RESEARCH

2024:  “Identification of Average Marginal Effects in Fixed Effects Dynamic Discrete Choice Models,”   with Jesús Carro 

Review of Economics and Statistics [Accepted]   SLIDES   |    CODE & DATA   |  arXiv 

2023:   “Dynamic Demand for Differentiated Products with Fixed Effects Unobserved Heterogeneity,”  

   The Econometrics Journal, Volume 26(1), pp.  1-25 (January 2023)

2022:  “Introduction to the Special Issue on COVID Economics”   with Siwan Anderson, and Hashmat Khan. 

Canadian Journal of Economics, Volume 55 (S1), pp. 5-8 (February 2022)

2021:   “Dynamic Games in Empirical Industrial Organization”  with Allan Collard-Wexler and Stephen P. Ryan. 

 Handbook of Industrial Organization,  Volume 4, Chapter 4,  pp. 225-343. (December 2021)

2021:  “Imposing Equilibrium Restrictions in the Estimation of Dynamic Discrete Games,”  with Mathieu Marcoux.

  Quantitative Economics,  12(4), 1223-1271 (November 2021)

“Online Appendix”  |    SLIDES   |   R Code for the Implementation of Monte Carlo Experiments

2021:  “Diffusion of COVID-19 in Social and Production Networks: Simulation Evidence from A Dynamic Model,”  with Jiaying Gu, Yao Luo, and Pedro Mira. 

Annals of Economics and Statistics, 142(1), 179-210 (June 2021).

2021: “Sufficient Statistics for Unobserved Heterogeneity in Dynamic Structural Logit Models,”  with Jiaying Gu, and Yao Luo. 

Journal of Econometrics, 223(2), 280-311 (August 2021).

o   [SLIDES]

2021:  “Identification of Firms’ Beliefs in Structural Models of Competition” 

Canadian Journal of Economics, 54(1), 5-33 (February 2021). 

SLIDES   |  Interview at Faculti.net 

2021:  “Identification of Non-Equilibrium Beliefs in Games of Incomplete Information Using Experimental Data,”  with Erhao Xie. 

Journal of Econometric Methods, 10(1), 1-26 (February 2021).

o   [SLIDES]

2020:  “Identification and Estimation of Dynamic Discrete Games When Players’ Beliefs are Not in Equilibrium,” 

with Arvind Magesan. The Review of Economic Studies, 87(2), 582-625 (March 2020).

o   GAUSS program for implementing the Monte Carlo experiments in the paper “Identification … Beliefs not in Equilibrium”

2020:  “Firms’ Beliefs and Learning: Models, Identification, and Empirical Evidence,” 

with Jihye Jeon. Review of Industrial Organization, 56(2), 203-235 (March 2020).

2019:  “Identification of Games of Incomplete Information with Multiple Equilibria and Unobserved Heterogeneity,” 

with Pedro Mira. Quantitative Economics, 10(4), 1659-1701 (November 2019).

o   [SLIDES]

o   GAUSS program for implementing the numerical experiments in the paper “Identification of Games of Incomplete Information …”

2017:  “Empirical Models of Firms and Industries,” 

with Margaret Slade. Canadian Journal of Economics, 50(5), (December 2017).

2016:  “Diversification of Geographic Risk in Retail Bank Networks: Evidence from Bank Expansion after the Riegle-Neal Act,”  with Robert Clark and Hui Wang. The RAND Journal of Economics, 47(3), 529-572 (September 2016).

o   [SLIDES]

2016:  “Dynamic Spatial Competition Between Multi-Store Firms,” 

with Gustavo Vicentini. Journal of Industrial Economics, 64(4), 710-754 (December 2016).

o   [SLIDES]

2016:  “Empirical Games of Market Entry and Spatial Competition in Retail Industries,” 

with Junichi Suzuki. Handbook on the Economics of Retail and Distribution, Chapter 9, pp 201-233. Emek Basker (editor). (January 2016), Edward Elgar Publishing.

o   [SLIDES]

2016:  “Multiplicity of Equilibria and Information Structures in Empirical Games: Challenges and Prospects,” 

with R. Borkovsky, P. Ellickson, B. Gordon, P. Gardete, P. Grieco, T. Gureckis, TH Ho, L. Mathevet, and A. Sweeting. Marketing Letters, Volume 26(2) (June 2015), 115-125.

2014:   “Identification and Counterfactuals in Dynamic Models of Market Entry and Exit,” 

with Junichi Suzuki. Quantitative Marketing and Economics, Vol. 12(3) (September 2014), 267-304.

o   [SLIDES]

2014:   “Labor Contracts and Flexibility: Evidence from A Labor Market Reform in Spain,”  

with Cesar Alonso-Borrego. Economic Inquiry, Volume 52(2), 930-957.

