Auctions: Theory and Empirics
“Identification and Inference in First Price Auctions with Risk Aversion and Selective Entry,” with X. Chen, M. Gentry and J. Lu, Review of Economic Studies, Forthcoming.
“Deposit Requirements in Auctions,” with X. Che, J. Lu and X. Zheng, American
Economic Journal: Microeconomics, 14(4), 465-493, 2022.
“Econometric Analysis of Auctions: A Selective Survey,” with X. Zheng, Handbook
of Research Methods and Applications in Empirical Microeconomics, 42-81, Edward Elgar.
“Auctions with Selective Entry,” with M. Gentry and J. Lu, Games and Economic Behavior, 105, 104-111, 2017.
“Existence of Monotone Equilibrium in First Price Auctions with Private Risk Aversion and Private Initial Wealth,” with M. Gentry and J. Lu, Games and Economic Behavior, 94, 214-221, 2015.
“Auctions with Selective Entry and Risk Averse Bidders: Theory and Evidence,” with J. Lu and L. Zhao, RAND Journal of Economics, 46(3), 524-545, 2015.
“Affiliation and Entry in First-Price Auctions with Heterogeneous Bidders: An Analysis of Merger Effects,” with B. Zhang, American Economic Journal: Microeconomics, 7(2), 188-204, 2015.
“Identification in Auctions with Selective Entry,” with M. Gentry, Econometrica, 82, 315-344, 2014.
“Semiparametric Estimation in Models of First-Price, Sealed-Bid Auctions with Affiliation,” with T.P. Hubbard and H.J. Paarsch, Journal of Econometrics, 168, 4-16, 2012.
“Information Acquisition and/or Bid Preparation: A Structural Analysis of Entry and Bidding in Timber Sale Auctions,” with X. Zheng, Journal of Econometrics, 168, 29-46, 2012.
“Testing for Affiliation in First-Price Auctions Using Entry Behavior,” with B. Zhang, International Economic Review, 51, 837-850, August 2010.
“Entry and Competition Effects in First-Price Auctions: Theory and Evidence from Procurement Auctions,” with X. Zheng, Review of Economic Studies, 76, 1397-1429, 2009.
“Multi-Round Procurement Auctions with Secret Reserve Prices: Theory and Evidence,” with L. Ji, Journal of Applied Econometrics, 23, 897-923, October 2008.
“Econometrics of First-Price Auctions with Entry and Binding Reservation Prices,” Journal of Econometrics, 126, 173-200, May 2005.
“Timber Sale Auctions with Random Reserve Prices,” with I. Perrigne, Review of Economics and Statistics, 85, 189-200, February 2003.
“Semiparametric Estimation of the Optimal Reserve Price in First-Price Auctions,” with I. Perrigne and Q. Vuong, Journal of Business and Economic Statistics, Vol. 21, No. 1, 53-64, January 2003.
“Structural Estimation of the Affiliated Private Value Auction Model,” with I. Perrigne and Q. Vuong, RAND Journal of Economics, Vol. 33, No. 2, 171-193 (Lead Article), Summer 2002.
“Conditionally Independent Private Information in OCS Wildcat Auctions,” with I. Perrigne and Q. Vuong, Journal of Econometrics, Vol. 98, Issue 1, 129-161, 2000. (Zellner Award)
“Using All Bids in Parametric Estimation of First-Price Auctions,” with Q. Vuong, Economics Letters, Vol. 55, Issue 3 (12), 321-325, Sept. 1997.
“Optimal Selling Mechanisms with Endogenous Seller Outside Offers and Termination Fees,” with X. Che, J. Lu and X. Zheng, Working Paper.
“Reverse Termination Fees in M&A Auctions,” with X. Che, J. Lu and X. Zheng, Working Paper.
“New Local Polynomial Quantile Estimation of First-Price Auctions,” with Y. Fan and M. Pesendorfer, Working Paper.
“A Sensitivity Analysis in the Affiliated Private Value Model with Incomplete Sets of Bids,” with Y. Fan and M. He, Working Paper.
