My Citations
Scholar Home
  Advanced Scholar Search



Scholar      Create email alertResults 1 - 18 of 18. (0.07 sec) 

Numerical solutions of asymmetric, first-price, independent private values auctions

[PDF] from psu.edu
Full text - MIT Libraries
WR Gayle… - Computational Economics, 2008 - Springer
Abstract We propose a powerful, fully automated, and numerically robust algorithm to
compute (inverse) equilibrium bid functions for asymmetric, Independent Private Values,
First-Price auctions. The algorithm relies upon a built-in algebra of local Taylor-series ...
Cited by 22 - Related articles - All 11 versions

Expectations in micro data: rationality revisited

Full text - MIT Libraries
H Benítez-Silva, DS Dwyer, WR Gayle… - Empirical Economics, 2008 - Springer
Abstract An increasing number of longitudinal data sets collect expectations information
regarding a variety of future individual level events and decisions, providing researchers
with the opportunity to explore expectations over micro variables in detail. We present a ...
Cited by 13 - Related articles - BL Direct - All 9 versions

[PDF] Semiparametric estimation of a nonlinear panel data model with predetermined variables and semiparametric individual effects

[PDF] from pitt.edu
WR Gayle… - 2005 - econ.pitt.edu
Abstract In this paper, we develop an efficient semiparametric method for estimating
nonlinear panel data index models with small-T. The estimation technique allows for the
inclusion of predetermined variables, in particular lagged dependent variables, aggregate ...
Cited by 6 - Related articles - View as HTML - All 2 versions

[PDF] Noisy Addicts? Estimation of Optimal Consumption Choice with Habit Formation and Measurement Error

[PDF] from iza.org
WR Gayle… - 2009 - iza.org
Abstract In this paper we investigate empirically the presence of internal habit formation in
household food consumption using data from the Panel Study of Income Dynamics (PSID).
Habit formation in preferences is specified in the multiplicative form. We assume classical ...
Cited by 4 - Related articles - View as HTML - All 3 versions

[CITATION] School Year Employment, Academic Performance and College Enrollment Rates

WR Gayle - Unpublished Manuscript, University of Pittsburgh, 2003
Cited by 1 - Related articles

[PDF] A Dynamic Structural Model of Labor Supply and Educational Attainment

[PDF] from virginia.edu
WR Gayle - Retrieved July, 2005 - people.virginia.edu
Abstract This paper develops and estimates a dynamic structural model of labor supply and
schooling to investigate the process by which a cohort of males from the NLSY79
accumulate human capital via formal education and labor market participation. The ...
Cited by 1 - Related articles - View as HTML - All 9 versions

[PDF] Numerical Analysis of Asymmetric First Price Auctions with Reserve Prices

[PDF] from repec.org
WR Gayle - 2004 - repec.org
Abstract We develop a powerful and user-friendly program for numerically solving first price
auction problems where an arbitrary number of bidders draw independent valuations from
heterogenous distributions and the auctioneer imposes a reserve price for the object. The ...
Cited by 1 - Related articles - View as HTML - All 2 versions

[PDF] Estimation of a Nonlinear Panel Data Model with Semiparametric Individual Effects

[PDF] from virginia.edu
WR Gayle… - 2010 - people.virginia.edu
Abstract This paper explores identification and estimation of a class of nonlinear panel data
single-index models, which includes a class of single-index panel discrete-choice models.
The model allows for unknown time-specific link functions, and semiparametric ...
Cited by 1 - Related articles - View as HTML

[PDF] Nonparametric Estimation with Isotonic Constraints

[PDF] from pitt.edu
M Burda, WR Gayle… - econ.pitt.edu
Page 1. Nonparametric Estimation with Isotonic Constraints Martin Burda",
Wayne&Roy Gayle, Soiliou Daw Namoro Department of Economics, University of
Pittsburgh Abstract We propose a new asymptotically optimal method ...
Related articles - View as HTML

[PDF] Contributions to structural modeling and estimation

[PDF] from dmut.net
WR Gayle - 2006 - dmut.net
This thesis simultaneously extends the literatures on econometric theory, applied
microeconomics and computational economics. These extensions are guided by the
increasingly recognized, yet still largely untapped complementarities between these three ...
Related articles - View as HTML - All 7 versions

Coordinated Effects in the 2010 Horizontal Merger Guidelines

[PDF] from psu.edu
WR Gayle, RC Marshall, LM Marx… - Review of Industrial …, 2011 - Springer
Abstract Recent research has highlighted the quantitative contribution to merger analysis
from extending unilateral effects models to understand the payoffs to future potential
coordinated effects. Some of the emphasis of this research appears to have made its way ...
Related articles - Get it from MIT Libraries - All 10 versions

[PDF] Semiparametric Discrete/Continuous Outcome Models with Nonseparable Unobserved Heterogeneity

[PDF] from virginia.edu
WR Gayle - 2010 - people.virginia.edu
Abstract This paper investigates identification and estimation of discrete and continuous
outcome models with nonseparable unobserved heterogeneity, without assuming that:(i) the
regression function is strictly monotone in the unobservables,(ii) the joint distribution of the ...
Related articles - View as HTML - All 7 versions

Numerical Analysis of Asymmetric First Price Auctions

WR Gayle - Computing in Economics and Finance 2005, 2005 - ideas.repec.org
We develop a powerful and user-friendly program for numerically solving first price auction
problems where an arbitrary number of bidders draw independent valuations from
heterogenous distributions and the auctioneer imposes a reserve price for the object. The ...
Cached - All 4 versions

[CITATION] N-Consistent Estimation of a Nonlinear Panel Data Model

WR Gayle
Related articles

Heterogenous intertemporal elasticity of substitution and relative risk aversion: estimation of optimal consumption choice with habit formation and measurement errors

[PDF] from uni-muenchen.de
K Natalia, G Wayne Roy - 2011 - mpra.ub.uni-muenchen.de
This paper investigates the existence and degree of variation across house holds and over
time in the intertemporal elasticity of substitution (IES) and the coefficient of relative risk
aversion (RRA) that is generated by habit forming preferences. To do so, we develop a ...
Related articles - All 5 versions

[PDF] Estimation of optimal consumption choice with habit formation and measurement errors

[PDF] from virginia.edu
WR Gayle… - 2010 - people.virginia.edu
Abstract This paper develops a new nonlinear GMM estimator to investigate the presence of
habit formation in household consumption using data from the Panel Study of Income
Dynamics. Our method:(i) accounts for classical measurement errors in consumption ...
Related articles - View as HTML - All 3 versions

[PDF] Identification and√ N-Consistent Estimation of a Nonlinear Panel Data Model with Correlated Unobserved Effects

[PDF] from virginia.edu
WR Gayle - 2010 - people.virginia.edu
Abstract This paper investigates identification and root-n consistent estimation of a class of
single index panel data models where: the index function is unknown; the unobserved
individual effects may be time-varying (hence called unobserved effects); the unobserved ...
Related articles - View as HTML

[CITATION] Nonparametric Estimation with Isotonic Constraints

S Namoro, M Burda… - en.scientificcommons.org
Cached - All 2 versions

 Create email alert



 

About Google Scholar - All About Google - My Citations

©2012 Google