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Content
2015
- 42/15 Simultaneous selection of optimal bandwidths for the sharp regression discontinuity estimator
by Yoichi Arai & Hidehiko Ichimura - 41/15 Finite sample bias corrected IV estimation for weak and many instruments
by Matthew C. Harding & Jerry Hausman & Christopher Palmer - 40/15 Nonlinear panel data estimation via quantile regressions
by Manuel Arellano & Stéphane Bonhomme - 39/15 Nonparametric instrumental variable estimation under monotonicity
by Denis Chetverikov & Daniel Wilhelm - 38/15 A discrete model for bootstrap iteration
by Russell Davidson - 37/15 Treatment effects with many covariates and heteroskedasticity
by Matias Cattaneo & Michael Jansson & Whitney K. Newey - 36/15 Alternative asymptotics and the partially linear model with many regressors
by Matias Cattaneo & Michael Jansson & Whitney K. Newey - 35/15 Variable selection and estimation in high-dimensional models
by Joel L. Horowitz - 34/15 Identification and estimation of nonparametric panel data regressions with measurement error
by Daniel Wilhelm - 33/15 The triangular model with random coefficients
by Stefan Hoderlein & Hajo Holzmann & Alexander Meister - 32/15 Optimal sup-norm rates, adaptivity and inference in nonparametric instrumental variables estimation
by Xiaohong Chen & Timothy M. Christensen - 31/15 A weak instrument F-test in linear IV models with multiple endogenous variables
by Eleanor Sanderson & Frank Windmeijer - 30/15 Identification of the distribution of valuations in an incomplete model of English auctions
by Andrew Chesher & Adam Rosen - 29/15 Identification of preferences in network formation games
by Áureo de Paula & Seth Richards-Shubik & Elie Tamer - 28/15 Please call me John: name choice and the assimilation of immigrants in the United States, 1900-1930
by Pedro Carneiro & Sokbae (Simon) Lee & Hugo Reis - 27/15 Approximate permutation tests and induced order statistics in the regression discontinuity design
by Ivan A. Canay & Vishal Kamat - 26/15 Breaking the curse of dimensionality in conditional moment inequalities for discrete choice models
by Le-Yu Chen & Sokbae (Simon) Lee - 25/15 Random coefficients on endogenous variables in simultaneous equations models
by Matthew Masten - 24/15 Nonparametric stochastic discount factor decomposition
by Timothy M. Christensen - 23/15 Income effects and the welfare consequences of tax in differentiated product oligopoly
by Rachel Griffith & Lars Nesheim & Martin O'Connell - 22/15 Counterfactual worlds
by Andrew Chesher & Adam Rosen - 21/15 Individual heterogeneity, nonlinear budget sets and taxable income
by Soren Blomquist & Anil Kumar & Che-Yuan Liang & Whitney K. Newey - 20/15 Robust confidence regions for incomplete models
by Larry G. Epstein & Hiroaki Kaido & Kyoungwon Seo - 19/15 Partial insurance and investments in children
by Pedro Carneiro & Rita Ginja - 18/15 Estimating private provision of public goods with heterogenous participants: a structural analysis
by Yonghong An & Yingyao Hu & Pengfei Liu - 17/15 Individual and time effects in nonlinear panel models with large N , T
by Ivan Fernandez-Val & Martin Weidner - 16/15 Identification and estimation in first-price auctions with risk-averse bidders and selective entry
by Matthew Gentry & Tong Li & Jingfeng Lu - 15/15 Decentralizing education resources: school grants in Senegal
by Pedro Carneiro & Oswald Koussihouèdé & Nathalie Lahire & Costas Meghir & Corina Mommaerts - 14/15 The marriage market, labor supply and education choice
by Pierre-André Chiappori & Monica Costa Dias & Costas Meghir - 13/15 An investigation into multivariate variance ratio statistics and their application to stock market predictability
by Seok Young Hong & Oliver Linton & Hui Jun Zhang - 12/15 Quantile regression with panel data
by Bryan S. Graham & Jinyong Hahn & Alexandre Poirier & James L. Powell - 11/15 Nonparametric testing for exogeneity with discrete regressors and instruments
