Publications and Working Papers

Auctions: Theory and Empirics

  • “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.
  • “Identification and Estimation in First Price Auctions with Risk Aversion and Selective Entry,” with M. Gentry and J. Lu, R&R at Review of Economic Studies.
  • “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.

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.

Identification and Inference in Game-Theoretic/Structural Econometric Models

  • “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.
  • “Constructive Identification of Heterogeneous Elasticities in the Cobb-Douglas Production Function,” with Y. Sasaki.

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.

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.

Treatment Effects

  • “Quantile Treatment Effects in Difference in Differences Models under Dependence Restrictions and with only Two Time Periods,” with B. Callaway and T. Oka, forthcoming, Journal of Econometrics.
  • “Quantile Treatment Effects in Difference in Differences Models with Panel Data,” with B. Callaway, Working Paper.
  • “Identification of Treatment Effects under Discrete Variation in the Propensity Score,” with J. Heckman, T. Oka and E. Vytlacil, 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.