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Estimating static models of strategic interaction

[PDF] from princeton.edu
P Bajari, H Hong, J Krainer… - 2006 - nber.org
We propose a method for estimating static games of incomplete information. A static game is
a generalization of a discrete choice model, such as a multinomial logit or probit, which
allows the actions of a group of agents to be interdependent. Unlike most earlier work, the ...
Cited by 75 - Related articles - Library Search - BL Direct - All 53 versions

Estimating Static Models of Strategic Interactions

[PDF] from amstat.org
Full text - MIT Libraries
P Bajari, H Hong, J Krainer… - Journal of Business and …, 2010 - Taylor & Francis
We study the estimation of static games of incomplete information with multiple equilibria. A
static game is a generalization of a discrete choice model, such as a multinomial logit or
probit, which allows the actions of a group of agents to be interdependent. While the ...
Cited by 28 - Related articles - All 7 versions

[PDF] Entry deterrence and learning prevention on eBay

[PDF] from cemfi.es
D Nekipelov - Unpublished manuscript, Duke University, 2007 - cemfi.es
Abstract Internet auctions (such as eBay) differ from the traditional auction format in that
participants 1) typically face a choice over several simultaneous auctions and 2) often have
limited information about rival bidders. Since existing economic models do not account for ...
Cited by 23 - Related articles - View as HTML - All 14 versions

[PDF] Nonparametric and semiparametric analysis of a dynamic game model

[PDF] from virginia.edu
P Bajari, V Chernozhukov, H Hong… - Manuscript, University …, 2007 - people.virginia.edu
Game theory has had a profound effect on microeconomic theory and theoretical industrial
organization in particular. Also, game theory has had an important impact on economic
policy, especially in antitrust and regulation. It is therefore desirable to have empirical ...
Cited by 13 - Related articles - View as HTML

[PDF] A structural model of sponsored search advertising auctions

[PDF] from umn.edu
S Athey… - Sixth Ad Auctions Workshop, 2010 - econ.umn.edu
: Qi (bi; b− i, s)= Qi (bi; b− i, s)}.(ii) A necessary and sufficient condition for the observed bids
to be in equilibrium is that for some (v1,..., vI) within the bounds from (i), the bids (b1,..., bI)
are globally optimal. A sufficient condition is that MCi (·) is non-decreasing.
Cited by 13 - Related articles - View as HTML - All 44 versions

Semiparametric efficiency in nonlinear LATE models

[PDF] from qeconomics.org
Full text - MIT Libraries
H Hong… - Quantitative Economics, 2010 - Wiley Online Library
In this paper we study semiparametric efficiency for the estimation of a finite-dimensional
parameter defined by generalized moment conditions under the local instrumental variable
assumptions. These parameters identify treatment effects on the set of compliers under the ...
Cited by 11 - Related articles - All 13 versions

[PDF] Nonlinear models of measurement errors

[PDF] from yale.edu
Full text - MIT Libraries
X Chen, H Hong… - Journal of Economic …, 2011 - cowles.econ.yale.edu
Measurement errors in economic data are pervasive and nontrivial in size. The presence of
measurement errors causes biased and inconsistent parameter estimates and leads to
erroneous conclusions to various degrees in economic analysis. While linear errors-in- ...
Cited by 8 - Related articles - View as HTML - All 7 versions

[PDF] Endogenous multi-valued treatment effect model under monotonicity

[PDF] from ucl.ac.uk
D Nekipelov - Unpublished manuscript, Berkeley, 2008 - homepages.ucl.ac.uk
Abstract The local average treatment effect framework (LATE) is considered an effective
approach to estimate the effects of binary endogenous regressors. In this paper I generalize
the LATE model to a class of non-linear models with an endogenous regressor which can ...
Cited by 8 - Related articles - View as HTML - All 3 versions