by Katarzyna Bech & Grant Hillier - 10/15 Who should be treated? Empirical welfare maximization methods for treatment choice
by Toru Kitagawa & Aleksey Tetenov - 09/15 Estimation of stochastic volatility models by nonparametric filtering
by Shin Kanaya & Dennis Kristensen - 08/15 Mean Ratio Statistic for measuring predictability
by Oliver Linton & Katja Smetanina - 07/15 Semiparametric dynamic portfolio choice with multiple conditioning variables
by Jia Chen & Degui Li & Oliver Linton & Zudi Lu - 06/15 Classification of nonparametric regression functions in heterogeneous panels
by Michael Vogt & Oliver Linton - 05/15 A lava attack on the recovery of sums of dense and sparse signals
by Victor Chernozhukov & Christian Hansen & Yuan Liao - 04/15 Monge-Kantorovich depth, quantiles, ranks and signs
by Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry - 03/15 Microeconomic models with latent variables: applications of measurement error models in empirical industrial organization and labor economics
by Yingyao Hu - 02/15 Post-selection and post-regularization inference in linear models with many controls and instruments
by Victor Chernozhukov & Christian Hansen & Martin Spindler - 01/15 Bounds on treatment effects on transitions
by Johan Vikström & Geert Ridder & Martin Weidner
2014
- 54/14 Nonparametric identification in panels using quantiles
by Victor Chernozhukov & Ivan Fernandez-Val & Stefan Hoderlein & Whitney K. Newey - 53/14 Valid post-selection inference in high-dimensional approximately sparse quantile regression models
by Alexandre Belloni & Victor Chernozhukov & Kengo Kato - 52/14 Testing many moment inequalities
by Victor Chernozhukov & Denis Chetverikov & Kengo Kato - 51/14 Uniform post selection inference for LAD regression and other Z-estimation problems
by Alexandre Belloni & Victor Chernozhukov & Kengo Kato - 50/14 Inference in high dimensional panel models with an application to gun control
by Alexandre Belloni & Victor Chernozhukov & Christian Hansen & Damian Kozbur - 49/14 Central limit theorems and bootstrap in high dimensions
by Victor Chernozhukov & Denis Chetverikov & Kengo Kato - 48/14 Vector quantile regression
by Guillaume Carlier & Victor Chernozhukov & Alfred Galichon - 47/14 Dynamic linear panel regression models with interactive fixed effects
by Hyungsik Roger Roger Moon & Martin Weidner - 46/14 Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions
by Xiaohong Chen & Timothy M. Christensen - 45/14 Inference about Non-Identified SVARs
by Raffaella Giacomini & Toru Kitagawa - 44/14 The Quantile Performance of Statistical Treatment Rules Using Hypothesis Tests to Allocate a Population to Two Treatments
by Charles F. Manski & Aleksey Tetenov - 43/14 Unobserved heterogeneity in income dynamics: an empirical Bayes perspective
by Jiaying Gu & Roger Koenker - 42/14 Individual Heterogeneity and Average Welfare
by Jerry Hausman & Whitney K. Newey - 41/14 Economic theory and forecasting: lessons from the literature
by Raffaella Giacomini - 40/14 Recombinant innovation and the boundaries of the firm
by Rachel Griffith & Sokbae (Simon) Lee & Bas Straathof - 39/14 A contribution to the Reinhart and Rogoff debate: not 90 percent but maybe 30 percent
by Sokbae (Simon) Lee & Hyunmin Park & Myung Hwan Seo & Youngki Shin - 38/14 Sieve Wald and QLR Inferences on Semi/nonparametric Conditional Moment Models
by Xiaohong Chen & Demian Pouzo - 37/14 Nonparametric identification of positive eigenfunctions
by Timothy M. Christensen - 36/14 Inference in Ordered Response Games with Complete Information
by Andres Aradillas-Lopez & Adam Rosen - 35/14 Linear regression for panel with unknown number of factors as interactive fixed effects
by Hyungsik Roger Roger Moon & Martin Weidner - 34/14 A Test for Instrument Validity
by Toru Kitagawa - 33/14 Program evaluation with high-dimensional data
