Publications

1. Uniform Convergence Rates for Nonparametric Estimators of a Density Function and its Derivatives when the Density has a Known Pole 

Econometric Theory, forthcoming 

2. The Welfare Effects of Supply and Demand Frictions in a Dynamic Pricing Game

Economic Journal, 2025, vol. 135, pp.1782–1813 (with M. Myśliwski, F. Sanches and D. Silva Junior)

The online appendix of this paper can be found here

3. Identification and Estimation of a Search Model with Heterogeneous Consumers and Firms

Journal of Econometrics, 2025, vol.249, 105956 (with M. Myśliwski, M. Rostom, F. Sanches and D. Silva Junior)

4. Robust Ranking of Happiness Outcomes: A Median Regression Perspective

Journal of Economic Behavior and Organization, 2022, vol. 200, pp.672-686 (with L.Y. Chen, E. Oparina and N. Powdthavee) 

A non-technical summary of this paper can be found in this VoxEU article; the codes for estimation can be found here

5. Analyzing Subjective Well-Being Data with Misclassification

Journal of Business and Economic Statistics, 2022, vol. 40, pp.730-743 (with E. Oparina) 

6. Nonparametric Euler Equation Identification and Estimation 

Econometric Theory, 2021, vol.37, pp.851-891 (with J. Escanciano, S. Hoderlein, A. Lewbel and O. Linton)

7. Measuring Ethnic Stratification and its Effect on Trust in Africa 

Journal of Development Economics, 2020, vol.146 (with R. Hodler, A. Vesperoni and N. Zurlinden)

See this VoxDev article for a related media coverage

8. Minimum Distance Estimation of Search Costs using Price Distribution 

Journal of Business and Economic Statistics, 2018, vol.36, pp.658-671 (with F. Sanches and D. Silva Junior)

9. Joint Analysis of the Discount Factor and Payoff Parameters in Dynamic Discrete Choice Models 

Quantitative Economics, 2018, vol.9, pp.1153-1194 (with T. Komarova, F. Sanches and D. Silva Junior)

10. Banking Privatization and Market Structure in Brazil: a Dynamic Structural Analysis 

RAND Journal of Economics, 2018, vol.49, pp.936-963 (with F. Sanches and D. Silva Junior)

11. Ordinary Least Squares Estimation of a Dynamic Game Model 

International Economic Review, 2016, vol.57, pp.623-634 (with F. Sanches and D. Silva Junior)

An older version of this paper that contains the proof of an asymptotic equivalence can be found here

12. Estimating Bayesian Decision Problems with Heterogeneous Priors 

Journal of Applied Econometrics, 2016, vol.31, pp.762-771 (with S. Hansen and M. McMahon)

13. Identification in Discrete Markov Decision Models

Econometric Theory, 2015, vol.31, pp.521-538

14. Minimum Distance Estimators for Dynamic Games

Quantitative Economics, 2013, vol.4, pp.549-583

 Appendix A of this paper discusses identification and moment inequality selection in Bajari, Benkard and Levin (2007), and it supersedes this note

15. Semiparametric Estimation of Markov Decision Processes with Continuous State Space 

Journal of Econometrics, 2012, vol.166, pp.320-341 (with O. Linton)