My Citations
Scholar Home
  Advanced Scholar Search



Scholar      Create email alertResults 1 - 73 of 73. (0.21 sec) 

Likelihood ratio tests for model selection and non-nested hypotheses

[PDF] from osu.edu
QH Vuong - Econometrica: Journal of the Econometric Society, 1989 - JSTOR
Page 1. Econometrica, Vol. 57, No. 2 (March, 1989), 307-333 LIKELIHOOD RATIO TESTS
FOR MODEL SELECTION AND NON-NESTED HYPOTHESES1 BY QUANG H. VUONG
In this paper, we develop a classical approach to model selection. ...
Cited by 2132 - Related articles - Get it from MIT Libraries - All 16 versions

Limited information estimators and exogeneity tests for simultaneous probit models

[PDF] from osu.edu
Full text - MIT Libraries
D Rivers… - Journal of Econometrics, 1988 - Elsevier
Cited by 912 - Related articles - All 13 versions

Optimal Nonparametric Estimation of First‐price Auctions

[PDF] from psu.edu
Full text - MIT Libraries
E Guerre, I Perrigne… - Econometrica, 2000 - Wiley Online Library
This paper proposes a general approach and a computationally convenient estimation
procedure for the structural analysis of auction data. Considering first-price sealed-bid
auction models within the independent private value paradigm, we show that the ...
Cited by 384 - Related articles - BL Direct - All 22 versions

Econometrics of first-price auctions

[PDF] from caltech.edu
JJ Laffont, H Ossard… - Econometrica: Journal of the Econometric …, 1995 - JSTOR
In this paper we propose an estimation method for the empirical study of theoretical auction
models. We focus on first-price sealed bid and descending auctions and we adopt the
private value paradigm, where each bidder is assumed to have a different private value, ...
Cited by 302 - Related articles - Get it from MIT Libraries - Library Search - BL Direct - All 9 versions

Econometric Analysisof Collusive Behaviorin a Soft‐Drink Market

Full text - MIT Libraries
F Gasmi, JJ Laffont… - Journal of Economics & …, 1992 - Wiley Online Library
This paper proposes an empirical methodology for studying various (implicit or ex- plicit) collusive
behaviors on two strategic variables, which are price and advertising, in a differentiated market
dominated by a duopoly. In addition to Nash or Stackelberg behaviors, we consider ...
Cited by 231 - Related articles - All 7 versions

Structural analysis of auction data

Full text - MIT Libraries
JJ Laffont… - The American Economic Review, 1996 - JSTOR
The econometrics of auction data are driven by practical and theoretical considerations.
First, the use of auctions is quickly spreading to minimize transaction costs, to mitigate
corruption, and to extract costly public funds from monopolies. Kenneth Hendricks and ...
Cited by 140 - Related articles - BL Direct - All 8 versions

Model selection tests for nonlinear dynamic models

Full text - MIT Libraries
D Rivers… - The Econometrics Journal, 2002 - Wiley Online Library
This paper generalizes Vuong (1989) asymptotically normal tests for model selection in
several important directions. First, it allows for incompletely parametrized models such as
econometric models defined by moment conditions. Second, it allows for a broad class of ...
Cited by 139 - Related articles - All 8 versions

First-price sealed-bid auctions with secret reservation prices

[PDF] from ensae.fr
B Elyakime, JJ Laffont, P Loisel… - Annales d'Economie et de …, 1994 - JSTOR
In this paper we consider a first-price sealed bid auction with a secret reservation price.
Such auctions are used frequently in France to sell timber. Within the independent private
values paradigm, we show that the equilibrium strategy of the seller is to choose a ...
Cited by 137 - Related articles - Get it from MIT Libraries - Library Search - All 11 versions

Conditionally independent private information in OCS wildcat auctions

[PDF] from umm.ac.id
Full text - MIT Libraries
T Li, I Perrigne… - Journal of Econometrics, 2000 - Elsevier
In this paper, we consider the conditionally independent private information (CIPI) model
which includes the conditionally independent private value (CIPV) model and the pure
common value (CV) model as polar cases. Specifically, we model each bidder's private ...
Cited by 127 - Related articles - All 11 versions

