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 […]
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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Individual heterogeneity is an important source of variation in demand. Allowing for general heterogeneity is needed […]
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In this paper we introduce a new flexible mixed model for multinomial discrete choice where the […]
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2SLS is by far the most-used estimator for the simultaneous equation problem. However, it is now […]
It is common practice in econometrics to correct for heteroskedasticity.This paper corrects instrumental variables estimators with […]