Research

Publications

1. "Powerful t-tests in the presence of nonclassical measurement error" (2024, with Daniel Wilhelm)

Econometric Reviews, Vol. 43, NO. 6, 345–378 [Cemmap working paper CWP22/23]

2. "IV methods for Tobit models" (2023, with Andrew Chesher and Adam Rosen) 

Journal of Econometrics, Volume 235, Issue 2, pages 1700-1724 [Cemmap working paper CWP16/22]

3. "Partially Identifying Competing Risks Models: an Application to the War on Cancer" (2023)

Journal of Econometrics, Volume 234, Issue 2, pages 536-564 [Working paper version]

4. "COVID-19 Vaccination Mandates and Vaccine Uptake" (2022, with Alexander Karaivanov, Shih En Lu, and Hitoshi Shigeoka)

Nature Human Behaviour, 6, 1615–1624 (2022 Impact Factor: 29.9) [MedRxiv preprint] [NBER WP] [IZA WP] 

5. "Vaccination strategies and transmission of COVID-19: evidence across advanced countries" (2022, with Young Jun Lee)

Journal of Health Economics, Volume 82, 102589 [arXiv:2109.06453] [Cemmap working paper CWP38/21]

6. "An Adaptive Test of Stochastic Monotonicity" (2021, with Denis Chetverikov and Daniel Wilhelm)

Econometric Theory, Volume 37, Issue 3, pp. 495 - 536 [Cemmap working paper CWP17/20]

7. "Partial identification in nonseparable count data IV models" (2022)

Econometrics Journal, Volume 23, Issue 2, Pages 232–250 [Working paper version]

8. "Nonparametric instrumental variable estimation" (2018, with Denis Chetverikov and Daniel Wilhelm)

Stata Journal, Volume 18 Number 4: pp. 937-950 [Cemmap working paper CWP47/17] 

[Stata package: type "ssc install npiv" in your Stata console]

Working Papers

1. "Nonparametric Estimation of Sponsored Search Auctions and Impacts of Ad Quality on Search Revenue", 2024 (2nd round minor R&R at Management Science)

Abstract : This paper presents an empirical model of sponsored search auctions where advertisers are ranked by bid and ad quality. Our model is developed under the incomplete information setting with a general quality scoring rule. We establish nonparametric identification of the advertiser's valuation and its distribution given observed bids and introduce novel nonparametric estimators. Using Yahoo! search auction data, we estimate value distributions and study the bidding behavior across product categories. We also conduct counterfactual analysis to evaluate the impact of different quality scoring rules on the auctioneer's revenue. Product-specific scoring rules can enhance auctioneer revenue by at most 24.3% at the expense of advertiser profit (-28.3%) and consumer welfare (-30.2%). The optimal scoring rule depends on market competitiveness. 

2. "Semi-nonparametric Models of Multidimensional Matching: an Optimal Transport Approach", 2024 (submitted)

Abstract : This paper proposes empirically tractable multidimensional matching models, focusing on worker-job matching. We generalize the parametric model proposed by Lindenlaub (2017, Review of Economic Studies), which relies on the assumption of joint normality of observed characteristics of workers and jobs. In our paper, we allow unrestricted distributions of characteristics and show identification of the production technology, and equilibrium wage and matching functions using tools from optimal transport theory. Given identification, we propose efficient, consistent, asymptotically normal sieve estimators. We revisit Lindenlaub's empirical application and show that, between 1990 and 2010, the U.S. economy experienced much larger technological progress favoring cognitive abilities than the original findings suggest. Furthermore, our flexible model specifications provide a significantly better fit for patterns in the evolution of wage inequality.