Research interests



42. Duality in Dynamic Discrete Choice Models (with Khai Chiong and Alfred Galichon) PDF. Accepted, Quantitative Economics.

41. A Simple Estimator for Dynamic Models with Serially-Correlated Unobservables (with Yingyao Hu, Wei Tan, and Ruli Xiao) PDF. Accepted, Journal of Econometric Methods.

40. Identification and Estimation of Online Price Competition with an Unknown Number of Firms (with Yonghong An, Mike Baye, Yingyao Hu, and John Morgan) PDF. Online appendix. Accepted, Journal of Applied Econometrics.

39. Estimation and Inference in an Ecological Inference Model (with Yanqin Fan and Bob Sherman) PDF. Accepted, Journal of Econometric Methods.

38. Research Opportunities in Emerging Markets: an Inter-disciplinary Perspective from Marketing, Economics, and Psychology (with K. Sudhir, J. Priester, D. Atkin, A. Foster, G. Iyer, G. Jin, D. Keniston, S. Kitayama, M. Mobarak, Y. Qian, I. Tewari, W. Wood). PDF. Customer Needs and Solutions, Vol. 2(4), pp. 264-276, Dec. 2015.

37. Loss Aversion in Post-Sale Purchases of Consumer Products and their Substitutes (with Colin Camerer and Debajyoti Ray). PDF. American Economic Review: Papers and Proceedings, Vol. 105(5), pp. 376-380 (May 2015).

36. Efficiency and Bargaining Power in the Interbank Loan Market (with Jason Allen, James Chapman, and Federico Echenique) PDF. Accepted, International Economic Review.

35. Demand Estimation with High-dimensional Product Characteristics (with Ben Gillen and Roger Moon). PDF. Advances in Econometrics (Volume 34): Bayesian Model Comparison. Emerald Publishing, 2014.

34. Cyber-shilling in Automobile Auctions: Evidence from a Field Experiment (with David Grether and David Porter) PDF. American Economic Journal: Microeconomics, Vol. 7, pp. 85-103 (August 2015).

33. Simple Two-Stage Inference for a Class of Partially Identified Models (with Xiaoxia Shi) PDF. Econometric Theory, Vol. 31, pp. 493-520 (June 2015).

32. Identifying Treatment Effects under Data Combination (with Yanqin Fan and Bob Sherman). PDF. Econometrica, Vol. 82, pp. 811-822 (March 2014).

31. Identifying Dynamic Games with Serially-Correlated Unobservables (with Yingyao Hu). PDF. Advances in Econometrics (Volume 31): Structural Econometric Models. Emerald Publishing, 2013.

30. Partial Identification of Matching Models (with Federico Echenique and SangMok Lee) PDF. Advances in Econometrics (Volume 31): Structural Econometric Models. Emerald Publishing, 2013.

29. Superstition and "Lucky" Apartments: Evidence from Transaction-level Data (with Wei Sun and Guangliang Ye, Renmin University of China) PDF. Journal of Comparative Economics, Vol. 42, pp. 109-117 (February 2014).

28. Nonparametric Learning Rules from Bandit Experiments: the Eyes have It! (with Yingyao Hu and Yutaka Kayaba) PDF. Games and Economic Behavior, Vol. 81, pp. 215-231 (September 2013).

27. When Do Secondary Markets Harm Firms? (with Jiawei Chen and Susanna Esteban). PDF. Supplementary material here. (Previously titled "How Much Competition is a Secondary Market?") Amusing typo. American Economic Review, Vol. 103, pp. 2911-2934 (December 2013).

26. Identification of First-Price Auction Models with Non-Separable Unobserved Heterogeneity (with Yingyao Hu and David McAdams). PDF. Journal of Econometrics, Vol. 174, pp. 186-193 (June 2013).

25. To Elect or to Appoint? Bias, Information, and Responsiveness of Bureaucrats and Politicians (with Matias Iaryczower and Garrett Lewis). PDF. Journal of Public Economics. Vol. 97, pp. 230-244 (January 2013).

