Econometrics

Increasing the Power of Specification Tests
with Tiemen Woutersen
July 2018

Specification Test on Mixed Logit Models
with Jinyong Hahn and Josh Lustig
December 2017

Estimating Dynamic Panel Models- Backing out the Nickell Bias
with Maxim L. Pinkovskiy
November 2017

Errors in the Dependent Variable of Quantile Regression Models
with Ye Luo & Christopher Palmer
October 2017

Finite Sample Bias Correct IV Estimation for Weak and Many Instruments
with Matthew Harding & Christopher Palmer
July 2015

A Bayesian Semiparametric Competing Risk Model with Unobserved Heterogeneity
with Martin Burda and Matthew Harding 
September 2013

Individual Heterogeneity and Average Welfare
with Whitney Newey
July 2013

Heteroskedasticity-Robust Inference In Finite Samples
with Christopher Palmer
December 2011

A Poisson Mixture Model of Discrete Choice
with Martin Burda, Matthew Harding
Journal of Econometrics, 166(2) (2010) 184-203, February 2010

Understanding Choice Intensity-A Poisson Mixture Model with Logit-based Random Utility Selective Mixing
with Martin Burda, Matthew Hardin
March 2011

A Bayesian Mixed Logit-Profit Model for Multinomial Choice
with Martin Burda, Matthew Harding
Journal of Econometrics, 147, 232-246, April 2008

A Reduced Bias GMM-like Estimator with Reduced Estimator Dispersion
with Konrad Menzel, Randall Lewis, and Whitney Newey
September 2007

Instrumental Variable Estimation with Heteroskedasticity and Many Instruments
with John Chao, Whitney Newey, Norman Swanson and Tiemen Woutersen
September 2007

Testing for Casual Effects in a Generalized Regression Model with Endogenous Regressors
with Jason Abrevaya, Shakeeb Khan
March 2007

IV Estimation with Heteroskedasticity and Many Instruments
with Whitney K. Newey and Tiemen M. Woutersen
November 2006 

Using a Laplace Approximation to Estimate the Random Coefficients Logit Model by Non-linear Least Squares
with Matthew C. Harding
September 2006 

Estimation with Many Instrumental Variables
with Christian Hansen, Whitney Newey
August 2006 

Estimation with Valid and Invalid Instruments
with Jinyoung Hahn
Annales D'Economie ET DE Statistique, 2005

Estimating a Semi-Parametric Duration Model without Specifying Heterogeneity
with Tiemen M. Woutersen
August 2005 

Difference in Difference Meets Generalized Least Squares: Higher Order Properties of Hypotheses Tests
with Guido Kuersteiner
June 2004 

Why Do the Poor and the Less Educated Pay More for Long Distance Calls
with J. Gregory Sidak
January 2004 

IV Estimation with Valid and Invalid Instruments
with Jinyong Hahn
July 2003 

Weak Instruments: Diagnosis & Cures in Empirical Econometrics
with Jinyong Hahn
December 2002 

Sources of Bias & Solutions to Bias in the CPI
NBER Working Paper Series, October 2002 

Mismeasured Variables in Econometric Analysis: Problems from the Right and Problems from the Left
Journal of Economics Perspectives, Vol 15(4) 57-67, Fall 2001 

Notes on Bias in Estimators for Simultaneous Equation Models
with Jinyong Hahn 
Economics Letters 75 (2002) 237-241, June 2001 

Higher Order MSE of Jacknife 2SLS
with Jinyong Hahn and Guido Kuersteiner
April 2001 

Bias Corrected Instrumental Variables Estimation for Dynamic Panel Models with Fixed Effects
with Jinyong Hahn and Guido Kuersteiner
January 2001 

A New Specification Test for the Validity of Instrumental Variables
2000

Results for Normal Monte Carlo
with Jinyong Hahn
March 2000 

Results for Nonnormal Monte Carlo
with Jinyong Hahn
March 2000 

Semiparametric Estimation with Mismeasured dependent Variables: An Application to Duration Models for Unemployment Spells
April 1999 