2013:    “Euler Equations for the Estimation of Dynamic Discrete Choice Structural Models,” 

with Arvind Magesan. Advances in Econometrics, Volume 31, pp. 3-44.

o   “Dataset (Gauss format) for Empirical Application in “Euler Equations for the Estimation of Dynamic Discrete Choice Structural Models,”

o   “Code (Gauss) for Empirical Application in “Euler Equations for the Estimation of Dynamic Discrete Choice Structural Models,”

2013:    “Recent Developments in Empirical IO: Dynamic Demand and Dynamic Games,” 

with Aviv Nevo. Advances in Economics and Econometrics: Theory and Applications. Tenth World Congress of the Econometric Society

2012:    “A Dynamic Oligopoly Game of the US Airline Industry: Estimation and Policy Experiments,” 

with Chun-Yu Ho. Journal of Econometrics, 168 (May 2012), 156-173.

o   [SLIDES]

2012:    “A Method for Implementing Counterfactual Experiments in Models with Multiple Equilibria,”

Economics Letters, 114 (February 2012), 190-194.

2010:    “Another Look at the Identification of Dynamic Discrete Decision Processes, with an Application to Retirement Behavior,” 

Journal of Business and Economic Statistics, 28(2) (April 2010), 201-218.

o   [SLIDES]

2010:    “Dynamic Discrete Choice Structural Models: A Survey,” 

with Pedro Mira. Journal of Econometrics. 156(1) (May 2010), 38-67.

2010:    “A Dynamic Game of Airline Network Competition: Hub-and-Spoke Networks and Entry Deterrence,” 

International Journal of Industrial Organization. 28(4) (July 2010), 377-382.

2009:    “Some Notes on Sample Selection Models,”  

Quantile: International Econometric Journal , 7 (September 2009), 21-36. [In Russian]

2008:    “Comment: Identification of a Simple Dynamic Discrete Game under Rationalizability,” 

Journal of Business and Economic Statistics, 26(3) (July 2008), 283-289.

2008:    “Discrete Choice Models of Firms’ Strategic Decisions,” 

with Michaela Draganska, Sanjog Misra, Pat Bajari, Liran Einav, Paul Ellickson, Dan Horsky, Sridhar Narayanan, Yesim Orhun, Peter Reiss, Katja Seim, Vishal Singh, Raphael Thomadsen and Ting Zhu. Marketing Letters, 19(3) (December 2008), 399-416.

2007:    “Sequential Estimation of Dynamic Discrete Games,” 

with Pedro Mira. Econometrica, 75(1) (January, 2007), 1-53.

o   [SLIDES]

2007:    “An Estimable Dynamic Model of Entry, Exit and Growth in Oligopoly Retail Markets,” 

with Pedro Mira and Hernan Roman. American Economic Review, 97 (2) (May, 2007), 449-454.

2007:    “Book Review: Entrepreneurship, Growth and Innovation: The Dynamics of Firms and Industries,”

Journal of Economic Literature, XLV (1), (March 2007).

2006:    “Sen-Shorrocks-Thon Index,” 

Encyclopedia of World Poverty, Mehmet Odekon (ed.), Sage Publications, Thousand Oaks, CA. (2006)

2006:   “Decomposable Poverty Measures,” 

Encyclopedia of World Poverty, Mehmet Odekon (ed.), Sage Publications, Thousand Oaks, CA. (2006)

2006:   “Consumption Based Measures of Poverty,” 

Encyclopedia of World Poverty, Mehmet Odekon (ed.), Sage Publications, Thousand Oaks, CA. (2006)

2006:   “Engel Coefficient,” 

Encyclopedia of World Poverty, Mehmet Odekon (ed.), Sage Publications, Thousand Oaks, CA. (2006)

2005:   “Nonparametric Identification of Behavioral Responses to Counterfactual Policy Interventions in Dynamic Discrete Decision Processes,” 

Economics Letters, 87 (June 2005), 393-398.

2005:   “A Hybrid Genetic Algorithm for the Maximum Likelihood Estimation of Models with Multiple Equilibria: A First Report,” 

with Pedro Mira. New Mathematics and Natural Computation, 1(2) (July 2005), 295-303.

2004:   “Pseudo Maximum Likelihood Estimation of Structural Models Involving Fixed-Point Problems,”

Economics Letters, 84 (September 2004), 335-340.

2002:   “Swapping the Nested Fixed Point Algorithm: A Class of Estimators for Discrete Markov Decision Models,” 

with Pedro Mira, Econometrica, 70 (July 2002), 1519-1543.

2001:   “Occupational Structure, Technological Innovation, and Reorganization of Production,” 

with Cesar Alonso-Borrego, Labour Economics, 8 (May 2001), 43-73.

1999:   “The Dynamics of Markups and Inventories in Retailing Firms,” 

The Review of Economic Studies, 66 (May 1999), 275-308.

1997:   “Estimation of Dynamic Programming Models with Censored Decision Variables,” 

Investigaciones Economicas, 21 (May 1997), 167-208.

1995:   “Estimation of Dynamic Decision Models with Limited Dependent Variables: An Application to Firms? Price and Inventory Decisions,” 

(in Spanish). PhD Thesis. Universidad Complutense de Madrid. October 1995.

1993:   “Gauss Language and its Applications: A Survey,” 

(in Spanish) with Cesar Alonso-Borrego, Revista de Economia Aplicada, 1 (May 1993), 201-06.