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 ...
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 ...
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 ...
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 ...
[CITATION] School Year Employment, Academic Performance and College Enrollment Rates
WR Gayle - Unpublished Manuscript, University of Pittsburgh, 2003
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 ...
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 ...
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 ...
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 ...
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 ...
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 ...
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 ...
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 ...
[CITATION] N-Consistent Estimation of a Nonlinear Panel Data Model
WR Gayle
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 ...
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 ...
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 ...
S Namoro, M Burda… - en.scientificcommons.org
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