Selected Publications
Individual heterogeneity is an important source of variation in demand. Allowing for general heterogeneity is needed […]
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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 […]
In this paper, we introduce a new flexible mixed model for multinomial discrete choice where the […]
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Using many valid instrumental variables has the potential to improve efficiency but makes the usual inference […]
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Consumers often benefit from increased competition in differentiated product settings. In previous research Hausman (1997a, 1997b, […]
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Current methods of estimating the random coefficients logit model employ simulations of the distribution of the […]
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Estimation of heteroskedasticity and autocorrelation consistent covariance matrices (HACs) is a well established problem in time […]
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Methods of estimation of regression coefficients are proposed when the regression function includes a polynomial in […]