktor Todorov, 2014. "The Risk Premia Embedded in Index Options," CREATES Research Papers 2014-56, Department of Economics and Business Economics, Aarhus University.
    13. Yao Luo, 2018. "Unobserved Heterogeneity in Auctions under Restricted Stochastic Dominance," Working Papers tecipa-606, University of Toronto, Department of Economics.
    14. Lamy, Laurent & Patnam, Manasa & Visser, Michael, 2023. "Distinguishing incentive from selection effects in auction-determined contracts," Journal of Econometrics, Elsevier, vol. 235(2), pages 1172-1202.
    15. Victor Chernozhukov & Iván Fernández-Val, 2011. "Inference for Extremal Conditional Quantile Models, with an Application to Market and Birthweight Risks," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 78(2), pages 559-589.
    16. Qihui Chen & Zheng Fang, 2019. "Inference on Functionals under First Order Degeneracy," Papers 1901.04861, arXiv.org.
    17. Launov, Andrey & Holzner, Christian, 2005. "Search Equilibrium, Production Parameters and Social Returns to Education: Theory and Estimation," W.E.P. - Würzburg Economic Papers 64, University of Würzburg, Department of Economics.
    18. Justin McCrary, 2007. "Manipulation of the Running Variable in the Regression Discontinuity Design: A Density Test," NBER Technical Working Papers 0334, National Bureau of Economic Research, Inc.
    19. Emmanuel Guerre & Yao Luo, 2019. "Nonparametric Identification of First-Price Auction with Unobserved Competition: A Density Discontinuity Framework," Papers 1908.05476, arXiv.org, revised Jan 2022.
    20. Patrick Bayer & Shakeeb Khan & Christopher Timmins, 2008. "Nonparametric Identification and Estimation in a Generalized Roy Model," NBER Working Papers 13949, National Bureau of Economic Research, Inc.
    21. Márcio Laurini, 2012. "A Hybrid Data Cloning Maximum Likelihood Estimator for Stochastic Volatility Models," IBMEC RJ Economics Discussion Papers 2012-02, Economics Research Group, IBMEC Business School - Rio de Janeiro.
    22. Reiß, Markus & Schmidt-Hieber, Johannes, 2020. "Posterior contraction rates for support boundary recovery," Stochastic Processes and their Applications, Elsevier, vol. 130(11), pages 6638-6656.
    23. Li, Tong & Zheng, Xiaoyong, 2012. "Information acquisition and/or bid preparation: A structural analysis of entry and bidding in timber sale auctions," Journal of Econometrics, Elsevier, vol. 168(1), pages 29-46.
    24. Xiaohong Chen & Timothy M. Christensen & Elie Tamer, 2017. "Monte Carlo confidence sets for identified sets," CeMMAP working papers 43/17, Institute for Fiscal Studies.
    25. Zhou, Haiming & Huang, Xianzheng, 2022. "Bayesian beta regression for bounded responses with unknown supports," Computational Statistics & Data Analysis, Elsevier, vol. 167(C).
    26. Di Iorio, Francesca & Calzolari, Giorgio, 2006. "Discontinuities in indirect estimation: An application to EAR models," Computational Statistics & Data Analysis, Elsevier, vol. 50(8), pages 2124-2136, April.
    27. Yu, Ping, 2012. "Likelihood estimation and inference in threshold regression," Journal of Econometrics, Elsevier, vol. 167(1), pages 274-294.
    28. Joel L. Horowitz, 2018. "Bootstrap Methods in Econometrics," Papers 1809.04016, arXiv.org.
    29. Li, Tong, 2009. "Simulation based selection of competing structural econometric models," Journal of Econometrics, Elsevier, vol. 148(2), pages 114-123, February.
    30. Xiaohong Chen & Timothy M. Christensen & Keith O'Hara & Elie Tamer, 2016. "MCMC confidence sets for identified sets," CeMMAP working papers 28/16, Institute for Fiscal Studies.
    31. Yu, Ping, 2015. "Adaptive estimation of the threshold point in threshold regression," Journal of Econometrics, Elsevier, vol. 189(1), pages 83-100.
    32. Hashimoto, Shintaro, 2021. "Predictive probability matching priors for a certain non-regular model," Statistics & Probability Letters, Elsevier, vol. 174(C).
    33. Fan, Yanqin & Shi, Xuetao, 2023. "Wald, QLR, and score tests when parameters are subject to linear inequality constraints," Journal of Econometrics, Elsevier, vol. 235(2), pages 2005-2026.
    34. Sağlam, Yiğit, 2012. "Structural Econometric Methods in Auctions: A Guide to the Literature," Working Paper Series 19224, Victoria University of Wellington, The New Zealand Institute for the Study of Competition and Regulation.
    35. Benjamin Poignard, 2020. "Asymptotic theory of the adaptive Sparse Group Lasso," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 72(1), pages 297-328, February.
    36. Joel L. Horowitz, 2018. "Bootstrap methods in econometrics," CeMMAP working papers CWP53/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    37. Aryal, Gaurab & Grundl, Serafin & Kim, Dong-Hyuk & Zhu, Yu, 2018. "Empirical relevance of ambiguity in first-price auctions," Journal of Econometrics, Elsevier, vol. 204(2), pages 189-206.

  6. Hong, Han & Shum, Matthew, 2004. "Rates of information aggregation in common value auctions," Journal of Economic Theory, Elsevier, vol. 116(1), pages 1-40, May.
    See citations under working paper version above.
  7. Hong, Han & Preston, Bruce & Shum, Matthew, 2003. "Generalized Empirical Likelihood–Based Model Selection Criteria For Moment Condition Models," Econometric Theory, Cambridge University Press, vol. 19(6), pages 923-943, December.

    Cited by:

    1. Cheng, Xu & Liao, Zhipeng, 2015. "Select the valid and relevant moments: An information-based LASSO for GMM with many moments," Journal of Econometrics, Elsevier, vol. 186(2), pages 443-464.
    2. Susanne M. Schennach & Daniel Wilhelm, 2014. "A simple parametric model selection test," CeMMAP working papers 10/14, Institute for Fiscal Studies.
    3. Otsu, Taisuke, 2010. "On Bahadur efficiency of empirical likelihood," Journal of Econometrics, Elsevier, vol. 157(2), pages 248-256, August.
    4. Taisuke Otsu & Myung Hwan Seo & Yoon-Jae Whang, 2008. "Testing for Non-Nested Conditional Moment Restrictions Using Unconditional Empirical Likelihood," Cowles Foundation Discussion Papers 1660, Cowles Foundation for Research in Economics, Yale University.
    5. Liu, Chu-An & Tao, Jing, 2016. "Model selection and model averaging in nonparametric instrumental variables models," MPRA Paper 69492, University Library of Munich, Germany.
    6. Jinyuan Chang & Zhentao Shi & Jia Zhang, 2021. "Culling the herd of moments with penalized empirical likelihood," Papers 2108.03382, arXiv.org, revised May 2022.
    7. Timo Mitze, 2010. "Estimating Gravity Models of International Trade with Correlated Time-Fixed Regressors: To IV or not IV?," EERI Research Paper Series EERI_RP_2010_22, Economics and Econometrics Research Institute (EERI), Brussels.
    8. Shi, Zhentao, 2016. "Econometric estimation with high-dimensional moment equalities," Journal of Econometrics, Elsevier, vol. 195(1), pages 104-119.
    9. Tae-Hwy Lee & Tao Wang, 2023. "Estimation and Testing of Forecast Rationality with Many Moments," Working Papers 202307, University of California at Riverside, Department of Economics.
    10. Ivan Korolev, 2018. "LM-BIC Model Selection in Semiparametric Models," Papers 1811.10676, arXiv.org.
    11. Hong, Han & Preston, Bruce, 2012. "Bayesian averaging, prediction and nonnested model selection," Journal of Econometrics, Elsevier, vol. 167(2), pages 358-369.
    12. Almeida, Caio & Garcia, René, 2012. "Assessing misspecified asset pricing models with empirical likelihood estimators," Journal of Econometrics, Elsevier, vol. 170(2), pages 519-537.
    13. Kai Feng & Han Hong & Ke Tang & Jingyuan Wang, 2019. "Decision Making with Machine Learning and ROC Curves," Papers 1905.02810, arXiv.org.
    14. Francis J. DiTraglia, 2011. "Using Invalid Instruments on Purpose: Focused Moment Selection and Averaging for GMM, Second Version," PIER Working Paper Archive 14-045, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 09 Dec 2014.
    15. Byunghoon Kang, 2018. "Higher Order Approximation of IV Estimators with Invalid Instruments," Working Papers 257105320, Lancaster University Management School, Economics Department.
    16. Hansen, Bruce E., 2005. "Challenges For Econometric Model Selection," Econometric Theory, Cambridge University Press, vol. 21(1), pages 60-68, February.
    17. Ando, Tomohiro & Sueishi, Naoya, 2019. "Regularization parameter selection for penalized empirical likelihood estimator," Economics Letters, Elsevier, vol. 178(C), pages 1-4.
    18. Kim, Jae-Young, 2012. "Model selection in the presence of nonstationarity," Journal of Econometrics, Elsevier, vol. 169(2), pages 247-257.
    19. Judge, George G. & Mittelhammer, Ron C., 2007. "Estimation and inference in the case of competing sets of estimating equations," Journal of Econometrics, Elsevier, vol. 138(2), pages 513-531, June.
    20. Minsu Chang & Francis J. DiTraglia, 2020. "A Generalized Focused Information Criterion for GMM," Papers 2011.07085, arXiv.org.
    21. DiTraglia, Francis J., 2016. "Using invalid instruments on purpose: Focused moment selection and averaging for GMM," Journal of Econometrics, Elsevier, vol. 195(2), pages 187-208.
    22. Kim, Jae-Young, 2014. "An alternative quasi likelihood approach, Bayesian analysis and data-based inference for model specification," Journal of Econometrics, Elsevier, vol. 178(P1), pages 132-145.
    23. Susanne M. Schennach, 2007. "Point estimation with exponentially tilted empirical likelihood," Papers 0708.1874, arXiv.org.
    24. Mitze, Timo, 2009. "Endogeneity in Panel Data Models with Time-Varying and Time-Fixed Regressors: To IV or not IV?," Ruhr Economic Papers 83, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
    25. Matteo Barigozzi & Roxana Halbleib & David Veredas, 2012. "Which model to match?," Working Papers 1229, Banco de España.
    26. Kari R. Hart & Teng Fei & John J. Hanfelt, 2021. "Scalable and robust latent trajectory class analysis using artificial likelihood," Biometrics, The International Biometric Society, vol. 77(3), pages 1118-1128, September.
    27. Francis DiTraglia, 2011. "Using Invalid Instruments on Purpose: Focused Moment Selection and Averaging for GMM, Second Version," PIER Working Paper Archive 15-027, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 10 Aug 2015.
    28. Jin, Fei & Lee, Lung-fei, 2019. "GEL estimation and tests of spatial autoregressive models," Journal of Econometrics, Elsevier, vol. 208(2), pages 585-612.
    29. Feng, Qiang, 2012. "A GEL-based AIC for model selection," Economics Letters, Elsevier, vol. 116(3), pages 637-639.
    30. Ruoyao Shi & Zhipeng Liao, 2018. "An Averaging GMM Estimator Robust to Misspecification," Working Papers 201803, University of California at Riverside, Department of Economics.
    31. Xu Cheng & Zhipeng Liao, 2012. "Select the Valid and Relevant Moments: A One-Step Procedure for GMM with Many Moments," PIER Working Paper Archive 12-045, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
    32. Bruce E. Hansen, 2007. "Least Squares Model Averaging," Econometrica, Econometric Society, vol. 75(4), pages 1175-1189, July.

  8. Hong, Han & Shum, Matthew, 2003. "Econometric models of asymmetric ascending auctions," Journal of Econometrics, Elsevier, vol. 112(2), pages 327-358, February.
    See citations under working paper version above.
  9. Hong, Han & Tamer, Elie, 2003. "A simple estimator for nonlinear error in variable models," Journal of Econometrics, Elsevier, vol. 117(1), pages 1-19, November.

    Cited by:

    1. Yingyao Hu & Susanne M. Schennach, 2008. "Instrumental Variable Treatment of Nonclassical Measurement Error Models," Econometrica, Econometric Society, vol. 76(1), pages 195-216, January.
    2. Margherita Comola & Marcel Fafchamps, 2016. "The Missing Transfers: Estimating Mis-reporting in Dyadic Data," PSE-Ecole d'économie de Paris (Postprint) hal-01306614, HAL.
    3. Mittag, Nikolas, 2016. "Correcting for Misreporting of Government Benefits," IZA Discussion Papers 10266, Institute of Labor Economics (IZA).
    4. Martin Browning & Sule Alan & Orazio Attanasio, 2006. "Estimating Euler Equations with Noisy Data: Two Exact GMM Estimators," Economics Series Working Papers 283, University of Oxford, Department of Economics.
    5. Erich Battistin & Mario Padula, 2016. "Survey instruments and the reports of consumption expenditures: evidence from the consumer expenditure surveys," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 179(2), pages 559-581, February.
    6. Raymond Carroll & Xiaohong Chen & Yingyao Hu, 2010. "Identification and estimation of nonlinear models using two samples with nonclassical measurement errors," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 22(4), pages 419-423.
    7. Irina Khvostova & Alexander Larin & Anna Novak, 2016. "Euler Equation with Habits and Measurement Errors: Estimates on Russian Micro Data," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 63(4), pages 395-409.
    8. Sule Alan & Martin Browning, 2010. "Estimating Intertemporal Allocation Parameters using Synthetic Residual Estimation," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 77(4), pages 1231-1261.
    9. Xiaohong Chen & Yingyao Hu & Arthur Lewbel, 2007. "Nonparametric Identification of Regression Models Containing a Misclassified Dichotomous Regressor Without Instruments," Boston College Working Papers in Economics 675, Boston College Department of Economics.
    10. Xiaohong Chen & Yingyao Hu, 2006. "Identification and Inference of Nonlinear Models Using Two Samples with Arbitrary Measurement Errors," Cowles Foundation Discussion Papers 1590, Cowles Foundation for Research in Economics, Yale University.
    11. Huixia Judy Wang & Leonard A. Stefanski & Zhongyi Zhu, 2012. "Corrected-loss estimation for quantile regression with covariate measurement errors," Biometrika, Biometrika Trust, vol. 99(2), pages 405-421.
    12. Yuanshan Wu & Yanyuan Ma & Guosheng Yin, 2015. "Smoothed and Corrected Score Approach to Censored Quantile Regression With Measurement Errors," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 110(512), pages 1670-1683, December.
    13. Xiaohong Chen & Han Hong & Denis Nekipelov, 2011. "Nonlinear Models of Measurement Errors," Journal of Economic Literature, American Economic Association, vol. 49(4), pages 901-937, December.
    14. Song, Suyong, 2015. "Semiparametric estimation of models with conditional moment restrictions in the presence of nonclassical measurement errors," Journal of Econometrics, Elsevier, vol. 185(1), pages 95-109.
    15. Shi, Jianhong & Bai, Xiuqin & Song, Weixing, 2022. "Tweedie-type formulae for a multivariate Laplace distribution," Statistics & Probability Letters, Elsevier, vol. 183(C).
    16. Andrei Zeleneev & Kirill Evdokimov, 2023. "Simple estimation of semiparametric models with measurement errors," CeMMAP working papers 10/23, Institute for Fiscal Studies.
    17. Kirill S. Evdokimov & Andrei Zeleneev, 2023. "Simple Estimation of Semiparametric Models with Measurement Errors," Papers 2306.14311, arXiv.org, revised Mar 2024.
    18. Comola, Margherita & Fafchamps, Marcel, 2014. "Estimating Mis-reporting in Dyadic Data: Are Transfers Mutually Beneficial?," IZA Discussion Papers 8664, Institute of Labor Economics (IZA).
    19. Li, Zhimin & Ligon, Ethan, 2020. "Inferring informal risk-sharing regimes: Evidence from rural Tanzania," Journal of Economic Behavior & Organization, Elsevier, vol. 177(C), pages 941-955.
    20. Christine Mulhern & Isaac M. Opper, 2021. "Measuring and Summarizing the Multiple Dimensions of Teacher Effectiveness," CESifo Working Paper Series 9263, CESifo.
    21. Natalia, Khorunzhina & Wayne Roy, Gayle, 2011. "Heterogenous intertemporal elasticity of substitution and relative risk aversion: estimation of optimal consumption choice with habit formation and measurement errors," MPRA Paper 34329, University Library of Munich, Germany.
    22. Kirill Evdokimov & Andrei Zeleneev, 2024. "Simple estimation of semiparametric models with measurement errors," CeMMAP working papers 05/24, Institute for Fiscal Studies.
    23. Wu, Jianghong & Song, Weixing, 2015. "On Hong–Tamer’s estimator in nonlinear errors-in-variable regression models," Statistics & Probability Letters, Elsevier, vol. 97(C), pages 165-175.
    24. Lechner Sandra & Pohlmeier Winfried, 2005. "Data Masking by Noise Addition and the Estimation of Nonparametric Regression Models," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 225(5), pages 517-528, October.
    25. Comte, F. & Lacour, C. & Rozenholc, Y., 2010. "Adaptive estimation of the dynamics of a discrete time stochastic volatility model," Journal of Econometrics, Elsevier, vol. 154(1), pages 59-73, January.
    26. Han Hong, 2010. "Comment for identification and estimation of nonlinear models using two samples with nonclassical measurement errors, by Carroll, Chen and Hu," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 22(4), pages 405-408.

