Publications:

“Estimation of Individual Treatment Effects with Endogenous Treatments,” with Q. Feng and H. Xu, Journal of the American Statistical Association, forthcoming. (pdf)

“Econometrics of Auctions and Nonlinear Pricing,” with I. Perrigne, Annual Review of Economics, (2019), 11, 27–54. (pdf)

“Auctions with Ex Post Uncertainty,” with Y. Luo and I. Perrigne, Rand Journal of Economics, (2018), 49, 574-593. (pdf)

“Structural Analysis of Nonlinear Pricing,” with Y. Luo and I. Perrigne, Journal of Political Economy, (2018), 126, 2523-2568. (pdf)

“Counterfactual Mapping and Individual Treatment Effects in Nonseparable Models With Binary Endogeneity,” with H. Xu, Quantitative Economics, 8 (2017), 589–610. (pdf)

“Rationalization and Identification of Discrete Games With Correlated Types,” with N. Liu and H. Xu, Journal of Econometrics, 201 (2017), 249–268. (pdf)

“On the Identification of the Procurement Model,” with I. Perrigne, Economics Letters, (2012), 114, 9-11. (pdf)

“Semiparametric Estimation of First-Price Auctions with Risk Averse Bidders,” with S. Campo, E. Guerre and I. Perrigne, Review of Economic Studies, (2011), 78, 112-147. (pdf)

“Nonparametric Identification of a Contract Model with Adverse Selection and Moral Hazard,” with I. Perrigne, Econometrica, (2011), 79, 1499-1539. (pdf)

“Semiparametric Efficiency Bound in Time Series Models For Conditional Quantiles,” with I. Komunjer, Econometric Theory, 26 (2010), 383–405. (pdf)

“Efficient Estimation in Dynamic Conditional Quantile Models,” with I. Komunjer, Journal of Econometrics, 157 (2010), 272-285. (pdf)

“Nonparametric Identification of Risk Aversion in First-Price Sealed-Bid Auctions Under Exclusion Restrictions,” with E. Guerre and I. Perrigne, Econometrica, (2009), 77, 1193-1227. (pdf)

“Auctions: Empirics,” with I. Perrigne, in The New Palgrave Dictionary of Economics, Second Edition, S. Durlauf and L. Blume, eds., Palgrave McMillan, (2008). (pdf)

“Identification and Estimation of Bidders’ Risk Aversion in First-Price Auctions,” with I. Perrigne, American Economic Review, Papers and Proceedings, (2007), 97, 444-448. (pdf)

“Testing Approaches for Overdispersion in Poisson Regression versus the Generalized Poisson Model,” with Z. Yang, J.W. Hardin, C.L. Addy, Biometrical Journal, 49 (2007) 565–584. (pdf)

“Jean-Jacques Laffont et l’Economie Appliquée,” with F. Gasmi and N. Medahi, Revued’Economie Politique, 115 (2005), 309–336. (pdf)

“Asymmetry in First-Price Auctions with Affiliated Private Values,” with S. Campo and I. Perrigne, Journal of Applied Econometrics, (2003), 18, 179-207. (pdf)

“Semiparametric Estimation of the Optimal Reserve Price in First-Price Auctions,” with T. Li and I. Perrigne, Journal of Business and Economic Statistics, (2003), 21, 53-64. (pdf)

“Model Selection Tests for Nonlinear Dynamic Models,” with D. Rivers, WP 9108 INRA–Toulouse 1991, The Econometrics Journal, 5 (2002), 1-39. (pdf)

“Structural Estimation of the Affiliated Private Value Model,” with T. Li and I. Perrigne, Rand Journal of Economics, (2002), 33, 171-193. (lead article) (pdf)

“Optimal Nonparametric Estimation of First-Price Auctions,” with E. Guerre and I. Perrigne, Econometrica, (2000), 68, 525-574. (lead article) (pdf)

“Conditionally Independent Private Information in OCS Wildcat Auctions,” with T. Li and I. Perrigne, Journal of Econometrics, (2000), 98, 129-161. (won the Arnold Zellner Award) (pdf)