Structural estimation of the affiliated private value auction model

[PDF] from psu.edu
T Li, I Perrigne… - RAND Journal of Economics, 2002 - JSTOR
We consider the structural estimation of the affiliated private value (APV) model in first-price
sealed-bid auctions. The model allows for bidders' individual efficiencies and opportunity
costs, while permitting dependence among bidders' private values through affiliation. We ...
Cited by 118 - Related articles - Get it from MIT Libraries - BL Direct - All 17 versions

Nonparametric estimation of the measurement error model using multiple indicators

Full text - MIT Libraries
T Li… - Journal of Multivariate Analysis, 1998 - Elsevier
This paper considers the nonparametric estimation of the densities of the latent variable and
the error term in the standard measurement error model when two or more measurements
are available. Using an identification result due to Kotlarski we propose a two-step ...
Cited by 106 - Related articles - Library Search - BL Direct - All 9 versions

Semiparametric estimation of first-price auctions with risk-averse bidders

[PDF] from upmc.fr
Full text - MIT Libraries
S Campo, E Guerre… - The Review of …, 2011 - restud.oxfordjournals.org
Abstract In view of the non-identification of the first-price auction model with risk-averse
bidders, this paper proposes some parametric identifying restrictions and a semiparametric
estimator for the risk aversion parameter (s) and the latent distribution of private values. ...
Cited by 93 - Related articles - All 27 versions

Asymmetry in first‐price auctions with affiliated private values

[PDF] from psu.edu
Full text - MIT Libraries
S Campo, I Perrigne… - Journal of Applied …, 2003 - Wiley Online Library
Collusion and heterogeneity across firms may introduce asymmetry in bidding games. A
major difficulty in asymmetric auctions is that the Bayesian Nash equilibrium strategies are
solutions of an intractable system of differential equations. We propose a simple method ...
Cited by 82 - Related articles - BL Direct - All 16 versions

[CITATION] Simultaneous equations models for dummy endogenous variables: a game theoretic formulation with an application to labor force participation

PA Bjorn… - Working Papers, 1984 - ideas.repec.org
Downloadable! No abstract is available for this item.
Cited by 71 - Related articles - Cached - Get it from MIT Libraries - All 4 versions

Nonparametric selection of regressors: The nonnested case

[PDF] from upenn.edu
P Lavergne… - Econometrica: Journal of the Econometric Society, 1996 - JSTOR
Page 1. Econometrica, Vol. 64 No. 1 (January, 1996), 207-219 NOTES AND
COMMENTS NONPARAMETRIC SELECTION OF REGRESSORS: THE NONNESTED
CASE BY PASCAL LAVERGNE AND QUANG H. VUONG1 IN ...
Cited by 59 - Related articles - Get it from MIT Libraries - BL Direct - All 7 versions

Nonparametric significance testing

Full text - MIT Libraries
P Lavergne… - Econometric Theory, 2000 - Cambridge Univ Press
A procedure for testing the significance of a subset of explanatory variables in a
nonparametric regression is proposed+ Our test statistic uses the kernel method+ Under the
null hypothesis of no effect of the variables under test, we show that our test statistic has ...
Cited by 54 - Related articles - BL Direct - All 7 versions

Auctioning and bargaining: An econometric study of timber auctions with secret reservation prices

B Elyakime, JJ Laffont, P Loisel… - Journal of Business & Economic …, 1997 - JSTOR
This article considers a first-price sealed-bid auction at which the seller's reservation price is
not announced in advance. We allow for a second round of bargaining and consider the
Nash bargaining outcome when the object is unsold after the auctioning round. We ...
Cited by 46 - Related articles - Get it from MIT Libraries - BL Direct - All 8 versions

Nonparametric Identification of Risk Aversion in First‐Price Auctions Under Exclusion Restrictions

[PDF] from psu.edu
Full text - MIT Libraries
E Guerre, I Perrigne… - Econometrica, 2009 - Wiley Online Library
This paper studies the nonparametric identification of the first-price auction model with risk
averse bidders within the private value paradigm. First, we show that the benchmark model
is nonindentified from observed bids. We also derive the restrictions imposed by the ...
Cited by 48 - Related articles - All 31 versions