  10. Chernozhukov, Victor & Hong, Han, 2003. "An MCMC approach to classical estimation," Journal of Econometrics, Elsevier, vol. 115(2), pages 293-346, August.

    Cited by:

    1. Chatterjee Pratiti, 2019. "Asymmetric impact of uncertainty in recessions: are emerging countries more vulnerable?," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 23(2), pages 1-27, April.
    2. Roberta Serafini & J. Bruha & B. Pierluigi, 2011. "Euro area labour markets: different reaction to shocks?," EcoMod2011 2970, EcoMod.
    3. Lucia Del Carpio & Samuel Kapon & Sylvain Chassang, 2022. "Using Divide-and-Conquer to Improve Tax Collection: Evidence from the Field," Working Papers 301, Princeton University, Department of Economics, Center for Economic Policy Studies..
    4. Patrick Bajari & Jeremy T. Fox & Stephen Ryan, 2006. "Evaluating Wireless Carrier Consolidation Using Semiparametric Demand Estimation," NBER Working Papers 12425, National Bureau of Economic Research, Inc.
    5. Yuriy Gorodnichenko & Anna Mikusheva & Serena Ng, 2011. "Estimators for Persistent and Possibly Non-Stationary Data with Classical Properties," NBER Working Papers 17424, National Bureau of Economic Research, Inc.
    6. Li, Wenli & Meghir, Costas & Oswald, Florian, 2022. "Consumer Bankruptcy, Mortgage Default and Labor Supply," CEPR Discussion Papers 17117, C.E.P.R. Discussion Papers.
    7. Mike G. Tsionas, 2023. "Linex and double-linex regression for parameter estimation and forecasting," Annals of Operations Research, Springer, vol. 323(1), pages 229-245, April.
    8. Jun, Sung Jae & Pinkse, Joris & Wan, Yuanyuan, 2011. "-Consistent robust integration-based estimation," Journal of Multivariate Analysis, Elsevier, vol. 102(4), pages 828-846, April.
    9. Xiaohong Chen & Timothy M. Christensen & Elie Tamer, 2017. "Monte Carlo confidence sets for identified sets," CeMMAP working papers CWP43/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    10. Haroon Mumtaz & Paolo Surico, 2015. "The Transmission Mechanism In Good And Bad Times," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 56(4), pages 1237-1260, November.
    11. Luciano de Castro & Antonio F. Galvao & David M. Kaplan & Xin Liu, 2017. "Smoothed GMM for quantile models," Papers 1707.03436, arXiv.org, revised Feb 2018.
    12. Erik Figueiredo & Luiz Renato Lima & Gianluca Orefice, 2016. "Migration and Regional Trade Agreements: A (New) Gravity Estimation," Review of International Economics, Wiley Blackwell, vol. 24(1), pages 99-125, February.
    13. Greg Kaplan, 2007. "Inequality and the Lifecycle," 2007 Meeting Papers 262, Society for Economic Dynamics.
    14. Kaplan, David M. & Sun, Yixiao, 2012. "Smoothed Estimating Equations For Instrumental Variables Quantile Regression," University of California at San Diego, Economics Working Paper Series qt888657tp, Department of Economics, UC San Diego.
    15. Andreas Tryphonides, 2023. "Online Appendix to "Identifying Preferences when Households are Financially Constrained"," Online Appendices 21-242, Review of Economic Dynamics.
    16. Xiaohong Chen & Timothy M. Christensen & Keith O'Hara & Elie Tamer, 2016. "MCMC confidence sets for identified sets," CeMMAP working papers CWP28/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    17. Ando, Tomohiro & Bai, Jushan & Li, Kunpeng, 2022. "Bayesian and maximum likelihood analysis of large-scale panel choice models with unobserved heterogeneity," Journal of Econometrics, Elsevier, vol. 230(1), pages 20-38.
    18. Gyuhyeong Goh & Jisang Yu, 2022. "Causal inference with some invalid instrumental variables: A quasi‐Bayesian approach," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 84(6), pages 1432-1451, December.
    19. Bournakis, Ioannis & Tsionas, Mike G., 2023. "A Non-Parametric Estimation of Productivity with Idiosyncratic and Aggregate Shocks: The Role of Research and Development (R&D) and Corporate Tax," MPRA Paper 118100, University Library of Munich, Germany.
    20. David T. Frazier & Gael M. Martin & Ruben Loaiza-Maya, 2022. "Variational Bayes in State Space Models: Inferential and Predictive Accuracy," Monash Econometrics and Business Statistics Working Papers 1/22, Monash University, Department of Econometrics and Business Statistics.
    21. Bonciani, Dario, 2014. "Uncertainty shocks: it's a matter of habit," MPRA Paper 59370, University Library of Munich, Germany.
    22. Guerron-Quintana, Pablo & Inoue, Atsushi & Kilian, Lutz, 2017. "Impulse response matching estimators for DSGE models," Journal of Econometrics, Elsevier, vol. 196(1), pages 144-155.
    23. Chernozhukov, Victor & Hansen, Christian & Jansson, Michael, 2009. "Finite sample inference for quantile regression models," Journal of Econometrics, Elsevier, vol. 152(2), pages 93-103, October.
    24. Le-Yu Chen & Sokbae (Simon) Lee, 2017. "Exact computation of GMM estimators for instrumental variable quantile regression models," CeMMAP working papers CWP52/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    25. Yuan Liao & Anna Simoni, 2012. "Semi-parametric Bayesian Partially Identified Models based on Support Function," Papers 1212.3267, arXiv.org, revised Nov 2013.
    26. Alessandro Casini & Pierre Perron, 2018. "Generalized Laplace Inference in Multiple Change-Points Models," Papers 1803.10871, arXiv.org, revised Jan 2021.
    27. Canova, Fabio & Matthes, Christian, 2018. "A composite likelihood approach for dynamic structural models," CEPR Discussion Papers 13245, C.E.P.R. Discussion Papers.
    28. Harrison Fell & Shanjun Li & Anthony Paul, 2012. "A New Look at Residential Electricity Demand Using Household Expenditure Data," Working Papers 2012-04, Colorado School of Mines, Division of Economics and Business.
    29. Grigory Franguridi & Bulat Gafarov & Kaspar Wuthrich, 2020. "Bias correction for quantile regression estimators," Papers 2011.03073, arXiv.org, revised Jan 2024.
    30. Takuo Matsubara & Jeremias Knoblauch & François‐Xavier Briol & Chris J. Oates, 2022. "Robust generalised Bayesian inference for intractable likelihoods," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 84(3), pages 997-1022, July.
    31. Francisco Peñaranda & Jón Daníelsson, 2007. "On the impact of fundamentals, liquidity and coordination on market stability," Economics Working Papers 1003, Department of Economics and Business, Universitat Pompeu Fabra, revised Mar 2010.
    32. Stephanie Schmitt‐Grohé & Martín Uribe, 2012. "What's News in Business Cycles," Econometrica, Econometric Society, vol. 80(6), pages 2733-2764, November.
    33. Komunjer, Ivana, 2005. "Quasi-maximum likelihood estimation for conditional quantiles," Journal of Econometrics, Elsevier, vol. 128(1), pages 137-164, September.
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    35. Jeremy Lise & Costas Meghir & Jean-Marc Robin, 2013. "Mismatch, sorting and wage dynamics," IFS Working Papers W13/16, Institute for Fiscal Studies.