24. Nonparametric Identification of Dynamic Models with Unobserved State Variables (with Yingyao Hu). PDF. Journal of Econometrics, Vol. 171, pp. 32-44 (November 2012).
Online appendix: PDF

23. The Revealed Preference Theory of Stable and Extremal Stable Matchings (with Federico Echenique, SangMok Lee, and M. Bumin Yenmez). PDF. Econometrica, Vol. 81, pp. 153-171 (January 2013).
Supplementary material here.

22. The Value of Information in the Court: Get it Right, Keep it Tight (with Matias Iaryczower, Princeton). PDF. American Economic Review, Vol. 102, pp. 202-237 (February 2012).
Data files (in zip directory) here.

21. The Money Pump as a Measure of Revealed Preference Violations (with Federico Echenique and SangMok Lee) PDF. Journal of Political Economy, Vol. 119, pp. 1201-1223 (December 2011).
Stanford Basket Dataset in gzipped tarball here (see "README" and "iri.doc" for information about data files).

20. Estimating First-Price Auctions with an Unknown Number of Bidders: a Misclassification Approach (with Yonghong An and Yingyao Hu) PDF. Journal of Econometrics, Vol. 157, pp. 328-341 (2010).

19. Do Sales Tax Credits Stimulate the Automobile Market? (with J. Chen and S. Esteban). PDF International Journal of Industrial Organization, Vol. 28, pp. 397-402 (2010).

18. Estimating a Tournament Model of Intra-firm Wage Differentials (with Jiawei Chen) PDF Journal of Econometrics, Vol. 155, pp. 39-55 (2010).

17. Pairwise-Difference Estimation of a Dynamic Optimization Model (with Han Hong). PDF Review of Economic Studies, Vol. 77, pp. 273-304 (2010).

16. Do Mergers Improve Information? Evidence from the Loan Market (with F. Panetta and F. Schivardi) PDF. Journal of Money, Credit, and Banking, Vol. 41, pp. 673-709 (2009).

15. Estimation Biases of Omitting Durability (with Jiawei Chen and Susanna Esteban). PDF Journal of Econometrics, Vol 147, pp. 247-257 (2008).

14. Durable Goods Oligopoly with Secondary Markets: the Case of Automobiles (with Susanna Esteban). PDF. RAND Journal of Economics, Vol. 38, pp. 332-354 (2007).
Table of summary statistics of data, and auxiliary parameter estimates (in PDF format) available here.

13. Likelihood Ratio Model Selection Tests between Parametric and Moment Condition Models (with X. Chen and H. Hong). PDF Journal of Econometrics, 141: 109-140 (2007).

12. Detecting Information Pooling: Analysts' Forecasts After Brokerage Firm Mergers (with Serena Ng). PDF. The B.E. Journal of Economic Analysis & Policy, Volume 7, Issue 1, Article 60 (2007).

11. Nonlinear Pricing with Self-Control Preferences (with S. Esteban and E. Miyagawa). PDF Journal of Economic Theory, 135: 206--338 (July 2007).

10. Monopoly Quality Degradation in Cable Television (with G. Crawford). PDF. Journal of Law and Economics, 50: 181-219 (February 2007).

9. Using Price Distributions to Estimate Search Costs (with Han Hong). PDF. RAND Journal of Economics, Vol. 37, no. 2 (Summer 2006). Press coverage: Minneapolis Star-Tribune

8. Uncertainty and Learning in Pharmaceutical Demand (with Greg Crawford). PDF. Econometrica, 73: 1137-1174 (July 2005).

7. An Empirical Model of Learning and Spillovers in New Drug Entry (with Andrea Coscelli) PDF Journal of Econometrics, 122: 213-246 (October 2004).

6. Does Advertising Overcome Brand Loyalty? Evidence from Breakfast Cereals. PDF Journal of Economics and Management Strategy, 13: 241-272 (Summer 2004).

5. Rates of Information Aggregation in Common Value Auctions (with H. Hong). PDF Journal of Economic Theory, 116: 1-40 (May 2004).

