22 citations · 23 across the 3 of their papers we have counts for
4 papers
Econometrics of Insurance with Multidimensional Types
Gaurab Aryal, Isabelle Perrigne, Quang Vuong +1
In this paper, we address the identification and estimation of insurance models where insurees have private information about their risk and risk aversion. The model includes rando…
Rationalization and Identification of Binary Games with Correlated Types
Nianqing Liu, Quang Vuong, Haiqing Xu
This paper studies the rationalization and identification of binary games where players have correlated private types. Allowing for correlation is crucial in global games and in mo…
Estimation of heterogeneous individual treatment effects with endogenous treatments
Qian Feng, Quang Vuong, Haiqing Xu
This paper estimates individual treatment effects in a triangular model with binary--valued endogenous treatments. Following the identification strategy established in Vuong and Xu…
Semiparametric Estimation of First-Price Auction Models
Gaurab Aryal, Maria Florencia Gabrielli, Quang Vuong
We propose a semiparametric method to estimate the density of private values in first-price auctions. Specifically, we model private values through a set of conditional moment rest…