[CITATION] An econometric analysis of some duopolistic games in prices and advertising

F Gasmi… - Papers, 1988 - ideas.repec.org
No abstract is available for this item.
Cited by 39 - Related articles - Cached - Get it from MIT Libraries - Library Search - All 4 versions

[CITATION] Structural Econometrics Analysis of descending Auctions

JJ Laffont… - Working Papers, 1992 - econpapers.repec.org
Related works: Working Paper: Structural Econometrics Analysis of Descending Auctions
(1992) Journal Article: Structural econometric analysis of descending auctions (1993) This item
may be available elsewhere in EconPapers: Search for items with the same title.
Cited by 36 - Related articles - Cached - Get it from MIT Libraries - Library Search - All 8 versions

Structural Econometrics of First‐Price Auctions: A Survey of Methods

[PDF] from psu.edu
I Perrigne… - Canadian Journal of Agricultural …, 1999 - Wiley Online Library
Over the past decade, the structural analysis of auction data has attracted considerable
attention. The structural approach relies on the hypothesis that observed bids are the
equilibrium bids of the gametheoretic auction model under consideration. In this paper, we ...
Cited by 28 - Related articles - BL Direct - All 3 versions

[CITATION] A structural approach to empirical analysis of collusive behavior

Full text - MIT Libraries
F Gasmi, JJ Laffont… - European Economic Review, 1990 - ideas.repec.org
Downloadable (with restrictions)! No abstract is available for this item.
Cited by 22 - Related articles - Cached - All 6 versions

[CITATION] Econometric modeling of a Stackelberg game with an application to labor force participation

PA Bjorn… - Working Papers, 1985 - ideas.repec.org
Downloadable! No abstract is available for this item.
Cited by 21 - Related articles - Cached - Get it from MIT Libraries - Library Search - All 4 versions

Selecting the best linear regression model* 1:: A classical approach

Full text - MIT Libraries
D Lien… - Journal of Econometrics, 1987 - Elsevier
Cited by 19 - Related articles - All 6 versions

Tests of noncausality under Markov assumptions for qualitative panel data

MB Bouissou, JJ Laffont… - Econometrica: Journal of the …, 1986 - JSTOR
Page 1. Econometrica, Vol. 54, No. 2 (March, 1986), pp. 395-414 TESTS OF
NONCAUSALITY UNDER MARKOV ASSUMPTIONS FOR QUALITATIVE PANEL
DATA BY MB Bouissou, JJ LAFFONT, AND QH VUONG For many ...
Cited by 19 - Related articles - Get it from MIT Libraries - All 8 versions

Econometrics of first-price auctions

JJ Laffont, H Ossard… - Document de Travail, 1991 - en.scientificcommons.org
Abstract This paper proposes a convenient estimation method for the empirical study of
auction models. The authors focus on first-price sealed-bid and descending auctions within
the private value paradigm. The method relies upon a simulated nonlinear least squares ...
Cited by 17 - Related articles - Cached - All 5 versions

[PDF] Semiparametric estimation of the optimal reserve price in first-price auctions

[PDF] from amstat.org
Full text - MIT Libraries
T Li, I Perrigne… - Journal of Business and Economic Statistics, 2003 - ASA
The optimal reserve price in the independent private value paradigm is generally expressed
as a functional of the latent distribution of private signals, which is by nature unobserved.
This feature has limited the implementation of the optimal reserve price in practice. In this ...
Cited by 17 - Related articles - View as HTML - BL Direct - All 16 versions

Testing approaches for overdispersion in poisson regression versus the generalized poisson model

Z Yang, JW Hardin, CL Addy… - Biometrical journal, 2007 - Wiley Online Library
Page 1. Testing Approaches for Overdispersion in Poisson Regression versus the
Generalized Poisson Model Zhao Yang*; 1, James W. Hardin2, Cheryl L. Addy2,
and Quang H. Vuong3 1 Premier Research Group plc., 2440 ...
Cited by 16 - Related articles - BL Direct - All 5 versions