[PDF] Nonparametric and Semiparametric Analysis of a Dynamic Discrete Game

[PDF] from yale.edu
P Bajari, V Chernozhukov, H Hong… - … manuscript, Dep. Econ …, 2009 - aida.wss.yale.edu
Abstract In this paper, we study the identification and estimation of a dynamic discrete game
allowing for discrete or continuous state variables. We first provide a general nonparametric
identification result under the imposition of an exclusion restrictions on agents payoffs. ...
Cited by 8 - Related articles - View as HTML - All 13 versions

[DOC] Adjustment costs of trade liberalization: estimations for the Russian labor market

[DOC] from worldbank.org
A Akhmedov, E Bessonova… - CEFIR/NES …, 2005 - siteresources.worldbank.org
Abstract The paper investigates adjustment costs of trade liberalization in Russia by
estimating various labor market elasticities with respect to indicators of trade liberalization in
the 90-ies. In particular, the influence of tariff reduction on demand for labor is estimated, ...
Cited by 7 - Related articles - View as HTML - All 8 versions

[PDF] WTO Accession and the Labor Market: Estimations for Russia

[PDF] from ceu.hu
A Akhmedov, E Bessonova, I Cherkashin… - … , Russia: Center for …, 2003 - pdc.ceu.hu
Abstract The paper investigates potential impact of Russia's WTO accession on the labor
market by estimating various labor market elasticities with respect to trade liberalization in
Russia in the 90-ies. In particular, the influence of tariff reduction on demand for labor is ...
Cited by 5 - Related articles - View as HTML - All 16 versions

[CITATION] Analysis of Inter-Sectoral Labor Flows in Russia

N Denis - NES Master Thesis, 2003
Cited by 3 - Related articles

[CITATION] Equilibrium and uncertainty in sponsored search advertising

S Athey… - AdAuctions Workshop, 2010
Cited by 2 - Related articles

[PDF] Identification and efficient semiparametric estimation of a dynamic discrete game

[PDF] from umn.edu
P Bajari, V Chernozhukov, H Hong… - 2009 - econ.umn.edu
Abstract In this paper, we study the identification and estimation of a dynamic discrete game
allowing for discrete or continuous state variables. We first provide a general nonparametric
identification result under the imposition of an exclusion restrictions on agents payoffs. ...
Cited by 2 - Related articles - View as HTML

[PDF] Semiparametric Efficiency in Irregularly Identified Models

[PDF] from duke.edu
S Khan… - 2010 - econ.duke.edu
ABSTRACT. This paper considers efficient estimation of structural parameters in a class of
semiparametric models where these parameters are irregularly identified. For such models
conventional semiparametric efficiency bound calculations of Stein (1956) are of little use ...
Cited by 1 - Related articles - View as HTML - All 9 versions

[PDF] Empirical Analysis of Dynamic Bidding on eBay

[PDF] from berkeley.edu
D Nekipelov - Unpublished manuscript, University of …, 2008 - faculty.haas.berkeley.edu
Abstract Despite their relatively simple structure, internet auctions demonstrate a puzzling
discrepancy between the predictions of standard auction theory and the actual behavior of
bidders. In particular, despite the second-price structure of eBay auctions, eBay bidders ...
Cited by 3 - Related articles - View as HTML - All 2 versions

Efficient local IV estimation of an empirical auction model

[PDF] from berkeley.edu
H Hong… - Journal of Econometrics, 2011 - Elsevier
Abstract In this paper we examine semiparametric efficiency bounds and efficient estimators
for the case of a linear local instrument variable (LIV) model under the assumptions studied
in Abadie, Angrist, and Imbens (2002). We apply the semiparametrically efficient ...
Cited by 1 - Related articles - Get it from MIT Libraries - All 2 versions

[PDF] Game Theory and Econometrics: A Survey of Some Recent Research

[PDF] from yale.edu
P Bajari, H Hong… - Econometric Society World …, 2010 - aida.econ.yale.edu
Abstract We survey an emerging literature on the econometric analysis of static and dynamic
models of strategic interactions. Econometric methods of identification and estimation allow
researcher to make use of observed data on individual choice behavior and on the ...
Cited by 2 - Related articles - View as HTML - All 6 versions