“Optimal Nonparametric Estimation of First-Price Auctions,” with E. Guerre and I. Perrigne, Econometrica, (2000), 68, 525-574. (lead article) (pdf)

“Nonparametric Significance Testing,” with P. Lavergne, WP M9602 University of Southern California 1996, Econometric Theory, 16 (2000), 576-601. (pdf)

“Structural Econometrics of First-Price Auctions: A Survey of Methods,” with I. Perrigne, Canadian Journal of Agricultural Economics, (1999), 47, 203-223. (lead article) (pdf)

“Nonparametric Estimation of the Measurement Error Model Using Multiple Indicators,” with T. Li. WP M9601 University of Southern California 1996, Journal of Multivariate Analysis, 65 (1998), 139-165. (pdf)

“An Integral Estimator of Residual Variance and a Measure of Explanatory Power of Covariates in Nonparametric Regression,” with P. Lavergne, Journal of Nonparametric Statistics, 9 (1998), 363-380. (pdf)

“Auctioning and Bargaining: An Econometric Study of Timber Auctions With Secret Reservation Prices,” with B. Elyakime, J.J Laffont, and P. Loisel, WP M9502 University of Southern California 1995, Journal of Business and Economic Statistics, 15 (1997), 209–220. (pdf)

“Using All Bids in Parametric Estimation of First-Price Auctions,” with T. Li, WP M9703 University of Southern California 1997, Economics Letters, 55 (1997), 321-325. (pdf)

“Modèles d’Equations Simultanées pour Variables Endogènes Fictives: Une Formulation par la Théorie des Jeux avec Application `a la Participation au Marché du Travail,” with P.A. Bjorn, L’Actualité Economique, 73 (1997), 161-205. (pdf)

“Nonparametric Selection of Regressors: The Nonnested Case,” with P. Lavergne, WP 9204D INRA–Toulouse 1992, Econometrica, 64 (1996), 207-219. (pdf)

“Structural Analysis of Auction Data,” with J.J. Laffont. WP M9603 University of Southern California 1996, American Economic Review, Papers and Proceedings, 36 (1996), 414–420. (pdf)

“Evaluation Contingente: Controverse et Perspectives,” with J.P. Amigues et B. Desaigues, Cahiers d’Economie et Sociologie Rurales, 39-40 (1996), 123–150. (pdf)

“Econometrics of First-Price Auctions,” with J. J. Laffont and H. Ossard, WP 9109 INRA–Toulouse 1991, Econometrica, 63 (1995), 953-980. (pdf)

“First-Price Sealed-Bid Auctions With Secret Reservation Prices,” with B. Elyakime, J.J. Laffont and P. Loisel, WP 9303D INRA–Toulouse 1993, Annales d’Economie et de Statistique, 34 (1994), 115-141. (pdf)

“Un Modèle Type pour le Marché Fran ̧cais du Videotexte,” with A. de Fontenay and F. Gasmi, in Innovation, Dérèglementation et Concurrences dans les Télécommunications, ed. L. Benzoni and J. Hausman (1993), 263–275, Eyrolles. (pdf)

“Selecting Estimated Models Using Chi-Square Statistics,” with W. Wang, WP 9105 INRA–Toulouse 1991, Annales d’ Economie et de Statistique, 30 (1993), 143–164. (pdf)

“Minimum Chi-Square Estimation and Tests for Model Selection,” with W. Wang, MRG WP 9003 University of Southern California 1990, Journal of Econometrics, 56 (1993), 141–168. (pdf)

“Structural Econometric Analysis of Descending Auctions,” with J.J. Laffont, WP 9206D INRA–Toulouse 1992, European Economic Review, 37 (1993), 329–341. (pdf)

“A Study of Zero-Out Auctions: Testbed Experiments of a Process of Allocating Private Rights to the Use of Public Property” with K. Guler and C.R. Plott, SSWP 650 California Institute of Technology 1987, Economic Theory, 4 (1994), 67–104. (pdf)

