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Spatial price competition: a semiparametric approach

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J Pinkse, ME Slade… - Econometrica, 2002 - Wiley Online Library
We investigate the nature of price competition among firms that produce differentiated
products and compete in markets that are limited in extent. We propose an instrumental
variables series estimator for the matrix of cross price response coefficients, demonstrate ...
Cited by 231 - Related articles - Library Search - BL Direct - All 14 versions

Contracting in space: An application of spatial statistics to discrete-choice models

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J Pinkse… - Journal of Econometrics, 1998 - Elsevier
We develop tests for spatial-error correlation and methods of estimation in the presence of
such correlation for discrete-choice models. The tests, which are based on the notion of a
generalized residual, are a set of orthogonality conditions that should be satisfied under ...
Cited by 210 - Related articles - All 9 versions

The determinants of municipal tax rates in British Columbia

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C Brett… - … Journal of Economics/Revue canadienne d' …, 2000 - Wiley Online Library
In this paper we study the regional pattern of municipal business property tax rates in the
province of British Columbia. Reduced-form tax-setting equations produce some evidence
that municipal governments respond to tax changes in neighbouring jurisdictions. A joint ...
Cited by 187 - Related articles - Library Search - BL Direct - All 15 versions

Mergers, brand competition, and the price of a pint

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J Pinkse… - European Economic Review, 2004 - Elsevier
Mergers in the UK brewing industry have reduced the number of national brewers from six to
four. The number of brands, in contrast, has remained relatively constant. We analyze the
effects of mergers on brand competition and pricing. Brand-level demand equations are ...
Cited by 161 - Related articles - Library Search - All 25 versions

Empirical Implications of Equilibrium Bidding in First‐Price, Symmetric, Common Value Auctions

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K Hendricks, J Pinkse… - Review of Economic …, 2003 - Wiley Online Library
This paper studies federal auctions for wildcat leases on the Outer Continental Shelf from
1954 to 1970. These are leases where bidders privately acquire (at some cost) noisy, but
equally informative, signals about the amount of oil and gas that may be present. We ...
Cited by 136 - Related articles - BL Direct - All 38 versions

The Affiliation Effect in First‐Price Auctions

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J Pinkse… - Econometrica, 2005 - Wiley Online Library
We study the monotonicity of the equilibrium bid with respect to the number of bidders n in
affiliated private-value models of first-price sealed-bid auctions and prove the existence of a
large class of such models in which the equilibrium bid function is not increasing in n. We ...
Cited by 67 - Related articles - All 17 versions

Those taxes are all over the map! A test for spatial independence of municipal tax rates in British Columbia

C Brett… - International Regional Science Review, 1997 - irx.sagepub.com
Abstract A test for spatial independence based on characteristic functions is introduced. The
test is shown to be consistent against a fairly general class of alternatives, and the
asymptotic distribution of the test statistic is determined. The test is then put to use in ...
Cited by 57 - Related articles - Get it from MIT Libraries - BL Direct - All 3 versions

A consistent nonparametric test for serial independence

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J Pinkse - Journal of Econometrics, 1998 - Elsevier
We propose a nonparametric test for serial independence against serial dependence of
fixed order that is consistent against all such alternatives. The conditions required are weak,
the asymptotic distribution under the null is χ12, and the test works regardless of the ...
Cited by 39 - Related articles - All 9 versions

THE FUTURE OF SPATIAL ECONOMETRICS*

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J Pinkse… - Journal of Regional Science, 2010 - Wiley Online Library
ABSTRACT The purpose of this paper is threefold. First, we give an overview of the general
direction the spatial econometrics literature has taken without attempting to provide a
representative survey of all interesting work that has appeared. Second, we identify a ...
Cited by 38 - Related articles - All 25 versions

[CITATION] Asymptotic properties of Moran and related tests and testing for spatial correlation in probit models

J Pinkse - Department of Economics, University of British …, 1999
Cited by 33 - Related articles - All 2 versions

[CITATION] oEmpirical Implications of Equilibrium Bidding in First&Price

K Hendricks, J Pinkse… - Symmetric, Common Value Auctions, pReview of …, 2003
Cited by 31 - Related articles

[PDF] Moran-flavoured tests with nuisance parameters: Examples

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J Pinkse - New Advances in Spatial Econometrics, Luc Anselin …, 2002 - Citeseer
Abstract In this paper I illustrate the use of general conditions, derived by Pinkse (1999),
under which Moran–flavoured tests for spatial correlation and spatial cross–correlation have
a limiting normal distribution in the presence of nuisance parameters in six frequently ...
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Dynamic spatial discrete choice using one-step GMM: an application to mine operating decisions

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J Pinkse, M Slade… - Spatial Economic Analysis, 2006 - Taylor & Francis
Abstract In many spatial applications, agents make discrete choices (eg operating or product-
line decisions), and applied researchers need econometric techniques that enable them to
model such situations. Unfortunately, however, most discrete-choice estimators are invalid ...
Cited by 22 - Related articles - All 17 versions

[CITATION] Fewer Bidders can Increase Price in First-Price Auctions with Affiliated Private Values

