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The projection solution to the incidental parameter problem

This paper introduces a new approach to econometric analysis of nonlinear panel data models when the… Continue reading.

Andrew Chesher, Adam Rosen, Yuanqi Zhang
July | CWP11/26
Identification and estimation of semiparametric multilayered sample selection models

Many selection problems are multilayered: agents first decide whether to participate and then sort among ordered… Continue reading.

Dongwoo Kim
May | CWP10/26
Semi-nonparametric models of multidimensional matching: an optimal transport approach

This paper develops a set of empirically tractable and flexible sieve estimators for semi nonparametric multidimensional… Continue reading.

Dongwoo Kim, Young Jun Lee
May | CWP09/26
Partial identification of the valuation distribution in sequential English auctions

This paper extends the incomplete model of Haile and Tamer (2003) from static English auctions to… Continue reading.

Dongwoo Kim, Kyoo il Kim, Pallavi Pal
May | CWP08/26