    36. Popp, Aaron & Zhang, Fang, 2016. "The macroeconomic effects of uncertainty shocks: The role of the financial channel," Journal of Economic Dynamics and Control, Elsevier, vol. 69(C), pages 319-349.
    37. Fusejima, Koki, 2024. "Identification of multi-valued treatment effects with unobserved heterogeneity," Journal of Econometrics, Elsevier, vol. 238(1).
    38. Ana M. Fernandes & Peter J. Klenow & Sergii Meleshchuk & Denisse Pierola & Andrés Rodríguez-Clare, 2018. "The Intensive Margin in Trade," NBER Working Papers 25195, National Bureau of Economic Research, Inc.
    39. Yasufumi Gemma & Takushi Kurozumi & Mototsugu Shintani, 2017. "Trend Inflation and Evolving Inflation Dynamics: A Bayesian GMM Analysis of the Generalized New Keynesian Phillips Curve," IMES Discussion Paper Series 17-E-10, Institute for Monetary and Economic Studies, Bank of Japan.
    40. Noriko Amano, 2018. "Nutrition Inequality: The Role of Prices, Income, and Preferences," 2018 Meeting Papers 453, Society for Economic Dynamics.
    41. Ryosuke Igari & Takahiro Hoshino, 2018. "A Bayesian Gamma Frailty Model Using the Sum of Independent Random Variables: Application of the Estimation of an Interpurchase Timing Model," Keio-IES Discussion Paper Series 2018-021, Institute for Economics Studies, Keio University.
    42. Ruge-Murcia, Francisco, 2012. "Estimating nonlinear DSGE models by the simulated method of moments: With an application to business cycles," Journal of Economic Dynamics and Control, Elsevier, vol. 36(6), pages 914-938.
    43. Manuel Arellano & Stéphane Bonhomme, 2007. "Robust priors in nonlinear panel data models," CeMMAP working papers CWP07/07, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    44. Jean-Pierre Florens & Anna Simoni, 2021. "Revisiting identification concepts in Bayesian analysis," Papers 2110.09954, arXiv.org.
    45. Han Hong & Huiyu Li & Jessie Li, 2019. "BLP Estimation Using Laplace Transformation and Overlapping Simulation Draws," Working Paper Series 2019-24, Federal Reserve Bank of San Francisco.
    46. Chung, Ray S.W. & So, Mike K.P. & Chu, Amanda M.Y. & Chan, Thomas W.C., 2020. "Regularization of Bayesian quasi-likelihoods constructed from complex estimating functions," Computational Statistics & Data Analysis, Elsevier, vol. 150(C).
    47. Sebastian Heise & Justin R. Pierce & Georg Schaur & Peter K. Schott, 2024. "Tariff Rate Uncertainty and the Structure of Supply Chains," International Finance Discussion Papers 1389, Board of Governors of the Federal Reserve System (U.S.).
    48. Vittorio Bassi & Raffaela Muoio & Tommaso Porzio & Ritwika Sen & Esau Tugume, 2022. "Achieving Scale Collectively," Econometrica, Econometric Society, vol. 90(6), pages 2937-2978, November.
    49. Giovanni Caggiano & Efrem Castelnuovo & Valentina Colombo & Gabriela Nodari, 2014. "Estimating Fiscal Multipliers: News from a Nonlinear World," Melbourne Institute Working Paper Series wp2014n26, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
    50. Manuel Arellano & Stéphane Bonhomme, 2017. "Quantile Selection Models With an Application to Understanding Changes in Wage Inequality," Econometrica, Econometric Society, vol. 85, pages 1-28, January.
    51. Fotiou, Alexandra & Shen, Wenyi & Yang, Shu-Chun S., 2020. "The fiscal state-dependent effects of capital income tax cuts," Journal of Economic Dynamics and Control, Elsevier, vol. 117(C).
    52. Jeremy Lise & Costas Meghir & Jean-Marc Robin, 2016. "Matching, Sorting and Wages," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 19, pages 63-87, January.
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    2. Chen, Songnian, 2018. "Sequential estimation of censored quantile regression models," Journal of Econometrics, Elsevier, vol. 207(1), pages 30-52.
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    24. Victor Chernozhukov & Ivan Fernandez-Val & Amanda Kowalski, 2011. "Quantile Regression with Censoring and Endogeneity," Cowles Foundation Discussion Papers 1797, Cowles Foundation for Research in Economics, Yale University.
    25. Andrew Chesher & Adam Rosen, 2019. "Generalized Instrumental Variable Models, Methods, and Applications," CeMMAP working papers CWP41/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    26. Arie Beresteanu, 2020. "Quantile Regression with Interval Data," Working Paper 6899, Department of Economics, University of Pittsburgh.
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    29. Chesher, Andrew, 2009. "Excess heterogeneity, endogeneity and index restrictions," Journal of Econometrics, Elsevier, vol. 152(1), pages 37-45, September.
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    31. Elise Coudin & Jean-Marie Dufour, 2010. "Finite and Large Sample Distribution-Free Inference in Median Regressions with Instrumental Variables," Working Papers 2010-56, Center for Research in Economics and Statistics.
    32. Tae-Hwan Kim, & Christophe Muller, 2012. "Bias Transmission and Variance Reduction in Two-Stage Quantile Regression," AMSE Working Papers 1221, Aix-Marseille School of Economics, France.
    33. Chen, Songnian & Wang, Qian, 2020. "Semiparametric estimation of a censored regression model with endogeneity," Journal of Econometrics, Elsevier, vol. 215(1), pages 239-256.
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    35. Pedro H. C. Sant'Anna, 2016. "Program Evaluation with Right-Censored Data," Papers 1604.02642, arXiv.org.
    36. Giulia BETTIN & Riccardo LUCCHETTI, 2010. "Interval Regression Models with;Endogenous Explanatory Variables," Working Papers 339, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
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    38. Shosei Sakaguchi, 2020. "Partial Identification and Inference in Duration Models with Endogenous Censoring," CeMMAP working papers CWP8/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
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    40. Blanco, German & Chen, Xuan & Flores, Carlos A. & Flores-Lagunes, Alfonso, 2018. "Bounds on Average and Quantile Treatment Effects on Duration Outcomes under Censoring, Selection, and Noncompliance," GLO Discussion Paper Series 288, Global Labor Organization (GLO).
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    44. Tae-Hwan Kim & Christophe Muller, 2012. "A test for endogeneity in conditional quantile models," Working papers 2012rwp-49, Yonsei University, Yonsei Economics Research Institute.
    45. Chen, Songnian & Wang, Qian, 2023. "Quantile regression with censoring and sample selection," Journal of Econometrics, Elsevier, vol. 234(1), pages 205-226.
    46. Lorenzo Tedesco & Jad Beyhum & Ingrid Van Keilegom, 2023. "Instrumental variable estimation of the proportional hazards model by presmoothing," Papers 2309.02183, arXiv.org.
    47. Arthur Lewbel & Jin Yan & Yu Zhou, 2021. "Semiparametric Identification and Estimation of Multinomial Discrete Choice Models using Error Symmetry," Boston College Working Papers in Economics 1028, Boston College Department of Economics, revised 15 Dec 2021.
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    Cited by:

    1. Patrick Bajari & Jeremy T. Fox & Stephen Ryan, 2006. "Evaluating Wireless Carrier Consolidation Using Semiparametric Demand Estimation," NBER Working Papers 12425, National Bureau of Economic Research, Inc.
    2. Miller, Douglas J. & Mittelhammer, Ronald C. & Judge, George G., 2004. "Entropy-Based Estimation And Inference In Binary Response Models Under Endogeneity," 2004 Annual meeting, August 1-4, Denver, CO 20319, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    3. Magnac, Thierry & Maurin, Eric, 2007. "Identification and information in monotone binary models," Journal of Econometrics, Elsevier, vol. 139(1), pages 76-104, July.
    4. Judge, George G. & Mittelhammer, Ronald C., 2004. "Estimating the Link Function in Multinomial Response Models under Endogeneity and Quadratic Loss," CUDARE Working Papers 25095, University of California, Berkeley, Department of Agricultural and Resource Economics.
    5. Yingying Dong & Arthur Lewbel & Thomas Tao Yang, 2012. "Comparing Features of Convenient Estimators for Binary Choice Models With Endogenous Regressors," Boston College Working Papers in Economics 789, Boston College Department of Economics, revised 15 May 2012.
    6. Alexander Torgovitsky, 2019. "Partial identification by extending subdistributions," Quantitative Economics, Econometric Society, vol. 10(1), pages 105-144, January.
    7. Steven T. Berry & Philip A. Haile, 2009. "Identification of a Heterogeneous Generalized Regression Model with Group Effects," Cowles Foundation Discussion Papers 1732, Cowles Foundation for Research in Economics, Yale University.
    8. Steven T. Berry & Philip A. Haile, 2014. "Identification in Differentiated Products Markets Using Market Level Data," Econometrica, Econometric Society, vol. 82(5), pages 1749-1797, September.
    9. Steven T. Berry & Philip A. Haile, 2009. "Nonparametric Identification of Multinomial Choice Demand Models with Heterogeneous Consumers," Cowles Foundation Discussion Papers 1718, Cowles Foundation for Research in Economics, Yale University, revised Mar 2010.
    10. Yingying Dong & Arthur Lewbel, 2012. "A Simple Estimator for Binary Choice Models With Endogenous Regressors," Boston College Working Papers in Economics 807, Boston College Department of Economics.
    11. Jerome M. Krief, 2011. "Kernel Weighted Smoothed Maximum Score Estimation for Applied Work," Departmental Working Papers 2011-07, Department of Economics, Louisiana State University.
    12. Steven Berry & Philip Haile, 2016. "Identification in Differentiated Products Markets," Annual Review of Economics, Annual Reviews, vol. 8(1), pages 27-52, October.
    13. Arthur Lewbel & Yingying Dong & Thomas Tao Yang, 2012. "Viewpoint: Comparing features of convenient estimators for binary choice models with endogenous regressors," Canadian Journal of Economics, Canadian Economics Association, vol. 45(3), pages 809-829, August.
    14. Alyssa Carlson, 2021. "Relaxing Conditional Independence in an Endogenous Binary Response Model," Working Papers 2113, Department of Economics, University of Missouri.
    15. Amit Gandhi & Jeremy T. Fox, 2009. "Identifying Heterogeneity in Economic Choice and Selection Models Using Mixtures," 2009 Meeting Papers 165, Society for Economic Dynamics.
    16. Chen, Songnian, 2010. "An integrated maximum score estimator for a generalized censored quantile regression model," Journal of Econometrics, Elsevier, vol. 155(1), pages 90-98, March.
    17. Shaikh, Azeem M. & Vytlacil, Edward, 2008. "Endogenous binary choice models with median restrictions: A comment," Economics Letters, Elsevier, vol. 98(1), pages 23-28, January.

  13. Hong H. & Chernozhukov V., 2002. "Three-Step Censored Quantile Regression and Extramarital Affairs," Journal of the American Statistical Association, American Statistical Association, vol. 97, pages 872-882, September.