Errors in Variables in Panel Data
with Zvi Griliches
Journal of Econometrics 31, 93-118,1986

 

Applied Microeconomics

Corporation Individual Discount Rates and the Purchase and Utilization of Energy-Using Durable
The Bell Journal of Economics, 10(1), pg. 33-54, Spring, 1979

2010 Merger Guidelines- Empirical Analysis
March 2011

Unilateral Effects with General Linear Demand
with Serge Moresi & Mark Rainey
September 2010)

Google & the Proper Antitrust Scrutiny of Orphan Books
with E.F. Gregory Sidak
Journal of Competition Law & Economics, 5(3), 411–438,  August 2009

Real Options and Patent Damages: The Legal Treatment of Non-Infringing Alternatives, and Incentives to Innovate
with Gregory K. Leonard
May 2006 

Two Sided Markets with Substitution: Mobile Termination Revisited
with Julian Wright
June 2006 

Consumer Benefits from Increased Competition in Shopping Outlets: Measuring the Effect of Wal-Mart (Presentation)
with Ephraim Leibtag
October 2005

CPI Bias from Supercenters: Does the BLS Know that Wal-Mart Exists?
with Ephraim Leibtag
June 2005

Regulating the US Railroads: The Effects of Sunk Costs and Asymmetric Risk
with Stewart Myers
Journal of Regulatory Economics 22(3), 287-310, 2002

Sources of Bias & Solutions to Bias in the Consumer Price Index
Journal of Economic Perspective, Winter 2003

On Nonexclusive Membership in Competing Joint Ventures
with Gregory K. Leonard and Jean Tirole
Spring 2003 

Does Bell Company Entry Into Long-Distance Telecommunications Benefit Consumers
with Gregory K. Leonard and J. Gregory Sidak
2002 

Mobile Telephone
2002 

Regulated Costs and Prices in Telecommunications
2002 

Efficiency Effects on the U.S. Economy from Wireless Taxation
2000 

Cable Modems and DSL: Broadband Internet Access for Residential Customers
with Hal J. Singer and J. Gregory Sidak
December 2000 

The Effect of Sunk Costs in Telecommunications Regulation
October 1998 

Taxation By Telecommunications Regulation
Tax Policy and the Economy, Volume 12, 1998

Residential Demand for Broadband Telecommunications and Consumer Access to Unaffiliated Internet Content Providers
with H. Sider and J.G. Sidak
2001 

Valuation and the Effect of Regulation on New Services in Telecommunications
Brookings Papers: Macroeconomics, 1997

Cellular Telephone, New Products and the CPI
Journal of Business & Economic Statistics, 17(2), pp. 188-194, April 1999

Regulation by TSLRIC: Economic Effects on Investment and Innovation
In: Sidak, J.G., Engel, C., Knieps, G. (eds) Competition and Regulation in Telecommunications. Springer, Dordrecht.

From 2G to 3G: Wireless Competition for Internet-Related Services
October 2001 

A Consumer-Welfare Approach to the Mandatory Unbundling of Telecommunications Networks
with Gregory Sidak
The Yale Law Journal, 109, 417-503 

CPI Bias From Supercenters: Does the BLS Know That Wal-Mart Exists?
with Ephraim Leibtag
August 2004 

Economic Welfare and Telecommunications Regulation: The E-Rate Policy for Universal - Service Subsides
with Howard Shelanskit
Yale Journal on Regulation,16(19), 1999

Competitive Analysis With Differentiated Products
with Gregory Leonard and J. Douglas Zona
Annales D'Economie Et De Statistique, 34, 1994 

Misclassification of the Dependent Variable in a Discrete-Response Setting
with Jason Abrevaya and F.M. Scott-Morton
Journal of Econometrics, 87(2), pp. 239-269, February 1998