by Alexandre Belloni & Victor Chernozhukov & Ivan Fernandez-Val & Christian Hansen - 32/14 Individual and time effects in nonlinear panel models with large N , T
by Ivan Fernandez-Val & Martin Weidner - 31/14 Direct and indirect treatment effects: causal chains and mediation analysis with instrumental variables
by Markus Frölich & Martin Huber - 30/14 Bayesian exploratory factor analysis
by Gabriella Conti & Sylvia Frühwirth-Schnatter & James Heckman & Rémi Piatek - 29/14 Multivariate variance ratio statistics
by Seok Young Hong & Oliver Linton & Hui Jun Zhang - 28/14 Asymptotic efficiency of semiparametric two-step GMM
by Daniel Ackerberg & Xiaohong Chen & Jinyong Hahn - 27/14 Maximum score estimation with nonparametrically generated regressors
by Le-Yu Chen & Sokbae (Simon) Lee & Myung Jae Sung - 26/14 The lasso for high-dimensional regression with a possible change-point
by Sokbae (Simon) Lee & Myung Hwan Seo & Youngki Shin - 25/14 Implementing intersection bounds in Stata
by Victor Chernozhukov & Wooyoung Kim & Sokbae (Simon) Lee & Adam Rosen - 24/14 Tackling social exclusion: evidence from Chile
by Pedro Carneiro & Emanuela Galasso & Rita Ginja - 23/14 Nonparametric identification of endogenous and heterogeneous aggregate demand models: complements, bundles and the market level
by Fabian Dunker & Stefan Hoderlein & Hiroaki Kaido - 22/14 Inference for functions of partially identified parameters in moment inequality models
by Federico A. Bugni & Ivan A. Canay & Xiaoxia Shi - 21/14 Individual heterogeneity, nonlinear budget sets, and taxable income
by Soren Blomquist & Anil Kumar & Che-Yuan Liang & Whitney K. Newey - 20/14 Estimation of random coefficients logit demand models with interactive fixed effects
by Hyungsik Roger Roger Moon & Matthew Shum & Martin Weidner - 18/14 Nonparametric spectral-based estimation of latent structures
by Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin - 17/14 The identification power of smoothness assumptions in models with counterfactual outcomes
by Wooyoung Kim & Koohyun Kwon & Soonwoo Kwon & Sokbae (Simon) Lee - 16/14 International trends in technological progress: stylized facts from patent citations, 1980-2011
by Soonwoo Kwon & Jihong Lee & Sokbae (Simon) Lee - 15/14 Optimal bandwidth selection for robust generalized method of moments estimation
by Daniel Wilhelm - 14/14 Grade retention and unobserved heterogeneity
by Robert Gary-Bobo & Marion Gousse & Jean-Marc Robin - 13/14 Labor market reforms and unemployment dynamics
by Fabrice Murtin & Jean-Marc Robin - 12/14 Tenure, experience, human capital and wages: a tractable equilibrium search model of wage dynamics
by Jesper Bagger & Francois Fontaine & Jean-Marc Robin - 11/14 Nonparametric estimation of finite measures
by Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin - 10/14 A simple parametric model selection test
by Susanne M. Schennach & Daniel Wilhelm - 09/14 Testing for a general class of functional inequalities
by Sokbae (Simon) Lee & Kyungchui (Kevin) Song & Yoon-Jae Whang - 08/14 Interdependent durations in joint retirement
by Bo E. Honoré & Áureo de Paula - 06/14 The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series
by Heejoon Han & Oliver Linton & Tatsushi Oka & Yoon-Jae Whang - 05/14 Inference for functions of partially identified parameters in moment inequality models
by Federico A. Bugni & Ivan A. Canay & Xiaoxia Shi - 04/14 Generalized instrumental variable models
by Andrew Chesher & Adam Rosen - 03/14 Asymptotically efficient estimation of weighted average derivatives with an interval censored variable
by Hiroaki Kaido - 02/14 Instrumental variables estimation of a generalized correlated random coefficients model
by Matthew Masten & Alexander Torgovitsky - 01/14 Random coefficients on endogenous variables in simultaneous equations models
by Matthew Masten
2013
- 77/13 Program evaluation with high-dimensional data
by Alexandre Belloni & Victor Chernozhukov & Ivan Fernandez-Val & Christian Hansen - 76/13 Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors
by Victor Chernozhukov & Denis Chetverikov & Kengo Kato - 75/13 Gaussian approximation of suprema of empirical processes
by Victor Chernozhukov & Denis Chetverikov & Kengo Kato - 74/13 Uniform post selection inference for LAD regression and other z-estimation problems
by Alexandre Belloni & Victor Chernozhukov & Kengo Kato - 73/13 On the asymptotic theory for least squares series: pointwise and uniform results
by Alexandre Belloni & Victor Chernozhukov & Denis Chetverikov & Kengo Kato - 71/13 Comparison and anti-concentration bounds for maxima of Gaussian random vectors
by Victor Chernozhukov & Denis Chetverikov & Kengo Kato - 70/13 Robust inference in high-dimensional approximately sparse quantile regression models
by Alexandre Belloni & Victor Chernozhukov & Kengo Kato - 69/13 Anti-concentration and honest, adaptive confidence bands
by Victor Chernozhukov & Denis Chetverikov & Kengo Kato - 68/13 Posterior inference in curved exponential families under increasing dimensions
by Alexandre Belloni & Victor Chernozhukov - 67/13 Honest confidence regions for a regression parameter in logistic regression with a large number of controls
by Alexandre Belloni & Victor Chernozhukov & Ying Wei - 66/13 Nonparametric identification in panels using quantiles
by Victor Chernozhukov & Ivan Fernandez-Val & Stefan Hoderlein & Hajo Holzmann & Whitney K. Newey - 65/13 Testing Many Moment Inequalities
by Victor Chernozhukov & Denis Chetverikov & Kengo Kato - 64/13 Mostly harmless simulations? On the internal validity of empirical Monte Carlo studies
by Arun Advani & Tymon Słoczyński - 63/13 Dynamic linear panel regression models with interactive fixed effects
by Hyungsik Roger Roger Moon & Martin Weidner - 62/13 Pivotal estimation via square-root lasso in nonparametric regression
by Alexandre Belloni & Victor Chernozhukov & Lie Wang - 61/13 Covariate selection and model averaging in semiparametric estimation of treatment effects
by Toru Kitagawa & Chris Muris - 60/13 Individual and time effects in nonlinear panel models with large N, T
by Ivan Fernandez-Val & Martin Weidner - 59/13 High dimensional methods and inference on structural and treatment effects
by Alexandre Belloni & Victor Chernozhukov & Christian Hansen - 58/13 A weak instrument F-test in linear IV models with multiple endogenous variables
by Eleanor Sanderson & Frank Windmeijer - 57/13 Program evaluation with high-dimensional data
by Victor Chernozhukov & Ivan Fernandez-Val & Christian Hansen - 56/13 Optimal uniform convergence rates for sieve nonparametric instrumental variables regression
by Xiaohong Chen & Timothy M. Christensen - 55/13 Set inferences and sensitivity analysis in semiparametric conditionally identified models
by Juan Carlos Escanciano & Lin Zhu - 54/13 Nonparametric estimation of a heterogeneous demand function under the Slutsky inequality restriction
by Richard Blundell & Joel L. Horowitz & Matthias Parey - 53/13 A bootstrap test for instrument validity in heterogeneous treatment effect models
by Toru Kitagawa - 52/13 Anchoring the yield curve using survey expectations
by Carlo Altavilla & Raffaella Giacomini & Giuseppe Ragusa - 51/13 Identification and estimation of preference distributions when voters are ideological
by Antonio Merlo & Áureo de Paula - 50/13 Generalized method of moments with latent variables
by Ron Gallant & Raffaella Giacomini & Giuseppe Ragusa - 49/13 Linear regression for panel with unknown number of factors as interactive fixed effects
by Hyungsik Roger Roger Moon & Martin Weidner - 48/13 On the identification of structural linear functionals
by Juan Carlos Escanciano & Wei Li - 47/13 Extremum sieve estimation in k -out-of- n systems
by Tatiana V. Komarova - 46/13 Convolution without independence
by Susanne M. Schennach - 45/13 Higher-order properties of approximate estimators
by Dennis Kristensen & Bernard Salanie - 44/13 Properties of the maximum likelihood estimator in spatial autoregressive models