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    1. Chen, Songnian, 2018. "Sequential estimation of censored quantile regression models," Journal of Econometrics, Elsevier, vol. 207(1), pages 30-52.
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    3. Erik Figueiredo & Luiz Renato Lima & Gianluca Orefice, 2016. "Migration and Regional Trade Agreements: A (New) Gravity Estimation," Review of International Economics, Wiley Blackwell, vol. 24(1), pages 99-125, February.
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    5. Mingli Chen & Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly, 2017. "Counterfactual analysis in R: a vignette," CeMMAP working papers 64/17, Institute for Fiscal Studies.
    6. Jesse Edgerton, 2011. "Agency problems in public firms: evidence from corporate jets in leveraged buyouts," Finance and Economics Discussion Series 2011-15, Board of Governors of the Federal Reserve System (U.S.).
    7. Bönke, Timm & Massarrat-Mashhadi, Nima & Sielaff, Christian, 2010. "Charitable giving in the German welfare state: Fiscal incentives and crowding out," Discussion Papers 2010/30, Free University Berlin, School of Business & Economics.
    8. Choi, Jin-young & Lee, Myoung-jae, 2019. "Twins are more different than commonly believed, but made less different by compensating behaviors," Economics & Human Biology, Elsevier, vol. 35(C), pages 18-31.
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    10. Joshua Graff Zivin & Matthew Neidell, 2012. "The Impact of Pollution on Worker Productivity," American Economic Review, American Economic Association, vol. 102(7), pages 3652-3673, December.
    11. Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly, 2012. "Inference on counterfactual distributions," CeMMAP working papers 05/12, Institute for Fiscal Studies.
    12. Alejo, Javier & Galvao, Antonio F. & Montes-Rojas, Gabriel, 2018. "Quantile continuous treatment effects," Econometrics and Statistics, Elsevier, vol. 8(C), pages 13-36.
    13. Pradhan, Jaya Prakash & Zohair, Mohammad & Alagawadi, Mallikarjun V., 2012. "Regional Policies, Firm Characteristics, and Exporting in the Indian State of Karnataka," MPRA Paper 40717, University Library of Munich, Germany.
    14. Victor Chernozhukov & Ivan Fernández-Val & Sukjin Han & Amanda Kowalski, 2019. "Censored quantile instrumental-variable estimation with Stata," Stata Journal, StataCorp LP, vol. 19(4), pages 768-781, December.
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    21. Santiago Acerenza & Vitor Possebom & Pedro H. C. Sant'Anna, 2023. "Was Javert right to be suspicious? Unpacking treatment effect heterogeneity of alternative sentences on time-to-recidivism in Brazil," Papers 2311.13969, arXiv.org, revised May 2024.
    22. Fernández-Val, Iván & van Vuuren, Aico & Vella, Francis & Peracchi, Franco, 2022. "Selection and the Distribution of Female Hourly Wages in the U.S," IZA Discussion Papers 15028, Institute of Labor Economics (IZA).
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    27. Haiqing Xu, "undated". "Estimation of Discrete Games with Correlated Types," Department of Economics Working Papers 130909, The University of Texas at Austin, Department of Economics.
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    30. Blundell, Richard & Powell, James L., 2007. "Censored regression quantiles with endogenous regressors," Journal of Econometrics, Elsevier, vol. 141(1), pages 65-83, November.
    31. Chen, Songnian, 2019. "Quantile regression for duration models with time-varying regressors," Journal of Econometrics, Elsevier, vol. 209(1), pages 1-17.
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    33. Victor Chernozhukov & Ivan Fernandez-Val & Amanda Kowalski, 2011. "Quantile Regression with Censoring and Endogeneity," Cowles Foundation Discussion Papers 1797, Cowles Foundation for Research in Economics, Yale University.
    34. Fitzenberger, Bernd & Wilke, Ralf A., 2005. "Using Quantile Regression for Duration Analysis," ZEW Discussion Papers 05-65, ZEW - Leibniz Centre for European Economic Research.
    35. Lei Chen & Rangan Gupta & Zinnia Mukherjee & Peter Wanke, 2015. "Technical Efficiency of Connecticut Long Island Sound Lobster Fishery: A Nonparametric Approach to Aggregate Frontier Analysis," Working Papers 201578, University of Pretoria, Department of Economics.
    36. James E. Payne & James W. Saunoris, 2020. "Corruption and Firm Tax Evasion in Transition Economies: Results from Censored Quantile Instrumental Variables Estimation," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 48(2), pages 195-206, June.
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    39. Brown, Sarah & Taylor, Karl, 2015. "Charitable Behaviour and the Big Five Personality Traits: Evidence from UK Panel Data," IZA Discussion Papers 9318, Institute of Labor Economics (IZA).
    40. Schmillen, Achim & Umkehrer, Matthias, 2013. "The scars of youth : effects of early-career unemployment on future unemployment experience," IAB-Discussion Paper 201306, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
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    43. Galina Besstremyannaya & Sergei Golovan, 2022. "Instrumental Variable Quantile Regression For Clustered Data," HSE Working papers WP BRP 255/EC/2022, National Research University Higher School of Economics.
    44. Figueiredo, Erik & Lima, Luiz Renato & Loures, Alexandre & Oliveira, Celina, 2014. "Uma Análise para o Efeito-Fronteira no Brasil," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 68(4), October.
    45. Ian Smith, 2012. "Reinterpreting the economics of extramarital affairs," Review of Economics of the Household, Springer, vol. 10(3), pages 319-343, September.
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    47. Kayleigh Barnes & Arnab Mukherji & Patrick Mullen & Neeraj Sood, 2016. "Financial Risk Protection from Social Health Insurance," NBER Working Papers 22620, National Bureau of Economic Research, Inc.
    48. Sven Neelsen & Owen O'Donnell, 2017. "Progressive universalism? The impact of targeted coverage on health care access and expenditures in Peru," Health Economics, John Wiley & Sons, Ltd., vol. 26(12), pages 179-203, December.
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    51. Thomas Bassetti & Filippo Pavesi, 2015. "Electoral Contributions and the Cost of Unpopularity," Working Papers 05/2015, University of Verona, Department of Economics.
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    53. Chen, Songnian & Wang, Qian, 2020. "Semiparametric estimation of a censored regression model with endogeneity," Journal of Econometrics, Elsevier, vol. 215(1), pages 239-256.
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Books

  1. Harry J. Paarsch & Han Hong, 2006. "An Introduction to the Structural Econometrics of Auction Data," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262162350, April.

    Cited by:

