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Partial identification of the valuation distribution in sequential English auctions

This paper extends the incomplete model of Haile and Tamer (2003) from static English auctions to… Continue reading.

Dongwoo Kim, Kyoo il Kim, Pallavi Pal
May | CWP08/26
Plausible GMM: a quasi-bayesian approach

Structural estimation in economics often makes use of models formulated in terms of moment conditions. While… Continue reading.

Victor Chernozhukov, Christian Hansen, Lingwei Kong, Weining Wang
May | CWP07/26
Identifying relationship-level effects using convariance restrictions

We propose a new model in which relationship-specific effects or shocks are identified in a bipartite… Continue reading.

Olivier De Jonghe, Daniel Lewis
April | CWP06/26
Small area consumption estimates combining survey and financial footprints data

We use small-area estimation methods that combine information from a household budget survey, a much larger… Continue reading.

Peter Levell, Lars Nesheim, Gautam Vyas
April | CWP05/26