High-dimensional covariates often admit linear factor structure. To effectively screen correlated covariates in high-dimension, we propose… Continue reading.

This paper presents an empirical model of sponsored search auctions where advertisers are ranked by bid… Continue reading.

Standard methods for estimating production functions in the Olley and Pakes (1996) tradition require assumptions on… Continue reading.

We test the null hypothesis that two parameters (μ1,μ2) have the same sign, assuming that (asymptotically)… Continue reading.