9 papers
On the power properties of inference for parameters with interval identified sets
Federico A. Bugni, Mengsi Gao, Filip Obradovic +1
This paper studies the power properties of confidence intervals (CIs) for a partially-identified parameter of interest with an interval identified set. We assume the researcher has…
Demand estimation without outside good shares
Federico A. Bugni, Joel L. Horowitz, Linqi Zhang
The BLP model is the workhorse framework for estimating demand for differentiated products using aggregate product shares. In practice, however, the share of the outside good is of…
Inference in Auctions with Many Bidders Using Transaction Prices
Federico A. Bugni, Yulong Wang
This paper studies inference in first-price and second-price sealed-bid auctions with many bidders, using an asymptotic framework where the number of bidders increases while the nu…
Marginal homogeneity tests with panel data
Federico Bugni, Jackson Bunting, Muyang Ren
A panel dataset satisfies marginal homogeneity if the time-specific marginal distributions are homogeneous or time-invariant. Marginal homogeneity is relevant in many economic sett…
Testing Conditional Stochastic Dominance at Target Points
Federico A. Bugni, Ivan A. Canay, Deborah Kim
This paper introduces a test for conditional stochastic dominance between two distributions at prespecified values of a conditioning covariate, referred to as target points. The te…
Decomposition and Interpretation of Treatment Effects in Settings with Delayed Outcomes
Federico A. Bugni, Ivan A. Canay, Steve McBride
This paper studies settings where the analyst is interested in identifying and estimating the average \emph{direct} causal effect of a binary treatment on an outcome. We consider a…