    1. Federico Zincenko, 2016. "Nonparametric Estimation of First-Price Auctions with Risk-Averse Bidders," Working Paper 5855, Department of Economics, University of Pittsburgh.
    2. Federico Zincenko, 2019. "Testing for Risk Aversion in First-Price Sealed-Bid Auctions," Working Paper 6641, Department of Economics, University of Pittsburgh.
    3. Kalyn T. Coatney & Sherrill L. Shaffer & Dale J. Menkhaus, 2011. "Auction Prices, Market Share, and a Common Agent," CAMA Working Papers 2011-24, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    4. Carsten Croonenbroeck & Martin Odening & Silke Hüttel, 2020. "Farmland values and bidder behaviour in first-price land auctions [Identification of standard auction models]," European Review of Agricultural Economics, Oxford University Press and the European Agricultural and Applied Economics Publications Foundation, vol. 47(2), pages 558-590.
    5. Hosoe, Nobuhiro & Takagi, Shingo, 2012. "Retail power market competition with endogenous entry decision—An auction data analysis," Journal of the Japanese and International Economies, Elsevier, vol. 26(3), pages 351-368.
    6. Dirk Bergemann & Stephen Morris & Satoru Takahashi, 2010. "Interdependent Preferences and Strategic Distinguishability," Cowles Foundation Discussion Papers 1772, Cowles Foundation for Research in Economics, Yale University.
    7. Loyola, Gino, 2008. "On bidding markets: the role of competition," UC3M Working papers. Economics we083318, Universidad Carlos III de Madrid. Departamento de Economía.
    8. Laurent Lamy, 2008. "The econometrics of auctions with asymmetric anonymous bidders," Working Papers halshs-00586039, HAL.
    9. Florencia Gabrielli, 2014. "Econometrics of First Price Auctions: a Survey of the Theoretical and Applied Literature," Económica, Departamento de Economía, Facultad de Ciencias Económicas, Universidad Nacional de La Plata, vol. 60, pages 77-118, January-D.
    10. Anna Adachi, 2016. "Competition in a Dynamic Auction Market: Identification, Structural Estimation, and Market Efficiency," Journal of Industrial Economics, Wiley Blackwell, vol. 64(4), pages 621-655, December.
    11. Philip A. Haile & Yuichi Kitamura, 2018. "Unobserved Heterogeneity in Auctions," Cowles Foundation Discussion Papers 2141, Cowles Foundation for Research in Economics, Yale University.
    12. Florens, Jean-Pierre & Sbaï, Erwann, 2010. "Local Identification In Empirical Games Of Incomplete Information," Econometric Theory, Cambridge University Press, vol. 26(6), pages 1638-1662, December.
    13. Todd R. Kaplan & Shmuel Zamir, 2014. "Advances in Auctions," Discussion Paper Series dp662, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem.
    14. Sundström, David, 2014. "It’s All in the Interval - An imperfect measurements approach to estimate bidders’ primitives in auctions," Umeå Economic Studies 899, Umeå University, Department of Economics, revised 17 Jun 2016.
    15. Lu Ji & Tong Li, 2008. "Multi-round procurement auctions with secret reserve prices: theory and evidence," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(7), pages 897-923.
    16. Momparler, Juan & Gregori, Pablo, 2011. "Qualitative analysis of Bayes-Nash equilibrium in weak asymmetric auctions," Economics Letters, Elsevier, vol. 110(3), pages 220-222, March.
    17. Gaurab Aryal & Maria Florencia Gabrielli & Quang Vuong, 2014. "Semiparametric Estimation of First-Price Auction Models," Papers 1407.7140, arXiv.org, revised Jun 2015.
    18. Pierre Dubois & Marc Ivaldi & Thierry Magnac, 2008. "Introduction to the special issue on the econometrics of auctions," Post-Print hal-02662531, HAL.
    19. Pasha Andreyanov & Grigory Franguridi, 2021. "Nonparametric inference on counterfactuals in first-price auctions," Papers 2106.13856, arXiv.org, revised Oct 2024.
    20. Marmer, Vadim & Shneyerov, Artyom & Xu, Pai, 2007. "What Model for Entry in First-Price Auctions? A Nonparametric Approach," Microeconomics.ca working papers marmer-07-11-22-02-26-44, Vancouver School of Economics, revised 18 Feb 2011.
    21. Alan Mehlenbacher, 2007. "Multiagent System Platform for Auction Simulations," Department Discussion Papers 0706, Department of Economics, University of Victoria.
    22. Neha Gupta, 2015. "Government Intervention in Grain Markets in India: Rethinking the Procurement Policy," Working Papers id:7810, eSocialSciences.
    23. Hill, Jonathan B. & Shneyerov, Artyom, 2013. "Are there common values in first-price auctions? A tail-index nonparametric test," Journal of Econometrics, Elsevier, vol. 174(2), pages 144-164.
    24. Sundström, David, 2016. "A Comparison of Techniques to Evaluate Policies in Public Procurement," Umeå Economic Studies 928, Umeå University, Department of Economics, revised 17 Jun 2016.
    25. Hickman Brent R. & Hubbard Timothy P. & Sağlam Yiğit, 2012. "Structural Econometric Methods in Auctions: A Guide to the Literature," Journal of Econometric Methods, De Gruyter, vol. 1(1), pages 67-106, August.
    26. Miguel A. Espinosa & Alvaro J. Riascos Villegas, 2010. "Strategic Behaviour, Resource Valuation and Competition in Electricity Markets," Documentos CEDE 6856, Universidad de los Andes, Facultad de Economía, CEDE.
    27. Gimenes, Nathalie & Guerre, Emmanuel, 2022. "Quantile regression methods for first-price auctions," Journal of Econometrics, Elsevier, vol. 226(2), pages 224-247.
    28. Dimopoulos, Theodosios & Sacchetto, Stefano, 2014. "Preemptive bidding, target resistance, and takeover premiums," Journal of Financial Economics, Elsevier, vol. 114(3), pages 444-470.
    29. Simon Stevenson & James Young, 2015. "The Role of Undisclosed Reserves in English Open Outcry Auctions," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 43(2), pages 375-402, June.
    30. Leonardo Rezende, 2008. "Econometrics of auctions by least squares," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(7), pages 925-948.
    31. Lamy, Laurent & Patnam, Manasa & Visser, Michael, 2023. "Distinguishing incentive from selection effects in auction-determined contracts," Journal of Econometrics, Elsevier, vol. 235(2), pages 1172-1202.
    32. Dominic Coey & Bradley Larsen & Kane Sweeney, 2019. "The bidder exclusion effect," RAND Journal of Economics, RAND Corporation, vol. 50(1), pages 93-120, March.
    33. Ivaldi, Marc & Petrova, Milena & Urdanoz, Miguel, 2022. "Airline cooperation effects on airfare distribution: An auction-model-based approach," Transport Policy, Elsevier, vol. 115(C), pages 239-250.
    34. Sang Won Kim & Marcelo Olivares & Gabriel Y. Weintraub, 2014. "Measuring the Performance of Large-Scale Combinatorial Auctions: A Structural Estimation Approach," Management Science, INFORMS, vol. 60(5), pages 1180-1201, May.
    35. Henderson, Daniel J. & List, John A. & Millimet, Daniel L. & Parmeter, Christopher F. & Price, Michael K., 2012. "Empirical implementation of nonparametric first-price auction models," Journal of Econometrics, Elsevier, vol. 168(1), pages 17-28.
    36. Ewens, Michael & Gorbenko, Alexander & Korteweg, Arthur, 2022. "Venture capital contracts," Journal of Financial Economics, Elsevier, vol. 143(1), pages 131-158.
    37. Brasil, Eric Universo Rodrigues & Postali, Fernando Antonio Slaibe, 2014. "Informational rents in oil and gas concession auctions in Brazil," Energy Economics, Elsevier, vol. 46(C), pages 93-101.
    38. Philippe Jehiel & Laurent Lamy, 2011. "Absolute auctions and secret reserve prices: Why are they used?," Levine's Working Paper Archive 786969000000000316, David K. Levine.
    39. Bardsley, Peter & Burfurd, Ingrid, 2013. "Auctioning contracts for environmental services," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 57(2), pages 1-20.
    40. Steffen Andersen & Glenn W. Harrison & Morten Igel Lau & Elisabet E. Rutstroem, 2007. "Behavioral Econometrics for Psychologists," Working Papers 2007_08, Durham University Business School.
    41. Alan Kirman & François Laisney & Paul Pezanis-Christou, 2018. "Exploration vs Exploitation, Impulse Balance Equilibrium and a specification test for the El Farol bar problem," School of Economics and Public Policy Working Papers 2018-11, University of Adelaide, School of Economics and Public Policy.