Assesment of the Results of Personal Income Tax Reform in Russia

S Sinel'nikov-Murylev, S Batkibekov… - VOPROSY …, 2003 - ideas.repec.org
The paper contains results of the analysis of personal income tax reform in Russia in 2000,
including the influence of the reform on tax base, tax revenues and progressivity of income
taxation. On the basis of the theoretical model the authors formulate two main hypotheses, ...
Cited by 1 - Related articles - Cached - All 4 versions

[PDF] Identification and Efficient Sieve Semiparametric Estimation of a Dynamic Discrete Game

[PDF] from harvard.edu
P Bajari, V Chernozhukov, H Hong… - isites.harvard.edu
Abstract In this paper, we study the identification and estimation of a dynamic discrete game
allowing for discrete or continuous state variables. We first provide a general nonparametric
identification result under the imposition of an exclusion restrictions on agents payoffs. ...
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[PDF] Identification and Semiparametric Efficiency in a Model with a Multi-Valued Discrete Regressor

[PDF] from berkeley.edu
D Nekipelov - 2011 - emlab.berkeley.edu
Abstract Semiparametric analysis of the effect of binary endogenous regressors is extremely
important for applied research, specifically in application to the studies of responses to
discrete controls. In this paper I analyze a model with a discrete endogenous variable ...
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[CITATION] Tax Evasion. Some Partial Cases Analysis

D Nekipelov

Information Structure and Statistical Information in Discrete Response Models

[PDF] from stanford.edu
S Khan… - 2011 - papers.ssrn.com
Abstract: Discrete response models are of high interest in economics and econometrics as
they encompass treatment eff ects, social interaction and peer e ffect models, and discrete
games. We study the impact of the structure of information sets of economic agents on the ...
Related articles - All 14 versions

[PDF] Identification, data combination and the risk of disclosure

[PDF] from cemmap.ac.uk
T Komarova, D Nekipelov… - CeMMAP working papers, 2011 - cemmap.ac.uk
ABSTRACT Businesses routinely rely on econometric models to analyze and predict
consumer behavior. Estimation of such models may require combining a firm's internal data
with external datasets to take into account sample selection, missing observations, omitted ...
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Essays on Empirical Analysis of Continuous-Time Models of Industrial Organization

[PDF] from duke.edu
D Nekipelov - 2008 - dukespace.lib.duke.edu
The dissertation consists of three essays. The first essay describes and estimates the model
of bidding on eBay. Internet auctions (such as eBay) differ from the traditional auction format
in that participants 1) typically face a choice over several simultaneous auctions and 2) ...
Related articles

Victor Chernozhukov, Roberto Rigobon, and Thomas M. Stoker Set identification and sensitivity analysis with Tobin regressors............... 255

H Hong, D Nekipelov, A Norets… - Wiley Online Library
Skip to Main Content. ...

[PDF] A Two-Dimensional Criterion for Tax Policy Evaluation. A Primer from the Reform of Personal Income Taxation in Russia.

[PDF] from 129.3.20.41
D Nekipelov - Public Economics, 2004 - 129.3.20.41
Abstract. The comparison of different tax schedules is a problem of high dimensionality. In
the current paper it is proved that under very general assumptions a utilitarian welfare
function and an inequality index compose a sufficient statistic for the after-tax welfare ...
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[PDF] Empirical Content of a Continuous-Time Principal-Agent Model: The Case of the Retail Apparel Industry

[PDF] from berkeley.edu
D Nekipelov - 2010 - emlab.berkeley.edu
Abstract There is a strong interest among corporate finance and industrial organization
economists in estimating the effects of moral hazard and adverse selection in a variety of
contractual settings. In this paper, I develop a methodology for the identification and non- ...
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[PDF] A Dynamic Model of Subprime Mortgage Default: Estimation and Policy Implications1

[PDF] from stanford.edu
D Nekipelov… - www-prd.gsb.stanford.edu
Abstract The increase in defaults in the subprime mortgage market is widely held to be one
of the causes behind the recent financial turmoil. Key issues of policy concern include
identifying the main drivers behind the wave of defaults and predicting the effects of ...
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