“Identification of First-Price Auctions with Endogenous Entry and Possibly Biased
Beliefs,” with Y. Zhu, Working Paper.
“Testing for Collusion in Procurement Auctions,” with J. Nakabayashi and J. Zhao, Working Paper.
“Identification and Estimation of Posted Price, ” with K. Chen, H. Lai and J. Zhao, Working Paper.
“Testing for Monotone Equilibrium Strategies in First Price Auctions,” with Y. Hsu and C. Liu., Working Paper.
“Dual Risk Aversion and Optimal Reserve Prices in First-Price and Second-Price Auctions,” with J. Lu and M. O'Keefe, Working Paper.
“Identification and Estimation of Auction Models with Dual Risk-Averse Bidders,” with J. Lu and M. O'Keefe, Working Paper.
“Bidding Too Low to Win and Too High to Lose: The Roles of Secret Floor Prices and Markups in Renegotiation in Procurement Auctions,” with T. Oya and H. Takahashi, Working Paper.
Econometric Theory and Methods
“A New Class of Asymptotically Efficient Estimators for Moment Condition Models,” with Y. Fan and M. Gentry, Journal of Econometrics, 162, 268-277, 2011.
“Two Sample Unconditional Quantile,” with A. Inoue and Q Xu, Working Paper.
“Estimating Treatment Effects with a Unified Semi-Parametric Difference-in-Differences Approach,” with J. Thome, A. Spieker, P. Rebeiro, C. Li and B. Shepherd, Working Paper.
Empirical Games and Structural Econometric Modeling
“The Use of Structural Models in Coalition Politics,” with D. Diermeier, Handbook on
Coalition Politics, Forthcoming, Elgar Handbooks in Political Science Series.
“Constructive Identification of Heterogeneous Elasticities in the Cobb-Douglas Production Function,” with Y. Sasaki, Journal of Econometrics, 238 (2), 10563, January 2024.
“Indirect Inference in Structural Econometric Models,” Journal of Econometrics, 157, 120-128, July 2010.
“Simulation Based Selection of Competing Structural Econometric Models,” Journal of Econometrics, 148, 114-123, February 2009.
“A Partial Identification Subnetwork Approach to Discrete Games in Large Networks: An Application to Quantifying Peer Effects,” with L. Zhao, Working Paper.
“Tournaments with and without Private Information: A Nonparametric Approach,” with J. Zhang, J. Zhao and X. Zheng, Working Paper.
“Nonparametric Identification of Games of Incomplete Information,” with J. Zhang and J. Zhao, Working Paper.
“Constitutional Rules, Government Formation, and Cabinet Survival,” with D. Diermeier, C. Li and J. Zhao, Working Paper.
Measurement Error Problems; Nonlinear Errors-in-Variables Models
“Modeling the Differences in Counted Outcomes using Bivariate Copula Models with Application to Mismeasured Counts,” with A.C. Cameron, P.K. Trivedi and D.M. Zimmer, Econometrics Journal, 7, 566-584, 2004.
“Robust Estimation of Generalized Linear Models with Measurement Errors,” with C. Hsiao, Journal of Econometrics, 118, 51-65, January – February 2004.
“Modeling Response Bias in Count: A Structural Approach with an Application to the National Crime Victimization Survey Data,” with P.K. Trivedi and J. Guo, Sociological Methods and Research, 31, 514-544, May 2003.
“Robust and Consistent Estimation of Nonlinear Errors-in-Variables Models,” Journal of Econometrics, Vol. 110, Issue 1, 1-26 (Lead Article), September 2002.
“Poisson Regression Models with Errors-in-Variables: Implication and Treatment,” with J. Guo, Journal of Statistical Planning and Inference, Vol. 104, No. 2, 391-401, 2002.
“Simulation-Based Estimation of the Structural Errors-in-Variables Negative Binomial Regression Model with an Application,” with J. Guo, Annals of Economics and Finance, Vol. 2, 101-122, 2001.
