Research interests

CV: PDF

Working papers:

  • Partial Identification in the Ecological Inference Model (with Yanqin Fan and Bob Sherman) PDF.

  • Intimidation or Impatience? A Field Experiment of Jump Bidding in On-line Ascending Automobile Auctions (with David Grether and David Porter) PDF.

  • Money in Judicial Politics: Individual Contributions vs. Collective Decisions (with Matias Iaryczower) PDF.

  • Is Advertising Informative? Evidence from Contraindicated Drug Prescriptions (with Guofang Huang and Wei Tan). PDF.

  • Nonparametric Learning Rules from Bandit Experiments: the Eyes have It! (with Yingyao Hu and Yutaka Kayaba) PDF.

  • Estimation of Random Coefficients Logit Demand Models with Interactive Fixed Effects (with Roger Moon and Martin Weidner, USC) PDF. Revise and resubmit.

  • To Elect or to Appoint? Bias, Information, and Responsiveness of Bureaucrats and Politicians (with Matias Iaryczower and Garrett Lewis). PDF. Revise and resubmit.

  • The Revealed Preference Theory of Stable and Extremal Stable Matchings (with Federico Echenique, SangMok Lee, and M. Bumin Yenmez). PDF. Submitted.

  • Aggregate Matchings (with Federico Echenique and SangMok Lee). PDF. Superseded by "The Revealed Preference Theory of Stable and Extremal Stable Matchings" (above).

  • How much Competition is a Secondary Market? (with Jiawei Chen and Susanna Esteban). PDF. Supplemental material here. Revise and resubmit.

  • Horizontal Mergers of Online Firms: Structural Estimation and Competitive Effects (with Yonghong An, Mike Baye, Yingyao Hu, and John Morgan) PDF.

  • A Simple Estimator for Dynamic Models with Serially-Correlated Unobservables (with Yingyao Hu and Wei Tan) PDF. Submitted.

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

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

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

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

    Publications:

  • The Money Pump as a Measure of Revealed Preference Violations (with Federico Echenique and SangMok Lee) PDF. Journal of Political Economy, to appear.

  • The Value of Information in the Court: Get it Right, Keep it Tight (with Matias Iaryczower, Princeton). PDF. American Economic Review, Vol. 102, pp. 202-237 (February 2012). Data files (in zip directory) here.

  • Estimating First-Price Auctions with an Unknown Number of Bidders: a Misclassification Approach (with Yonghong An and Yingyao Hu) PDF. Journal of Econometrics, Vol. 157, pp. 328-341 (2010).

  • Do Sales Tax Credits Stimulate the Automobile Market? (with J. Chen and S. Esteban). PDF
    • International Journal of Industrial Organization, Vol. 28, pp. 397-402 (2010).

  • Estimating a Tournament Model of Intra-firm Wage Differentials (with Jiawei Chen) PDF Journal of Econometrics, Vol. 155, pp. 39-55 (2010).

  • Pairwise-Difference Estimation of a Dynamic Optimization Model (with Han Hong). PDF Review of Economic Studies, Vol. 77, pp. 273-304 (2010).

  • 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 (2007).

  • 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)

  • 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).

    Work in Progress

  • Testing for Efficiency in a Multilateral Trading Market (with Jason Allen, James Chapman, and Federico Echenique)

  • Partial Identification of Matching Models (with Federico Echenique and SangMok Lee)

  • Model Selection under Partial Identification: Testing Competition vs. Collusion in Telecom Entry (with Roger Moon, Xiaoxia Shi, and Simon Wilkie)

  • Seller Strategies in Tea Auctions in Chittagong (with Tanjim Hossain and Fahad Khalil)

  • Semiparametric Estimation of Production Functions: a Spectral Decomposition Estimator (with Yingyao Hu and Fabiano Schivardi)

    • Unpublished manuscripts

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