4. Empirical Likelihood-Based Model Selection Criteria for Moment Condition Models (with H. Hong and B. Preston). PDF Econometric Theory, 19:923-943 (December 2003).

3. Econometric Models of Asymmetric Ascending Auctions (with Han Hong). PDF Journal of Econometrics, 112: 327-358 (February 2003)

2. Increasing Competition and the Winner's Curse: Evidence from Procurement (with Han Hong). PDF Review of Economic Studies, 69: 871-898 (October 2002)

1. Structural Estimation of Auction Models (with H. Hong). PDF Appeared in Game Practice: Contributions from Applied Game Theory, edit. Patrone, Garcia-Jurado, Tijs (Kluwer Academic Publishers, 2000).

Working papers:

15. The Welfare Effects of Endogenous Quality Choice in Cable Television Markets (with G. Crawford and O. Shcherbakov). PDF

14. Yogurts choose consumers: Identification and Estimation of Non-Additive Random Utility Models (with Odran Bonnet and Alfred Galichon) PDF

13. BLP-Lasso for Aggregate Discrete-Choice Models with Rich Demographic Covariates (joint with Ben Gillen, Roger Moon, and Sergio Montero) PDF

12. To Score or Not to Score? Estimates of a Sponsored Search Auction Model (with Yu-wei Hsieh and Sha Yang) PDF.

11. Estimating Multinomial Choice Models using Cyclic Monotonicity (with Xiaoxia Shi and Wei Song) PDF.

10. Testing the Quantal Response Hypothesis (joint with Emerson Melo and Kirill Pogorelskiy) PDF.

9. On Identification of a Beckerian Marriage Matching Model (with Xiaoxia Shi) PDF.

8. A Parimutuel-like Mechanism for Information Aggregation: A Field Test Inside Intel (with Ben Gillen and Charlie Plott). PDF.

7. Can Words Get in the Way? The Effect of Deliberation in Collective Decision-Making (with Matias Iaryczower and Xiaoxia Shi). PDF.

6. Auctioneers as Emcees: Evidence from Chittagong Tea Auctions (with Tanjim Hossain and Fahad Khalil) PDF.

5. Money in Judicial Politics: Individual Contributions vs. Collective Decisions (with Matias Iaryczower) PDF. Submitted.

4. Bounding Causal Effects in an Ecological Inference Problem: the Chilean Electoral Reform (joint with Alejandro Corvalan, Emerson Melo, and Robert Sherman) PDF.

3. Estimation of Random Coefficients Logit Demand Models with Interactive Fixed Effects (with Roger Moon and Martin Weidner, USC) PDF.

2. Is Advertising Informative? Evidence from Contraindicated Drug Prescriptions (with Guofang Huang and Wei Tan). PDF.

1. Nonparametric Tests for Common Values in First-Price Auctions (with Phil Haile and Han Hong). PDF. NBER working paper #10105. Revise and resubmit

Work in Progress

5. Semiparametric Estimation of Dynamic Discrete Choice Models (with Nick Buchholz and Haiqing Xu)

4. Strategic Reporting in Peer Performance Evaluation (with Yifei Huang and Xi Wu)

3. Estimation of Oligopolistic Models without Assumptions on Demand (with Rahul Deb, John Quah, and Xiaoxia Shi)

2. Model Selection under Partial Identification: Testing Competition vs. Collusion in Telecom Entry (with Roger Moon, Xiaoxia Shi, and Simon Wilkie)

1. Semiparametric Estimation of Production Functions: a Spectral Decomposition Estimator (with Yingyao Hu and Fabiano Schivardi)

Unpublished manuscripts

1. Aggregate Matchings (with Federico Echenique and SangMok Lee). PDF. Superseded by "The Revealed Preference Theory of Stable and Extremal Stable Matchings" and "Partial Identification of Matching Models" (above).

2. Nonparametric Estimation of Demand Elasticities from Panel Data (with Stefan Hoderlein) PDF.