Recent advances in the measurement error literature

SM Schennach - Annual review of economics, 2016 - annualreviews.org
This article reviews recent significant progress made in develo** estimation and inference
methods for nonlinear models in the presence of mismeasured data that may or may not …

Mixed model prediction and small area estimation

J Jiang, P Lahiri - Test, 2006 - Springer
Over the last three decades, mixed models have been frequently used in a wide range of
small area applications. Such models offer great flexibilities in combining information from …

A simple approach to quantile regression for panel data

IA Canay - The econometrics journal, 2011 - academic.oup.com
This paper provides a set of sufficient conditions that point identify a quantile regression
model with fixed effects. It also proposes a simple transformation of the data that gets rid of …

Identification of standard auction models

S Athey, PA Haile - Econometrica, 2002 - Wiley Online Library
This paper presents new identification results for models of first–price, second–price,
ascending (English), and descending (Dutch) auctions. We consider a general specification …

Edited by P. Bickel, P. Diggle, S. Fienberg, U. Gather

I Olkin, S Zeger - 2009 - Springer
Deconvolution problems occur in many fields of nonparametric statistics, for example,
density estimation based on contaminated data, nonparametric regression with errors-in …

Identification and estimation of auction models with unobserved heterogeneity

E Krasnokutskaya - The Review of Economic Studies, 2011 - academic.oup.com
In many procurement auctions, the bidders' unobserved costs depend both on a common
shock and on idiosyncratic private information. Assuming a multiplicative structure, I derive …

Nonparametric approaches to auctions

S Athey, PA Haile - Handbook of econometrics, 2007 - Elsevier
This chapter discusses structural econometric approaches to auctions. Remarkably, much of
what can be learned from auction data can be learned without restrictions beyond those …

Procurement contracting with time incentives: Theory and evidence

G Lewis, P Bajari - The Quarterly Journal of Economics, 2011 - academic.oup.com
In public procurement, social welfare often depends on how quickly the good is delivered. A
leading example is highway construction, where slow completion inflicts a negative …

A study of the internal organization of a bidding cartel

J Asker - American Economic Review, 2010 - aeaweb.org
This paper examines bidding in over 1,700 knockout auctions used by a bidding cartel (or
ring) of stamp dealers in the 1990s. The knockout was conducted using a variant of the …

Estimation of nonlinear models with measurement error

SM Schennach - Econometrica, 2004 - Wiley Online Library
This paper presents a solution to an important econometric problem, namely the root n
consistent estimation of nonlinear models with measurement errors in the explanatory …