Marc Henry, Vector copulas, with Yanqin Fan, Journal of Econometrics (2022)
Marc Henry, Identification of hedonic equilibrium and nonseparable simultaneous equations, with Victor Chernozhukov, Alfred Galichon and Brendan Pass, Journal of Political Economy, 129, 842-870 (2021)
Marc Henry, Sharp bounds and testability of a Roy model of STEM major choices, with Ismaël Mourifié and Romuald Méango, Journal of Political Economy, 128, 3220-83 (2020)
Andres Aradillas-Lopez, Computing Semiparametric Efficiency Bounds in Discrete Choice Models with Strategic-interactions and Rational Expectations , Journal of Econometrics, 2020, forthcoming.
Andres Aradillas-Lopez, The Econometrics of Static Games , Annual Review of Economics, Vol. 12, 2020, pp:135-165.
Andres Aradillas-Lopez, Computing Semiparametric Efficiency Bounds in Linear Models with Nonparametric Regressors , Economics Letters, Vol. 185, 2019, pp:1-5
Andres Aradillas-Lopez, Nonparametric Tests for Strategic Interaction Effects with Rationalizability , Economics Letters, Vol. 181, 2019, pp: 149-153.
Keisuke Hirano, Identification of time and risk preferences in buy price auctions, with Daniel Ackerberg and Quazi Shahriar, Quantitative Economics, 2017, forthcoming.
Patrik Guggenberger, Asymptotic size of Kleibergen’s LM and conditional LR tests for moment condition models, with Donald W.K. Andrews, Econometric Theory 33(5), 1046-1080, 2017.
Marc Henry, Monge-Kantorovich depth, quantiles, ranks and signs, with Victor Chernozhukov, Alfred Galichon, Marc Hallin, Annals of Statistics, 45, 223-256, 2017.
Ronald Gallant, Bayesian estimation of state space models using moment conditions, with Raffaella Giacomini and Giuseppe Ragusa, Journal of Econometrics, 201, 198-211, 2017.
Ronald Gallant, A Bayesian approach to estimation of dynamic models with small and large number of heterogeneous players and latent serially correlated states, with Han Hong and Ahmed Khawaja, Journal of Econometrics, forthcoming, 2017.
Ronald Gallant, Exact Bayesian moment based inference for the distribution of the small-time movements of an Ito semimartingale, with George Tauchen, Journal of Econometrics, forthcoming, 2017.
Michael Gechter Labor regulations and the cost of corruption: evidence from the Indian firm size distribution with Amrit Amirapu.
Michael Gechter, Generalizing the results from social experiments: theory and evidence from Mexico and India
Michael Gechter, Efficiency and equity of land policy in developing country cities: evidence from the Mumbai Mills redevelopment, with Nick Tsivanidis
Paul Grieco and Joris Pinkse, Brewed in North America: mergers, marginal costs, and efficiency, International Journal of Industrial Organization, with Margaret Slade, 2017.
Marc Henry, Inference on two component mixtures under tail restrictions, with Koen Jochmans and Bernard Salanie, Econometric Theory, 33, 610-635, 2017.
Keisuke Hirano, Forecasting with model uncertainty, with Jonathan H. Wright, Econometrica, 2017.
Sung Jae Jun and Joris Pinkse, Integrated score estimation, with Yuanyuan Wan, Econometric Theory, 2017.
Andres Aradillas-Lopez, A simple test for moment inequality models with an application to English auctions, with Amit Gandhi and Dan Quint, Journal of Econometrics, Vol. 194, No. 1, 96-115, 2016.
Sung Jae Jun and Joris Pinkse, Estimating a nonparametric triangular system with binary endogenous regressors, with Haiqing Xu, Econometrics Journal, 2016.
Marc Henry, Combinatorial approach to inference in partially identified incomplete structural models, with Romuald Meango and Maurice Queyranne, Quantitative Economics, 6, 499-529, 2015.
Sung Jae Jun and Joris Pinkse, Classical Laplace estimation for cube-root-n-consistent estimators: improved convergence rates and rate-adaptive inference, with Yuanyuan Wan, Journal of Econometrics, 2015.
The interests of the econometrics group span the interests of the profession and cover areas in both micro-and macroeconometrics including Bayesian methods,computational statistics, demand estimation, econometrics of auctions, econometrics of games, econometrics of networks, experimental design, external validity, financial econometrics, the generalized method of moments, inference under weak identification, information theory, nonnested models, neural nets, nonlinear dynamic models, nonparametric methods, robust inference, semiparametric methods, simulation estimators, spatial econometrics, splines, state space models, statistical decision theory, time series econometrics, and uniformity issues.