by Grant Hillier & Federico Martellosio - 43/13 Generalized instrumental variable models
by Andrew Chesher & Adam Rosen - 42/13 The effect of fragmentation in trading on market quality in the UK equity market
by Lena Boneva (Körber) & Oliver Linton & Michael Vogt - 41/13 Nonparametric estimation of multivariate elliptic densities via finite mixture sieves
by Heather Battey & Oliver Linton - 40/13 Nonlinear difference-in-differences in repeated cross sections with continuous treatments
by Xavier d'Haultfoeuille & Stefan Hoderlein & Yuya Sasaki - 39/13 Outcome conditioned treatment effects
by Stefan Hoderlein & Yuya Sasaki - 38/13 Implementing intersection bounds in Stata
by Victor Chernozhukov & Wooyoung Kim & Sokbae (Simon) Lee & Adam Rosen - 37/13 Ill-posed inverse problems in economics
by Joel L. Horowitz - 36/13 Nonparametric analysis of random utility models: testing
by Yuichi Kitamura & Jörg Stoye - 35/13 Do institutions affect social preferences? Evidence from divided Korea
by Kyunghui Choi & Syngjoo Choi & Byung-Yeon Kim & Jungmin Lee & Sokbae (Simon) Lee - 34/13 Individual heterogeneity and average welfare
by Jerry Hausman & Whitney K. Newey - 33/13 Inference in ordered response games with complete information
by Andres Aradillas-Lopez & Adam Rosen - 32/13 Entropic Latent Variable Integration via Simulation
by Susanne M. Schennach - 31/13 Identification and shape restrictions in nonparametric instrumental variables estimation
by Joachim Freyberger & Joel L. Horowitz - 30/13 Adaptive nonparametric instrumental variables estimation: empirical choice of the regularization parameter
by Joel L. Horowitz - 29/13 A simple bootstrap method for constructing nonparametric confidence bands for functions
by Peter Hall & Joel L. Horowitz - 28/13 A nonparametric test of a strong leverage hypothesis
by Oliver Linton & Yoon-Jae Whang & Yu-Min Yen - 27/13 Optimal bandwidth selection for differences of nonparametric estimators with an application to the sharp regression discontinuity design
by Yoichi Arai & Hidehiko Ichimura - 26/13 Inference on treatment effects after selection amongst high-dimensional controls
by Alexandre Belloni & Victor Chernozhukov & Christian Hansen - 25/13 Quantile models with endogeneity
by Victor Chernozhukov & Christian Hansen - 24/13 Uniform post selection inference for LAD regression models
by Alexandre Belloni & Victor Chernozhukov & Kengo Kato - 23/13 Calculating confidence intervals for continuous and discontinuous functions of parameters
by Tiemen M. Woutersen & John Ham - 22/13 Regressions with Berkson errors in covariates - a nonparametric approach
by Susanne M. Schennach - 21/13 The relationship between DSGE and VAR models
by Raffaella Giacomini - 20/13 Bond returns and market expectations
by Carlo Altavilla & Riccardo Costantini & Raffaella Giacomini - 19/13 Likelihood inference in some finite mixture models
by Xiaohong Chen & Maria Ponomareva & Elie Tamer - 18/13 Asymptotic theory for the QMLE in GARCH-X models with stationary and non-stationary covariates
by Heejoon Han & Dennis Kristensen - 17/13 Inference on counterfactual distributions
by Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly - 16/13 Non-parametric transformation regression with non-stationary data
by Oliver Linton & Qiying Wang - 15/13 Nonparametric estimation of multivariate elliptic densities via finite mixture sieves
by Heather Battey & Oliver Linton - 14/13 Maximum score estimation of preference parameters for a binary choice model under uncertainty
by Le-Yu Chen & Sokbae (Simon) Lee & Myung Jae Sung - 13/13 Long memory via networking
by Susanne M. Schennach - 12/13 Random coefficients in static games of complete information
by Fabian Dunker & Stefan Hoderlein & Hiroaki Kaido - 11/13 Let's get LADE: robust estimation of semiparametric multiplicative volatility models
by Bonsoo Koo & Oliver Linton - 10/13 What do instrumental variable models deliver with discrete dependent variables?
