Research

Publications

1. Real Analytic Discrete Choice Models of Demand: Theory and Implications (with Alessandro Iaria), Econometric Theory, May 2024, pp. 1– 49

   • Matlab codes for the Monte Carlo simulations (including the hybrid algorithm of demand inverse) are available here

2. Sieve BLP: A Semi-Nonparametric Model of Demand for Differentiated Products, Journal of Econometrics, Vol. 235, Issue 2, August 2023, pp. 325-351

• Matlab codes for Sieve BLP (with simulated examples)

3. A Note on Stochastic Complementarity for the Applied Researcher, (with Alessandro Iaria),  Economics Letters, Vol. 199, Feb. 2021, Supplement

Working papers

1. Risk and Return in Asset Demand Systems, (with Ozan E. Akbas; July 2025), revise & resubmit at Econometrica

2. An Empirical Model of Quantity Discounts with Large Choice Sets (with Alessandro Iaria; Jan. 2025), conditionally accepted at the Journal of the European Economic Association

   • Link to the Matlab codes

3. Demand with Complementarity: A Market-Share Approach  (June 2024), revise & resubmit at Quantitative Economics

   • previously circulated “A BLP Demand Model of Product-Level Market Shares with Complementarity”

4. Estimating the Gains (and Losses) of Revenue Management (with Xavier D'Haultfoeuille, Philippe Février, Lionel Wilner; April 2024) slides, revise & resubmit at Quantitative Economics

5. Fixed Effects Nonlinear Panel Models with Heterogeneous Slopes: Identification and Consistency (with Martin Mugnier; Nov. 2024), revise & resubmit at Journal of Econometrics

   • previously circulated “Identification and (Fast) Estimation of Large Nonlinear Panel Models with Two-Way Fixed Effects” with a Python package

6. Vertical Bargaining under Uncertain Retailer Responsiveness: A Structural Approach (with Hugo Molina; Dec. 2024)

7. Identification and Estimation of Demand for Bundles (with Alessandro Iaria)

8. Inferring Complementarity from Correlations rather than Structural Estimation (with Alessandro Iaria)

Work in progress 

1. Identification of Marginal Costs and Conduct Parameters in Price-Setting Games (with Alessandro Iaria)

2. Flatten the curve: Effects of geotagging on Weibo Hashtags (with Jianghao Wang and Song Yuan)