Matthew Shum
Selected Publications
Estimation of random coefficients logit demand models with interactive fixed effects
We extend the Berry, Levinsohn and Pakes (BLP, 1995) random coeffcients discrete-choice demand model, which underlies […]
Previous version
Estimation of random coefficients logit demand models with interactive fixed effects
We extend the Berry, Levinsohn and Pakes (BLP, 1995) random coefficients discrete choicedemand model, which underlies […]
Latest version
Previous version
Estimation of random coefficients logit demand models with interactive fixed effects
We extend the Berry, Levinsohn and Pakes (BLP, 1995) random coefficients discrete-choice demand model, which underlies […]
Latest version
Nonparametric learning rules from bandit experiments: the eyes have it!
We estimate nonparametric learning rules using data from dynamic two-armed bandit (probabilistic reversal learning) experiments, supplemented […]
Latest version
Nonparametric identification of auction models with non-separable unobserved heterogeneity
We propose a novel methodology for nonparametric identification of first-price auction models with independent private values, […]
Nonparametric identification of dynamic models with unobserved state variables
We consider the identification of a Markov process {Wt, Xt*} for t=1,2,…,T when only {Wt} for […]