Research

F. Zincenko (2024). "Estimation and inference of seller's expected revenue in first-price auctions." Journal of Econometrics, 241(1). [link]
G. Aryal and F. Zincenko (2023). "Empirical framework for Cournot oligopoly with private information." RAND Journal of Economics, 55(3), 375-402. [link]
S. J. Jun and F. Zincenko (2022). "Testing for risk aversion in first-price sealed-bid auctions." Journal of Econometrics, 226(2): 295-320. [link]
G. Montes-Rojas, W. Sosa-Escudero, and F. Zincenko (2020). "Level-based estimation of dynamic panel models.'' Journal of Econometric Methods, 9(1). [link]
F. Zincenko (2018). "Nonparametric estimation of first-price auctions with risk averse bidders." Journal of Econometrics, 205(2): 303-335 (lead article). [link]
A. Beresteanu and F. Zincenko (2018). "Efficiency gains in rank-ordered multinomial logit models." Oxford Bulletin of Economics and Statistics, 80(1): 122-134. [link]
I. Obara and F. Zincenko (2017). "Collusion and heterogeneity of firms." RAND Journal of Economics, 48(1): 230-249. [link]
F. Zincenko, W. Sosa-Escudero, and G. Montes-Rojas (2014). "Robust tests for time-invariant individual heterogeneity versus dynamic state dependence.'' Empirical Economics, 47(4): 1365-1387. [link]

"Identification and estimation of multidimensional screening” with G. Aryal -revise & resubmit at Econometric Theory- [arXiv, SSRN]
"Nonparametric estimation of conditional densities by generalized random forests" -resubmitted to Econometric Reviews- [arXiv]
"Product varieties, private costs and price competition'' with G. Gosh -submitted- [PDF]

"Estimation and inference of seller's expected revenue in ascending auctions"
"Learning the Average Treatment Effect in the presence of discrete unobserved confounders via finite mixtures" with S. J. Jun

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