“Deconvolution from Two Order Statistics,” with J. Cho and R. Xiao, Quantitative Economics, Vol 15 (4), 2024
Highlights: auction models with unobserved heterogeneity are point-identified from order statistics; see also Luo and Xiao (2023) and Luo, Sang and Xiao (2024)
“Ownership and Productivity in Vertically-Integrated Firms: Evidence from the Chinese Steel Industry,” with L. Brandt, F. Jiang, and Y. Su, Review of Economics and Statistics, Vol 104 (1), 2022
Highlights: estimate a multistage production system; private firms outperform in pig iron and steelmaking but lag in sintering
“Sufficient Statistics for Unobserved Heterogeneity in Structural Dynamic Logit Models,” with V. Aguirregabiria and J. Gu, Journal of Econometrics, Vol 223 (2), 2021
Highlights: a conditional likelihood approach to nonparametric unobserved heterogeneity in DDC
“Unobserved Heterogeneity in Auctions under Restricted Stochastic Dominance,” Journal of Econometrics, Vol 216 (2), 2020
Highlights: introduce restricted stochastic dominance relations; useful in settings with multiple sources of unobserved heterogeneity
“A Robust Approach to Estimating Production Functions: Replication of the ACF Procedure,” with K. Kim and Y. Su, Journal of Applied Econometrics, Vol 34 (4), 2019
Highlights: modify Ackerberg, Caves, and Frazer's (Econometrica, 2015) production function estimation method to avoid spurious minima
“Structural Analysis of Nonlinear Pricing,” with I. Perrigne and Q. Vuong, Journal of Political Economy, Vol 126 (6), 2018
Highlights: nonparametric identification; a quantile-based nonparametric estimator that achieves consistency at the parametric rate
“Integrated-Quantile-Based Estimation for First-Price Auction Models,” with Y. Wan, Journal of Business & Economic Statistics, Vol 36 (1), 2018
Highlights: a tuning-parameter-free estimator under the monotonicity restriction on the bidding strategy
“An MPEC Estimator for Misclassification Models,” with R. Lu and R. Xiao, Economics Letters, Vol 125 (2), 2014
Highlights: a constrained maximum likelihood estimator for misclassification models