[PDF] Nonparametric identification of incentive regulation models

[PDF] from psu.edu
I Perrigne… - 2007 - capcp.psu.edu
Abstract This paper establishes the nonparametric identification of the incentive regulation
model with ex post observed cost developed in Laffont and Tirole (1986). We first extend the
model to allow for general random demand and cost functions, while considering a ...
Cited by 16 - Related articles - View as HTML - All 15 versions

A comparison of two consistent estimators in the choice-based sampling qualitative response model

T Amemiya… - Econometrica: Journal of the Econometric Society, 1987 - JSTOR
Page 1. Econometrica, Vol. 55, No. 3 (May, 1987), 699-702 A COMPARISON OF TWO
CONSISTENT ESTIMATORS IN THE CHOICE-BASED SAMPLING QUALITATIVE
RESPONSE MODEL BY TAKESHI AMEMIYA AND QUANG H. VUONG' ...
Cited by 15 - Related articles - Get it from MIT Libraries - Library Search - All 8 versions

Disequilibrium econometrics on micro data

Full text - MIT Libraries
MB Bouissou, JJ Laffont… - The Review of …, 1986 - restud.oxfordjournals.org
Page 1. Review of Economic Studies (1986) LUI, 113-124 © 1986 The Society for Economic
Analysis Limited 0034-6527/86/00080113$02.00 Disequilibrium Econometrics on Micro Data
MB BOUISSOU JJ LAFFONT Universite des Sciences Sociales, Toulouse and ...
Cited by 13 - Related articles - All 8 versions

Using all bids in parametric estimation of first-price auctions

Full text - MIT Libraries
T Li… - Economics Letters, 1997 - Elsevier
Recently Laffont et al.(1995) have proposed an SNLLS estimator using winning bids only.
Here, we derive a relationship between the means of observed bids and private values to
propose an SNLLS estimator using all bids in first-price auctions.
Cited by 13 - Related articles - Library Search - All 6 versions

[PDF] Efficientt conditional quantile estimation: the time series case

[PDF] from escholarship.org
I Komunjer… - 2006 - escholarship.org
Abstract: In this paper we consider the problem of efficient estimation in conditional quantile
models with time series data. Our first result is to derive the semiparametric efficiency bound
in time series models of conditional quantiles; this is a nontrivial extension of a large body ...
Cited by 13 - Related articles - View as HTML - All 12 versions

Minimum chi-square estimation and tests for model selection

Full text - MIT Libraries
QH Vuong… - Journal of Econometrics, 1993 - Elsevier
Cited by 11 - Related articles - All 7 versions

[CITATION] Misspecification and conditional maximum likelihood estimation

QH Vuong - Working Papers, 1983 - econpapers.repec.org
By Quang H. Vuong; Misspecification and Conditional Maximum Likelihood Estimation.
Cited by 10 - Related articles - Cached - Get it from MIT Libraries - All 4 versions

[CITATION] Two-stage conditional maximum likelihood estimation of econometric models

QH Vuong - Working Papers, 1984 - ideas.repec.org
Downloadable! No abstract is available for this item.
Cited by 9 - Related articles - Cached - Get it from MIT Libraries - All 4 versions

Interpretation and use of generalized Chow tests

RS Cantrell, PM Burrows… - International Economic Review, 1991 - JSTOR
Page 1. INTERNATIONAL ECONOMIC REVIEW Vol. 32, No. 3, August 1991
INTERPRETATION AND USE OF GENERALIZED CHOW TESTS* BY R. STEPHEN
CANTRELL, PETER M. BURROWS, AND QUANG H. VUONG' ...
Cited by 9 - Related articles - Get it from MIT Libraries - Library Search - All 8 versions

Nonparametric identification of a contract model with adverse selection and moral hazard

[PDF] from psu.edu
Full text - MIT Libraries
I Perrigne… - Econometrica, 2011 - Wiley Online Library
This paper studies the nonparametric identification of a contract model with adverse
selection and moral hazard. Specifically, we consider the false moral hazard model
developed by Laffont and Tirole (1986). We first extend this model to allow for general ...
Cited by 8 - Related articles - All 10 versions

[CITATION] Structural Estimation of the Affiliated Private Value Model with an Application to OCS Auctions

T Li, I Perrigne… - 1999 - Working paper, University of …
Cited by 8 - Related articles

