Related papers: Nonparametric Identification of Differentiated Pro…

We analyze demand settings where heterogeneous consumers maximize utility for product attributes subject to a nonlinear budget constraint. We develop nonparametric methods for welfare-analysis of interventions that change the constraint.…

In the evolving landscape of digital commerce, adaptive dynamic pricing strategies are essential for gaining a competitive edge. This paper introduces novel {\em doubly nonparametric random utility models} that eschew traditional parametric…

A central push in operations models over the last decade has been the incorporation of models of customer choice. Real world implementations of many of these models face the formidable stumbling block of simply identifying the `right' model…

In the recent decades, the advance of information technology and abundant personal data facilitate the application of algorithmic personalized pricing. However, this leads to the growing concern of potential violation of privacy due to…

Researchers develop models to explain the unknowns. These models typically involve parameters that capture tangible quantities, the estimation of which is desired. Parameter identifiability investigates the recoverability of the unknown…

We study a canonical multi-task demand-learning problem motivated by retail pricing, where a firm seeks to estimate heterogeneous linear price-response functions across multiple decision contexts. Each context is described by rich…

This paper leverages heterogeneous auxiliary information to address the data sparsity problem of recommender systems. We propose a model that learns a shared feature space from heterogeneous data, such as item descriptions, product tags and…

This paper develops a new method for identifying econometric models with partially latent covariates. Such data structures arise in industrial organization and labor economics settings where data are collected using an input-based sampling…

Can stated preferences inform counterfactual analyses of actual choice? This research proposes a novel approach to researchers who have access to both stated choices in hypothetical scenarios and actual choices, matched or unmatched. The…

Privacy is an essential issue in data trading markets. This work uses a mechanism design approach to study the optimal market model to economize the value of privacy of personal data, using differential privacy. The buyer uses a finite…

Predicting the economy's short-term dynamics -- a vital input to economic agents' decision-making process -- often uses lagged indicators in linear models. This is typically sufficient during normal times but could prove inadequate during…

One of the most important empirical findings in microeconometrics is the pervasiveness of heterogeneity in economic behaviour (cf. Heckman 2001). This paper shows that cumulative distribution functions and quantiles of the nonparametric…

We study partial identification of the preference parameters in the one-to-one matching model with perfectly transferable utilities. We do so without imposing parametric distributional assumptions on the unobserved heterogeneity and with…

For binary outcome models, an endogeneity correction based on nonlinear rank-based transformations is proposed. Identification without external instruments is achieved under one of two assumptions: either the endogenous regressor is a…

In this article we introduce a general nonparametric point-identification result for nonseparable triangular models with a multivariate first- and second stage. Based on this we prove point-identification of Hedonic models with multivariate…

This paper considers fixed effects estimation and inference in linear and nonlinear panel data models with random coefficients and endogenous regressors. The quantities of interest -- means, variances, and other moments of the random…

This study proposes a mixed logit model with multivariate nonparametric finite mixture distributions. The support of the distribution is specified as a high-dimensional grid over the coefficient space, with equal or unequal intervals…

We consider a periodical equilibrium pricing problem for multiple firms over a planning horizon of T periods. At each period, firms set their selling prices and receive stochastic demand from consumers. Firms do not know their underlying…

In this paper, we establish sufficient conditions for identifying treatment effects on continuous outcomes in endogenous and multi-valued discrete treatment settings with unobserved heterogeneity. We employ the monotonicity assumption for…

We propose an estimation procedure for discrete choice models of differentiated products with possibly high-dimensional product attributes. In our model, high-dimensional attributes can be determinants of both mean and variance of the…