“Econometric Analysis of Collusive Behavior in a Soft‐Drink Market” with F. Gasmi and J.J. Laffont, GREMAQ WP 8819 Universit ́e des Sciences Sociales–Toulouse 1988, Journal of Economics and Management Strategy, 1 (1992), 277–311, reprinted in The Economics of Advertising, K. Bagwell (ed.), Edward Eldgar Publishing Co., 2001. (pdf)

“An Econometric Analysis of Some Duopolistic Games in Prices and Advertising,” with F. Gasmi, MRG WP 8903 University of Southern California 1988, in Advances in Econometrics: Econometric Methods and Models for Industrial Organization, ed. G. Rhodes and T. Fomby, 9 (1991), 225–254, JAI Press Inc. (pdf)

“Interpretation and Use of Generalized Chow Tests,” with R.S. Cantrell and P.M. Burrows, MRG WP 8902 University of Southern California 1988, International Economic Review, 32 (1991), 725–741. (pdf)

“A Structural Approach to the Empirical Analysis of Collusive Behavior.” with F. Gasmi and J.J. Laffont, GREMAQ WP 8923 Universitédes Sciences Sociales–Toulouse 1989, European Economic Review, 34 (1990), 513–523. (pdf)

“Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses,” SSWP 605 California Institute of Technology 1986, Econometrica, 57 (1989), 307–333. (pdf)

“Limited Information Estimators and Exogeneity Tests for Simultaneous Probit Models,” with D. Rivers, SSWP 539 California Institute of Technology 1984, Journal of Econometrics, 39 (1988), 347–366. (pdf)

“A Comparison of Two Consistent Estimators in the Choice-Based Sampling Qualitative Response Models,” with T. Amemiya, SSWP 654 California Institute of Technology, 1987, Econometrica, 55 (1987), 699–702. (pdf)

“Selecting the Best Linear Regression Model: A Classical Approach,” with D. Lien, SSWP 606 California Institute of Technology 1986, Journal of Econometrics, 35 (1987), 3–23. (pdf)

“Generalized Inverses and Asymptotic Properties of Wald Tests,” SSWP 607 California Institute of Technology 1986, Economics Letters, 24 (1987), 343–347. (pdf)

“Disequilibrium Econometrics on Micro Data,” with M.B. Bouissou and J.J. Laffont, SSWP 502 California Institute of Technology 1983, Review of Economic Studies, 53 (1986), 113–124. (pdf)

“Tests of Non-Causality under Markov Assumptions for Qualitative Panel Data,” with M.B. Bouissou and J.J. Laffont, SSWP 501 California Institute of Technology 1983, Econometrica, 54 (1986), 395–414. (pdf)

“Econométrie du Déséquilibre sur Données Microéconomiques,” with M.B. Bouissou and J.J. Laffont, WP 8308 Université des Sciences Sociales–Toulouse 1983, Annales del’INSEE, 55/56 (1984), 109–151. (pdf)

“A Note on the Independence of Irrelevant Alternatives in Probabilistic Choice Models,” with P.A. Bjorn, SSWP 576 California Institute of Technology 1985, Economics Letters, 18 (1985), 305–307. (pdf)

“An Empirical Analysis of Backlog, Inventory, Production and Price Adjustments: An Application of Recursive Systems of Log-Linear Models,” with B. Ottenwaelter, SSWP 442 California Institute of Technology 1982, Journal of Business and Economic Statistics, 2 (1984), 224–234. (pdf)

“Modèles Conditionnels Log-Linéaires de Probabilité et Systémes Récursifs,” with B. Ottenwaelter, Annales de l’INSEE, 44 (1981), 81–120. (pdf)

Working Papers:

"Econometrics of Insurance Models with Multidimensional Types," with G. Aryal and I. Perrigne, under review at Quantitative Economics. (pdf)

"Multidimensional Auctions of Options," with Y. Kong and I. Perrigne, coming soon.

"Estimating Models of Entry and Differentiated Products," with I. Perrigne and W. Yan, coming soon.

"Econometrics of Auctions," with I. Perrigne for the upcoming Handbook of Econometrics, Vol.7, coming soon.