A study of zero-out auctions: testbed experiments of a process of allocating private rights to the use of public property

Full text - MIT Libraries
K Güler, CR Plott… - Economic Theory, 1994 - Springer
Page 1. Econ. Theory 4, 67-104 (1994) Economic Theory 9 SPringer-Verlag 1994
A study of zero-out auctions: testbed experiments of a process of allocating private
rights to the use of public property* Kemal Giiler, Charles R ...
Cited by 7 - Related articles - Library Search - All 8 versions

[PDF] Identification of Insurance Models with Multidimensional Screening

[PDF] from ncsu.edu
G Aryal, I Perrigne… - Unpublished Manuscript, Pennsylvania …, 2009 - ncsu.edu
Abstract We study the identification of an insurance model with multidimensional screening,
where insurees are characterized by risk and risk aversion. The model is solved using the
concept of certainty equivalence under constant absolute risk aversion and an unspecified ...
Cited by 8 - Related articles - View as HTML - All 28 versions

Identification and estimation of bidders' risk aversion in first-price auctions

[PDF] from psu.edu
Full text - MIT Libraries
I Perrigne… - The American economic review, 2007 - JSTOR
Risk aversion is a fundamental concept in economics used to explain agents' behavior
under uncertainty. Risk aversion in auctions has been justified through the many
uncertainties faced by bidders and through the large value of bids relative to bidders' ...
Cited by 8 - Related articles - BL Direct - All 18 versions

[PDF] Nonlinear pricing in yellow pages

[PDF] from psu.edu
I Perrigne… - 2009 - econ.psu.edu
Abstract This paper proposes a methodology for analyzing nonlinear pricing data with an
application to yellow page advertising. First, we develop a model that incorporates some
features of this industry such as a free minimal advertisement size offered to all ...
Cited by 7 - Related articles - View as HTML - All 7 versions

[PDF] Nonlinear pricing in yellow pages

[PDF] from cmu.edu
Y Huang, I Perrigne, Q Vuong - Department of …, 2007 - server1.tepper.cmu.edu
Abstract Nonlinear pricing is a standard practice used by firms in telecommunications,
electricity and advertising among others to discriminate among consumers. In this paper, we
analyze nonlinear pricing in yellow pages using a structural approach. First, we develop a ...
Cited by 7 - Related articles - View as HTML - All 36 versions

[BOOK] Nonparametric significance testing

[PDF] from nbn-resolving.de
P Lavergne… - 1998 - nbn-resolving.de
Abstract A procedure for testing the signi cance of a subset of explanatory variables in a
nonparametric regression is proposed. Our test statistic uses the kernel method. Under the
null hypothesis of no e ect of the variables under test, we show that our test statistic has a ...
Cited by 7 - Related articles - View as HTML - Get it from MIT Libraries - Library Search - All 9 versions

[CITATION] Econometrics of optimal procurement auctions

JJ Laffont, A Oustry, M Simioni… - 1997 - ideas.repec.org
If you know of missing items citing this one, you can help us creating those links by adding
the relevant references in the same way as above, for each refering item. If you are a
registered author of this item, you may also want to check the" citations" tab in your profile, ...
Cited by 6 - Related articles - Cached - Library Search - All 4 versions

Efficient estimation in dynamic conditional quantile models

Full text - MIT Libraries
I Komunjer… - Journal of Econometrics, 2010 - Elsevier
In this paper we consider the problem of semiparametric efficient estimation in conditional
quantile models with time series data. We construct an M-estimator which achieves the
semiparametric efficiency bound recently derived by Komunjer and Vuong (forthcoming). ...
Cited by 6 - Related articles - All 5 versions

An Empirical Analysis of Backlog, Inventory, Production, and Price Adjustments: An Application of Recursive Systems of Log-Linear Models

B Ottenwaelter… - Journal of Business & Economic Statistics, 1984 - JSTOR
Page 1. ? Journal of Business & Economic Statistics, Vol. 2, No. 3, July 1984 An
Empirical Analysis of Backlog, Inventory, Production, and Price Adjustments: An
Application of Recursive Systems of Log-Linear Models B. Ottenwaelter ...
Cited by 5 - Related articles - Get it from MIT Libraries - All 7 versions