    42. Lamy, Laurent & Patnam, Manasa & Visser, Michael, 2016. "Correcting for Sample Selection From Competitive Bidding, with an Application to Estimating the Effect of Wages on Performance," CEPR Discussion Papers 11376, C.E.P.R. Discussion Papers.
    43. Horowitz, John K. & Lynch, Lori & Stocking, Andrew, 2007. "Competition-Based Environmental Policy: An Analysis of Farmland Preservation in Maryland," Working Papers 7340, University of Maryland, Department of Agricultural and Resource Economics.
    44. Ferona, Angeliki & Tsionas, Efthymios G., 2012. "Measurement of excess bidding in auctions," Economics Letters, Elsevier, vol. 116(3), pages 377-380.
    45. Li, Huagang & Riley, John G., 2007. "Auction choice," International Journal of Industrial Organization, Elsevier, vol. 25(6), pages 1269-1298, December.
    46. Hortaçsu, Ali, 2011. "Recent progress in the empirical analysis of multi-unit auctions," International Journal of Industrial Organization, Elsevier, vol. 29(3), pages 345-349, May.
    47. Shneyerov, Artyom & Wong, Adam Chi Leung, 2011. "Identification in first-price and Dutch auctions when the number of potential bidders is unobservable," Games and Economic Behavior, Elsevier, vol. 72(2), pages 574-582, June.
    48. Syngjoo Choi & Lars Nesheim & Imran Rasul, 2016. "Reserve Price Effects In Auctions: Estimates From Multiple Regression-Discontinuity Designs," Economic Inquiry, Western Economic Association International, vol. 54(1), pages 294-314, January.
    49. Ilke Onur & Bedri Kamil Onur Tas, 2019. "Optimal bidder participation in public procurement auctions," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 26(3), pages 595-617, June.
    50. An, Yonghong & Hu, Yingyao & Shum, Matthew, 2010. "Estimating first-price auctions with an unknown number of bidders: A misclassification approach," Journal of Econometrics, Elsevier, vol. 157(2), pages 328-341, August.
    51. Jiaming Mao & Zhesheng Zheng, 2020. "Structural Regularization," Papers 2004.12601, arXiv.org, revised Jun 2020.
    52. Sundström, David, 2016. "On Specification and Inference in the Econometrics of Public Procurement," Umeå Economic Studies 931, Umeå University, Department of Economics.
    53. Stowasser, Till & Englmaier, Stowasser & Schmöller, Arno, 2016. "Determinants and Effects of Reserve Prices in Auctions," VfS Annual Conference 2016 (Augsburg): Demographic Change 145540, Verein für Socialpolitik / German Economic Association.
    54. Peter Bardsley & Ingrid Burfurd, 2008. "Contract Design for Biodiversity Procurement," Department of Economics - Working Papers Series 1031, The University of Melbourne.
    55. Marleen Marra, 2020. "Sample Spacings for Identification: The Case of English Auctions with Absentee Bidding," SciencePo Working papers Main hal-03878412, HAL.
    56. Hellerstein, Daniel & Higgins, Nathaniel & Roberts, Michael J., 2015. "Options for Improving Conservation Programs: Insights from Auction Theory and Economic Experiments," Economic Research Report 262210, United States Department of Agriculture, Economic Research Service.
    57. Jiaming Mao & Jingzhi Xu, 2020. "Ensemble Learning with Statistical and Structural Models," Papers 2006.05308, arXiv.org.
    58. Paul Pezanis-Christou & Andrés Romeu, 2018. "Structural Analysis of First-Price Auction Data: Insights from the Laboratory," School of Economics and Public Policy Working Papers 2018-08, University of Adelaide, School of Economics and Public Policy.
    59. Jonathan B. Hill & Artyom Shneyerov, 2009. "Are There Common Values in BC Timber Sales? A Tail-Index Nonparametric Test," Working Papers 09003, Concordia University, Department of Economics.
    60. James Kau & Donald Keenan & Constantine Lyubimov & V. Slawson, 2012. "Asymmetric Information in the Subprime Mortgage Market," The Journal of Real Estate Finance and Economics, Springer, vol. 44(1), pages 67-89, January.
    61. Dave Donaldson, 2022. "Blending Theory and Data: A Space Odyssey," Journal of Economic Perspectives, American Economic Association, vol. 36(3), pages 185-210, Summer.
    62. Winter, Jennifer L., 2010. "Buying Anonymity: An Investigation of Petroleum and Natural Gas Lease Auctions," MPRA Paper 35560, University Library of Munich, Germany, revised Dec 2011.
    63. Olena Myrna, 2022. "Lower price increases, the bounded rationality of bidders, and underbidding concerns in online agricultural land auctions: The Ukrainian case," Journal of Agricultural Economics, Wiley Blackwell, vol. 73(3), pages 826-844, September.
    64. Englmaier, Florian & Schmöller, Arno, 2010. "Determinants and Effects of Reserve Prices in Hattrick Auctions," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 326, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
    65. Nicolas Vallois & Dorian Jullien, 2017. "Estimating Rationality in Economics: A History of Statistical Methods in Experimental Economics," GREDEG Working Papers 2017-20, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
    66. Nicolas Vallois & Dorian Jullien, 2018. "A history of statistical methods in experimental economics," The European Journal of the History of Economic Thought, Taylor & Francis Journals, vol. 25(6), pages 1455-1492, November.
    67. Qi Li & Jeffrey Scott Racine, 2006. "Nonparametric Econometrics: Theory and Practice," Economics Books, Princeton University Press, edition 1, volume 1, number 8355.
    68. Yu Zhang & Jingping Gu & Qi Li, 2011. "Nonparametric panel estimation of online auction price processes," Empirical Economics, Springer, vol. 40(1), pages 51-68, February.
    69. Guillermo Marshall, 2024. "Identification in english auctions with shill bidding," Quantitative Marketing and Economics (QME), Springer, vol. 22(2), pages 193-222, June.
    70. Myrna, Olena, 2023. "Competition in online land lease auctions in Ukraine: Reduced-form estimation," Land Use Policy, Elsevier, vol. 125(C).
    71. Laurent Lamy & Manasa Patnam & Michael Visser, 2023. "Distinguishing incentive from selection effects in auction-determined contracts," Post-Print hal-04382099, HAL.
    72. Hubbard, Timothy P. & Li, Tong & Paarsch, Harry J., 2012. "Semiparametric estimation in models of first-price, sealed-bid auctions with affiliation," Journal of Econometrics, Elsevier, vol. 168(1), pages 4-16.
    73. Shuchi Chawla & Jason D. Hartline & Denis Nekipelov, 2016. "A/B Testing of Auctions," Papers 1606.00908, arXiv.org.
    74. Henderson, Daniel J. & List, John A. & Millimet, Daniel L. & Parmeter, Christopher F. & Price, Michael K., 2008. "Imposing Monotonicity Nonparametrically in First-Price Auctions," MPRA Paper 8769, University Library of Munich, Germany.
    75. Paul Pezanis-Christou & Hang Wu, 2018. "A non-game-theoretic approach to bidding in first-price and all-pay auctions," School of Economics and Public Policy Working Papers 2018-12, University of Adelaide, School of Economics and Public Policy.
    76. Yixin Lu & Alok Gupta & Wolfgang Ketter & Eric van Heck, 2019. "Dynamic Decision Making in Sequential Business-to-Business Auctions: A Structural Econometric Approach," Management Science, INFORMS, vol. 65(8), pages 3853-3876, August.
    77. Schmöller, Arno, 2010. "Bidding Behavior, Seller Strategies, and the Utilization of Information in Auctions for Complex Goods," Munich Dissertations in Economics 11175, University of Munich, Department of Economics.
    78. Ivaldi, Marc & Petrova, Milena J & Urdanoz, Miguel, 2021. "Airline Cooperation Effects on Airfare Distribution: An Auction-model-based Approach," TSE Working Papers 21-1259, Toulouse School of Economics (TSE).
    79. Kumbhakar, Subal C. & Parmeter, Christopher F. & Tsionas, Efthymios G., 2012. "Bayesian estimation approaches to first-price auctions," Journal of Econometrics, Elsevier, vol. 168(1), pages 47-59.
    80. Sağlam, Yiğit, 2012. "Structural Econometric Methods in Auctions: A Guide to the Literature," Working Paper Series 19224, Victoria University of Wellington, The New Zealand Institute for the Study of Competition and Regulation.
    81. Gino Loyola, 2021. "Effects of competition in first-price auctions," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 71(4), pages 1527-1567, June.
    82. Christine Zulehner, 2007. "Bidding behavior in sequential cattle auctions," Vienna Economics Papers vie0705, University of Vienna, Department of Economics.

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