J Pinkse… - University of British Columbia mimeograph, 2000
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[CITATION] C. Brett,(2002),“Spatial Price Competition: A Semi-parametric Approach”

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J Pinkse… - Econometrica
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[PDF] Nonparametric regression estimation using weak separability

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J Pinkse - Unpublished manuscript, 2001 - people.virginia.edu
This paper is concerned with the estimation of the (conditional mean) regression function a
(x)= E (Y1| X1= x),(1) for an iid sequence {(Xi, Yi)} with Yi∈ R, Xi∈ Rd. There is a plethora of
estimation methods of a. Fully parametric estimation methods offer fast convergence ...
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A central limit theorem for endogenous locations and complex spatial interactions

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J Pinkse, L Shen… - Journal of Econometrics, 2007 - Elsevier
We provide a new central limit theorem (CLT) for spatial processes under weak conditions
that are plausible for many economic applications in which location is endogenous. In
particular, our CLT is designed for problems that have some, but not necessarily all, of the ...
Cited by 15 - Related articles - All 11 versions

Spillovers in space: does geography matter?

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S Lychagin, J Pinkse, ME Slade… - 2010 - nber.org
We simultaneously assess the contributions to productivity of three sources of research and
development spillovers: geographic, technology and product–market proximity. To do this,
we construct a new measure of geographic proximity that is based on the distribution of a ...
Cited by 13 - Related articles - Library Search - All 14 versions

[CITATION] Nonparametric-two-Step Estimation of Unknown Regression Functions when the Regressors and the Regression Error Are not Independent.

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S Ng… - 1995 - papyrus.bib.umontreal.ca
ABSTRACT This paper considers nonparametric regressions of the form Yg (X)+ e, when E
[e\ X]* 0. We consider a two-step procedure (2SNP) which makes use of a set of instruments,
Z, and an auxiliary nonparametric regression of the form X= h (Z)+ r\. A polynomial of У on ...
Cited by 11 - Related articles - All 7 versions

A consistent nonparametric test of affiliation in auction models

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SJ Jun, J Pinkse… - Journal of Econometrics, 2010 - Elsevier
We propose a new nonparametric test of affiliation, a strong form of positive dependence
with independence as a special, knife-edge, case. The test is consistent against all
departures from the null of affiliation, and its null distribution is standard normal. Like most ...
Cited by 10 - Related articles - All 15 versions

Tighter bounds in triangular systems

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SJ Jun, J Pinkse… - Journal of Econometrics, 2011 - Elsevier
We study a nonparametric triangular system with (potentially discrete) endogenous
regressors and nonseparable errors. Like in other work in this area, the parameter of interest
is the structural function evaluated at particular values. We impose a global exclusion and ...
Cited by 10 - Related articles - All 21 versions

[CITATION] Nonparametric misspecification testing

J Pinkse - University of British Columbia, 1999
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Semi‐structural models of advertising competition

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J Pinkse… - Journal of Applied Econometrics, 2007 - Wiley Online Library
We propose a semi-structural discrete-choice model that can be used to estimate static or
dynamic decision rules. It is particularly useful in strategic contexts when games involve a
rich set of choices, when private information is correlated, and when one wants to uncover ...
Cited by 8 - Related articles - BL Direct - All 18 versions

[PDF] Merger simulation analysis: an academic perspective

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EEC van Damme… - TILEC Discussion Paper No. …, 2005 - tilburguniversity.edu
Abstract We discuss the benefits and limitations of modern merger simulation analysis from
an academic perspective. The first part of our exposition focuses on game–theoretical issues
and provides insights from experimental economics. In the second component we explore ...
Cited by 4 - Related articles - View as HTML - All 15 versions

[PDF] Heteroskedasticity correction and dimension reduction

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J Pinkse - Unpublished Manuscript, 2006 - www-personal.umich.edu
Abstract This paper provides a nonparametric method of correcting for heteroskedasticity in
linear regression models with independent and identically distributed (iid) observations. The
new estimator requires an empiricist to select a small set (or index) of variables which are ...
Cited by 4 - Related articles - View as HTML - All 6 versions

[CITATION] Moran-flavored tests with nuisance parameters

J Pinkse - … in Spatial Econometrics. Heidelberg: Springer-Verlag ( …, 1999
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Semiparametric tests of conditional moment restrictions under weak or partial identification

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SJ Jun… - Journal of Econometrics, 2009 - Elsevier
We propose two new semiparametric specification tests which test whether a vector of
conditional moment conditions is satisfied for any vector of parameter values θ0. Unlike most
existing tests, our tests are asymptotically valid under weak and/or partial identification ...
Cited by 3 - Related articles - All 11 versions

[CITATION] Asymptotics of the Moran test and a test for spatial correlation in probit models

J Pinkse - 1999 - Department of Economics Working …
Cited by 3 - Related articles

[PDF] Testing under Weak Identification with Conditional Moment Restrictions

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SJ Jun… - forthcoming Econometric Theory, 2011 - econ.psu.edu
We propose a semiparametric test for the value of coefficients in models with conditional
moment restrictions which has correct size regardless of identification strength. The test is in
essence an Anderson–Rubin (AR) test using nonparametrically estimated instruments to ...
Cited by 2 - Related articles - View as HTML - All 11 versions