An integral estimator of residual variance and a measure of explanatory power of covariates in nonparametric regression

P Lavergne… - Journal of Nonparametric Statistics, 1998 - Taylor & Francis
Page 1. Nonpararnetric Statistics, Vol. 9, pp. 363-380 0 1998 OPA (Overseas Publishers
Association) NV Reprints available directly from the publisher Published by license under
Photocopying permitted by license only the Gordon and Breach Science Publishers imprint. ...
Cited by 5 - Related articles - Get it from MIT Libraries

[CITATION] Likelihood ratio tests for model selection and non-nested hypotheses

QH Vuong - Working Papers, 1986 - econpapers.repec.org
By Quang H. Vuong; Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses.
Cited by 5 - Related articles - Cached - Get it from MIT Libraries - All 3 versions

Generalized inverses and asymptotic properties of Wald tests

Full text - MIT Libraries
QH Vuong - Economics Letters, 1987 - Elsevier
Cited by 4 - Related articles - All 6 versions

[CITATION] Limited Information Estimators and Exogeneity Tests for Simultaneous Probit Model

Full text - MIT Libraries
RR Douglas… - Journal of Econometrics, 1998
Cited by 4 - Related articles

[PDF] Semiparametric efficiency bound and M-estimation in time-series models for conditional quantiles

[PDF] from psu.edu
I Komunjer… - … of California, San Diego Department of …, 2007 - capcp.psu.edu
University of California, San Diego and Penn State University Abstract: In this paper we
derive the semiparametric efficiency bound in time series models of conditional quantiles
under a sole strong mixing assumption. We moreover provide an expression of Stein's ( ...
Cited by 4 - Related articles - View as HTML - All 5 versions

Modèles d'équations simultanées pour variables endogènes fictives: une formulation par la théorie des jeux avec application à la participation au marché du travail

[PDF] from erudit.org
PA Bjorn… - L'Actualité économique, 1997 - erudit.org
... implied on the parameters. * Au moment où nous avons entrepris ce travail, Quang
Vuong était invité à l'Université des Sciences sociales de Toulouse où il pu profiter
de discussions fructueuses avec JJ. Laffont. D. Lien et R ...
Cited by 11 - Related articles - Get it from MIT Libraries - BL Direct - All 4 versions

A note on the independence of irrelevant alternatives in probabilistic choice models

Full text - MIT Libraries
PA Bjorn… - Economics Letters, 1985 - Elsevier
Cited by 3 - Related articles - All 7 versions

[CITATION] Optimal Nonparametric Estimation of First-Price Auction

Full text - MIT Libraries
G Emmanuel, P Isabelle… - Econometrica, 2000
Cited by 3 - Related articles

[PDF] Econometrics of Incentive Regulation: Nonparametric Identification

[PDF] from stanford.edu
I Perrigne… - 2004 - stanford.edu
Abstract This paper studies the nonparametric identification of the incentive regulation
model with ex post observed costs developed in Laffont and Tirole (1986). We first extend
such a basic model to general random demand and cost functions, while considering a ...
Cited by 3 - Related articles - View as HTML - All 5 versions

[CITATION] Identification of Symmetric First-Price Auctions with a Large Trader

JJ Laffont, T Li… - 1996 - Mimeo, University of Southern …
Cited by 3 - Related articles

Nonidentification of Insurance Models with Probability of Accidents

G Aryal, I Perrigne… - ANUCBE School of Economics …, 2011 - ideas.repec.org
In contrast to Aryal, Perrigne and Vuong (2009), this note shows that in an insurance model
with multidimensional screening when only information on whether the insuree has been
involved in some accident is available, the joint distribution of risk and risk aversion is not ...
Cited by 3 - Related articles - Cached - All 3 versions

Semiparametric Efficiency Bound in Time-Series Models for Conditional Quantiles

Full text - MIT Libraries
I Komunjer… - Econometric Theory, 2010 - Cambridge Univ Press
Abstract We derive the semiparametric efficiency bound in dynamic models of conditional
quantiles under a sole strong mixing assumption. We also provide an expression of Stein's
(1956) least favorable parametric submodel. Our approach is as follows: First, we ...
Cited by 3 - Related articles - All 6 versions