“Estimation of Nonlinear Errors-in-Variables Models: A Simulated Minimum Distance Estimator,” Statistics and Probability Letters, Vol. 43, No. 3, 243-248, April 2000.
“Nonparametric Estimation of the Measurement Error Model Using Multiple Indicators,” with Q. Vuong, Journal of Multivariate Analysis, Vol. 65, No. 2, 139-165, May 1998.
“Distributional Effects with Two-Sided Measurement Error: An Application to Intergenerational Income Mobility,” (Formerly Entitled “Quantile Treatment Effects with Two-Sided Measurement Error,”) with B. Callaway and I. Murtazashvili, Working Paper.
Nonlinear/Dynamic Panel Data Models
“An Exponential Class of Dynamic Binary Choice Panel Data Models with Fixed Effects,” with M. Al-Sadoon and H. Pesaran, Econometric Reviews, 36, 898-927, 2017.
“Set Identification of the Censored Quantile Regression Model for Short Panels with Fixed Effects,” with T. Oka, Journal of Econometrics, 188(2), 363-377, 2015.
“Semiparametric Bayesian Inference for Dynamic Tobit Panel Data Models with Unobserved Heterogeneity,” with X. Zheng, Journal of Applied Econometrics, 23, 699-728 (Lead Article), August 2008.
“An Exponential Dynamic Multinomial Response Panel Data Model with Fixed Effects,” with M. Al-Sadoon, H. Pesaran, O. Yang and X. Zhao, Working Paper.
Treatment Effects and Policy/Program Evaluation
“Evaluating Policies Early in a Pandemic: Bounding Policy Effects with Nonrandomly Missing Data,” with B. Callaway, Review of Economics and Statistics, Forthcoming.
“Policy Evaluation during a Pandemic,” with B. Callaway, Journal of Econometrics, 236 (1), 2023.
“Quantile Treatment Effects in Difference in Differences Models with Panel Data,” with B. Callaway, Quantitative Economics, 10, 1579-1618, 2019.
“Quantile Treatment Effects in Difference in Differences Models under Dependence Restrictions and with only Two Time Periods,” with B. Callaway and T. Oka, Journal of Econometrics, 206, 395-413, 2018.
“Distributional Effects with Two-Sided Measurement Error: An Application to Intergenerational Income Mobility,” (Formerly Entitled “Quantile Treatment Effects with Two-Sided Measurement Error,”) with B. Callaway and I. Murtazashvili, Working Paper.
“Estimating Treatment Effects with a Unified Semi-Parametric Difference-in-Differences Approach,” with J. Thome, A. Spieker, P. Rebeiro, C. Li and B. Shepherd, Working Paper.
“Game Changers: An Analysis of the Effects of Tesla Model 3’s Unveiling Announcement,” with X. Che and J. Zhao, Working Paper.
Empirical/Applied Microeconomics
“Buying Healthcare Quality with Grants and Donations,” with R. Rosenman, Health Care Management Science, Vol. 5, No. 1, 25-32, 2002.
“Estimating Hospital Costs with a Generalized Leontief Function,” with R. Rosenman, Health Economics, Vol. 10, Issue 6, 523-538, 2001.
“Cost Inefficiency in Washington Hospitals: A Stochastic Frontier Approach Using Panel Data,” with R. Rosenman, Health Care Management Science, Vol. 4, Issue 2, 73-81 (Lead Article), 2001.
“Grants and Cost Shifting in Outpatient Clinics,” with R. Rosenman and D. Friesner, Applied Economics, Vol. 32, 835-843, 2000.
“Testing the Effects of an Unobservable Factor: Do Marriage Prospects Affect College-
Major Choice?,” with H.A. Arslan and B. Callaway, Working Paper.
“Game Changers: An Analysis of the Effects of Tesla Model 3’s Unveiling Announcement,” with X. Che and J. Zhao, Working Paper.
“Environmental Regulation and Firm-Level Emissions: Evidence from China’s Eleventh Five-Year Plan,” with B. Callaway, J. Rodrigue, Y. Sasaki, and Y. Tan, Working Paper.