[PDF] The Affiliation Effect in First-Price Auctions: Supplementary Material

[PDF] from econometricsociety.org
J Pinkse… - Econometrica Supplementary Material, …, 2004 - econometricsociety.org
In Pinkse and Tan (2005) we show the existence of a new effect called the affiliation effect,
which can cause equilibrium bids to be decreasing in the number of bidders in first-price
auctions with conditionally independent private values. Here we analyze what happens ...
Cited by 2 - Related articles - View as HTML - All 3 versions

A Simple Test for Spatial Correlation in PROBIT Models

J Pinkse… - GREQAM, 1996 - ideas.repec.org
We propose a test for spatial correlation in Probit models that is a joint test for exclusion of
spatially lagged-dependent variables and absence of spatial-error correlation. We give a
maximum-likelihood justification for the test but use a simulations approach rather than ...
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[PDF] Weak identification and conditional moment restrictions

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SJ Jun… - 2007 - cemmap.ac.uk
Abstract We propose a test for the value of coefficients in models with conditional moment
restrictions which is asymptotically valid regardless of identification strength. The test is in
essence an Anderson–Rubin test using nonparametrically estimated instruments to which ...
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Efficient Semiparametric Seemingly Unrelated Quantile Regression Estimation

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SJ Jun… - Econometric Theory, 2009 - Cambridge Univ Press
We propose an efficient semiparametric estimator for the coefficients of a multivariate linear
regression model—with a conditional quantile restriction for each equation—in which the
conditional distributions of errors given regressors are unknown. The procedure can be ...
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[PDF] Discrete endogenous variables in weakly separable models

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SJ Jun, J Pinkse… - 2011 - joris.econ.psu.edu
This paper contains an extension of the identification method proposed in Jun, Pinkse, and
Xu (2009, JPX), which is based on a generated collection of sets, ie a Dynkin system. We
demonstrate the usefulness of this extension in the context of the model proposed by ...
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[CITATION] A Simple Test for Spatial Correlation in Probit Models

ME Slade… - 1995 - Dept. of Economics, University of …
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[CITATION] Heteroskedasticity Correction

J Pinkse - 2005
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[CITATION] The Role of Economie Space in Decision Making

J PINKSE - Annales d'économie et de …, 2005 - … de la recherche en économie et en …
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[CITATION] Nonparametric Heteroskedasticity Correction in Linear Models

J Pinkse
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[PDF] CEP Discussion Paper No 991 August 2010 Spillovers in Space: Does Geography Matter?

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S Lychagin, J Pinkse, ME Slade… - 2010 - cep.lse.ac.uk
Abstract We simultaneously assess the contributions to productivity of three sources of
research and development spillovers: geographic, technology and product–market
proximity. To do this, we construct a new measure of geographic proximity that is based on ...
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Adding Regressors to Obtain Efficiency

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SJ Jun… - Econometric Theory, 2010 - Cambridge Univ Press
It is well known that in standard linear regression models with independent and identically
distributed data and homoskedasticity, adding “irrelevant regressors” hurts (asymptotic)
efficiency unless such irrelevant regressors are orthogonal to the remaining regressors. ...
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Feasible Multivariate Nonparametric Estimation Using Weak Separability

J Pinkse - Econometric Society World Congress 2000 Contributed …, 2000 - ideas.repec.org
One of the main practical problems of nonparametric regression estimation is the curse of
dimensionality. The curse of dimensionality arises because nonparametric regression
estimates are dependent variable averages local to the point at which the regression ...
Cached - All 4 versions

[PDF] Efficient Multivariate Quantile Regression Estimation

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SJ Jun… - 2006 - qssi.psu.edu
Abstract We propose an efficient semiparametric estimator for the multivariate linear quantile
regression model in which the conditional joint distribution of errors given regressors is
unknown. The procedure can be used to estimate multiple conditional quantiles of the ...
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Discrete endogenous variables in weakly separable models*

S Jae Jun, J Pinkse… - The Econometrics Journal - Wiley Online Library
Summary This paper contains an extension of the identification method proposed in Jun,
Pinkse, and Xu (2011, JPX), which is based on a generated collection of sets, ie a Dynkin
system. We demonstrate the usefulness of this extension in the context of the model ...
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The Role of Economic Space in Decision Making: Response

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J Pinkse - Annales d'Économie et de Statistique, 2005 - JSTOR
Professor Flachaire's comments are well-taken and appreciated. My response will address
Professor Flachaire's idea to condition on the location of each obser vation i The thought of
creating a model based on location rather than distance (relative location) had occurred to ...
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DP7928 Spillovers in Space: Does Geography Matter?

S Lychagin, J Pinkse, ME Slade… - 2010 - cepr.org
We simultaneously assess the contributions to productivity of three sources of research and
development spillovers: geographic, technology and product–market proximity. To do this,
we construct a new measure of geographic proximity that is based on the distribution of a ...
Cached - All 3 versions

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