by Andrew Chesher & Adam Rosen - 09/13 Testing for homogeneity in mixture models
by Jiaying Gu & Roger Koenker & Stanislav Volgushev - 08/13 Wages and informality in developing countries
by Costas Meghir & Renata Narita & Jean-Marc Robin - 07/13 Assortative matching and search with labor supply and home production
by Nicolas Jacquemet & Jean-Marc Robin - 06/13 Career progression, economic downturns and skills
by Jerome Adda & Christian Dustmann & Costas Meghir & Jean-Marc Robin - 05/13 Interdependent durations in joint retirement
by Bo E. Honoré & Áureo de Paula - 04/13 Identification of discrete choice models for bundles and binary games
by Jeremy Fox & Natalia Lazzati - 03/13 Estimating demand for differentiated products with error in market shares
by Amit Gandhi Gandhi & Zhentong Lu & Xiaoxia Shi - 02/13 A semiparametric model for heterogeneous panel data with fixed effects
by Lena Boneva (Körber) & Oliver Linton & Michael Vogt - 01/13 Specification tests for partially identified models defined by moment inequalities
by Federico A. Bugni & Ivan A. Canay & Xiaoxia Shi
2012
- 46/12 Inference on sets in finance
by Victor Chernozhukov & Emre Kocatulum & Konrad Menzel - 45/12 Central limit theorems and multiplier bootstrap when p is much larger than n
by Victor Chernozhukov & Denis Chetverikov & Kengo Kato - 44/12 Gaussian approximation of suprema of empirical processes
by Victor Chernozhukov & Denis Chetverikov & Kengo Kato - 43/12 Inference for best linear approximations to set identified functions
by Arun Chandrasekhar & Victor Chernozhukov & Francesca Molinari & Paul Schrimpf - 42/12 Identification and estimation in a correlated random coefficients binary response model
by Stefan Hoderlein & Robert Sherman - 41/12 Measurement error in nonlinear models - a review
by Susanne M. Schennach - 40/12 Nonparametric identification and semiparametric estimation of classical measurement error models without side information
by Susanne M. Schennach & Yingyao Hu - 39/12 A triangular treatment effect model with random coefficients in the selection equation
by Eric Gautier & Stefan Hoderlein - 38/12 Identification in auctions with selective entry
by Matthew Gentry & Tong Li - 37/12 Local identification of nonparametric and semiparametric models
by Xiaohong Chen & Victor Chernozhukov & Sokbae (Simon) Lee & Whitney K. Newey - 36/12 Adaptive test of conditional moment inequalities
by Denis Chetverikov - 35/12 Testing regression monotonicity in econometric models
by Denis Chetverikov - 34/12 An instrumental variable random coefficients model for binary outcomes
by Andrew Chesher & Adam Rosen - 33/12 Intersection bounds: estimation and inference
by Victor Chernozhukov & Sokbae (Simon) Lee & Adam Rosen - 32/12 An estimation of economic models with recursive preferences
by Xiaohong Chen & Jack Favilukis & Sydney Ludvigson - 31/12 Asymptotic efficiency of semiparametric two-step GMM
by Xiaohong Chen & Jinyong Hahn - 30/12 Exogeneity in semiparametric moment condition models
by Paulo Parente & Richard Smith - 29/12 Econometric analysis of games with multiple equilibria
by Áureo de Paula - 28/12 A flexible semiparametric model for time series
by Degui Li & Oliver Linton & Zudi Lu - 27/12 Testing for the stochastic dominance efficiency of a given portfolio
by Oliver Linton & Yoon-Jae Whang - 26/12 Averaging of moment condition estimators
by Xiaohong Chen & David Jacho-Chávez & Oliver Linton - 25/12 Efficient estimation of conditional risk measures in a semiparametric GARCH model
by Oliver Linton & Dajing Shang & Yang Yan - 24/12 A nonparametric test of the leverage hypothesis
by Oliver Linton & Yoon-Jae Whang & Yu-Min Yen - 23/12 Nonparametric estimation of a periodic sequence in the presence of a smooth trend
by Oliver Linton & Michael Vogt - 21/12 Simultaneous equations for discrete outcomes: coherence, completeness, and identification
by Andrew Chesher & Adam Rosen - 20/12 Nonparametric additive models
by Joel L. Horowitz - 19/12 Asymptotic theory for differentiated products demand models with many markets
by Joachim Freyberger - 18/12 On the testability of identification in some nonparametric models with endogeneity
by Ivan A. Canay & Andres Santos & Azeem M. Shaikh