6 citations · 11 across the 5 of their papers we have counts for
6 papers
Under-Identification of Structural Models Based on Timing and Information Set Assumptions
Daniel Ackerberg, Garth Frazer, Kyoo il Kim +2
We revisit identification based on timing and information set assumptions in structural models, which have been used in the context of production functions, demand equations, and h…
Order Statistics Approaches to Unobserved Heterogeneity in Auctions
Yao Luo, Peijun Sang, Ruli Xiao
We establish nonparametric identification of auction models with continuous and nonseparable unobserved heterogeneity using three consecutive order statistics of bids. We then prop…
Identification of Auction Models Using Order Statistics
Yao Luo, Ruli Xiao
Auction data often contain information on only the most competitive bids as opposed to all bids. The usual measurement error approaches to unobserved heterogeneity are inapplicable…
Efficient Estimation of Structural Models via Sieves
Yao Luo, Peijun Sang
We propose a class of sieve-based efficient estimators for structural models (SEES), which approximate the solution using a linear combination of basis functions and impose equilib…
Nonparametric Identification of First-Price Auction with Unobserved Competition: A Density Discontinuity Framework
Emmanuel Guerre, Yao Luo
We consider nonparametric identification of independent private value first-price auction models, in which the analyst only observes winning bids. Our benchmark model assumes an ex…
Sufficient Statistics for Unobserved Heterogeneity in Structural Dynamic Logit Models
Victor Aguirregabiria, Jiaying Gu, Yao Luo
We study the identification and estimation of structural parameters in dynamic panel data logit models where decisions are forward-looking and the joint distribution of unobserved…