Selected Publications
From its inception, demand estimation has faced the problem of “many prices.” While some aggregation across […]
This paper shows how to increase the power of Hausmans (1978) specification test as well as […]
This paper proposes a specification test of the mixed logit models, by generalizing Hausman and McFaddens […]
We propose a new estimator for the dynamic panel model, which solves the failure of strict […]
Individual heterogeneity is an important source of variation in demand. Allowing for general heterogeneity is needed […]
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This paper considers the finite sample distribution of the 2SLS estimator and derives bounds on its […]
Individual heterogeneity is an important source of variation in demand. Allowing for general heterogeneity is needed […]
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Previous version
Individual heterogeneity is an important source of variation in demand. Allowing for general heterogeneity is needed […]
Latest version
This paper gives a relatively simple, well behaved solution to the problem of many instruments in […]
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In this paper, we analyze properties of the Continuous Updating Estimator (CUE) proposed by Hansen et […]