[CITATION] Nonparametric Estimation of an Affiliated Private Value Model with an Application to the US OCS Auction

T Li… - 1996 - Mimeo, University of Southern …
Cited by 2 - Related articles

[CITATION] November 1984. Limited information estimators and exogeneity tests for simultaneous probit models. California Institute of Technology

D Rivers… - Social Science Working Paper 539
Cited by 1 - Related articles

[PDF] WORKING PAPERS IN ECONOMICS & ECONOMETRICS Nonidentification of Insurance Models with Probability of Accidents

[PDF] from anu.edu.au
G Aryal, I Perrigne… - 2011 - ngsm.anu.edu.au
Abstract In contrast to Aryal, Perrigne and Vuong (2009), this note shows that in an
insurance model with multidimensional screening when only information on whether the
insuree has been involved in some accident is available, the joint distribution of risk and ...
Related articles - View as HTML - All 8 versions

[CITATION] in L= fi wAxkfiwiiHHJAfir'mj,).

T Amemiya… - … theory: the collected essays of Takeshi …, 1994 - Edward Elgar Pub

[PDF] International Trade and Supply Function Competition

[PDF] from metu.edu.tr
Q VUONG - 2011 - econ.metu.edu.tr
Abstract In recent Ricardian and heterogeneous firm models of international trade,
probabilistic representations of technologies have been very popular. Using a similar setup,
we propose a model in which exporters compete in supply functions/schedules. Our ...
Related articles - View as HTML

Asymmetry in First-Price Auctions with Affiliated Private Values

C Sandra, P Isabelle, V Quang - ukpmc.ac.uk
The existence of collusion and heterogeneity across firms is known to introduce some
asymmetry in bidding games. A major difficulty when considering asymmetric auctions is that
the equilibrium strategies are solutions of an intractable system of differential equations. ...
Cached

[CITATION] Editors: TAKESHI AMEMIYA A. RONALD GALLANT JOHN F. GEWEKE

C HSIAO, P ROBINSON, A ZELLNER… - Journal of …, 2008 - North Holland Pub. Co.
Related articles - Get it from MIT Libraries

[CITATION] PANEL DATA

D GILES, ML KING, N KUNITOMO, K LAHIRI… - Journal of …, 1995 - Elsevier
Related articles - Get it from MIT Libraries

[CITATION] ARNOLD ZELLNER

HJ BIERENS, S CHIB, M DAGENAIS, M DEISTLER… - Journal of econometrics, 1995
Related articles - Get it from MIT Libraries

[CITATION] Econometric

Y AIT-SAHALIA, BH BALTAGI, HJ BIERENS… - JOURNAL OF …, 2001
Related articles - Get it from MIT Libraries

[PDF] WORKING PAPERS IN ECONOMICS & ECONOMETRICS Identification of Insurance Models with Multidimensional Screening

[PDF] from anu.edu.au
G Aryal, I Perrigne… - anuecs.fec.anu.edu.au
Abstract We study the identification of an insurance model with multidimensional screening,
where insurees are characterized by risk and risk aversion. The model is solved using the
concept of certainty equivalence under constant absolute risk aversion and an unspecified ...
Related articles - View as HTML - All 12 versions

On the identification of the procurement model

[PDF] from psu.edu
I Perrigne… - Economics Letters, 2011 - Elsevier
Under multiplicative separability of the cost function, this paper investigates the identification
of the procurement model. Moreover, we characterize the model restrictions on observables
and show its observational equivalence to one where the function of private information is ...
Related articles - Get it from MIT Libraries - All 3 versions

[PDF] Religious Beliefs of Dao People in Vietnam

[PDF] from vjol.info
VD Quang - Religious Studies Review, 2011 - unstjeliaqhloyqy.vjol.info
Page 1. 38 Religious Studies Review. Vol. 3, No. 3&4 - 2009 RELIGIOUS BELIEFS OF
DAO PEOPLE IN VIETNAM Vương Duy Quang (*) Abstract: Religious belief of the Dao
in Vietnam plays an important role, not only the representative ...
View as HTML - All 19 versions

 Create email alert



 

About Google Scholar - All About Google - My Citations

©2012 Google