Research interests

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CV: PDF

Working papers:

  • The Value of Information in the Court: Get it Right, Keep it Tight (with Matias Iaryczower, Caltech). PDF

  • Nonparametric Identification of Auction Models with Non-Separable Unobserved Heterogeneity (with Yingyao Hu and David McAdams). PDF

  • Nonparametric Identification of Dynamic Models with Unobserved State Variables (with Yingyao Hu). PDF Revision submitted.
    Online appendix: PDF

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

  • Identifying Dynamic Games with Serially-Correlated Unobservables (with Yingyao Hu). PDF Preliminary: comments welcome

  • Estimating First-Price Auction Models with Unknown Number of Bidders: a Misclassification Approach (with Yonghong An and Yingyao Hu). PDF Revision submitted.

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

    Work in Progress

  • Aggregate Matching: Theory and Empirics (with Federico Echenique and SangMok Lee, Caltech)

  • Interactive Fixed Effects in the BLP Random Coefficients Demand Model (with Roger Moon and Martin Weidner, USC)

  • How Competitive are Online Markets? Measuring Market Power when Competition is not Observed (with Yonghong An, Mike Baye, Yingyao Hu, and John Morgan)

    • Publications:

  • Estimating a Tournament Model of Intra-firm Wage Differentials (with Jiawei Chen) PDF Forthcoming, Journal of Econometrics

  • Pairwise-Difference Estimation of a Dynamic Optimization Model (with Han Hong). PDF Forthcoming, Review of Economic Studies.

  • Do Mergers Improve Information? Evidence from the Loan Market (with F. Panetta and F. Schivardi) PDF. Journal of Money, Credit, and Banking, Vol. 41, pp. 673-709 (2009).

  • Estimation Biases of Omitting Durability (with Jiawei Chen and Susanna Esteban). PDF Journal of Econometrics, Vol 147, pp. 247-257 (2008).

  • Durable Goods Oligopoly with Secondary Markets: the Case of Automobiles (with Susanna Esteban). PDF. RAND Journal of Economics, Vol. 38, pp. 332-354 (2007).
    Table of summary statistics of data, and auxiliary parameter estimates (in PDF format) available here.

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

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

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

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

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

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

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

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

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

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

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

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

    Other Publications

  • Do Sales Tax Credits Stimulate the Automobile Market? (with J. Chen and S. Esteban). PDF
    • Prepared for EARIE 2009 proceedings volume.

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

    Unpublished Drafts

  • Is Advertising Informative? Evidence from Contraindicated Drug Prescriptions (with Wei Tan, SUNY-Stony Brook).

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