Related papers: Identification and Estimation of Production Functi…
We consider identification and estimation with an outcome missing not at random (MNAR). We study an identification strategy based on a so-called shadow variable. A shadow variable is assumed to be correlated with the outcome, but…
This paper derives conditions under which preferences and technology are nonparametrically identified in hedonic equilibrium models, where products are differentiated along more than one dimension and agents are characterized by several…
Labor share, the fraction of economic output accrued as wages, is inexplicably declining in industrialized countries. Whilst numerous prior works attempt to explain the decline via economic factors, our novel approach links the decline to…
We consider nonparametric estimation of a covariance function on the unit square, given a sample of discretely observed fragments of functional data. When each sample path is only observed on a subinterval of length $\delta<1$, one has no…
Given data on the choices made by consumers for different offer sets, a key challenge is to develop parsimonious models that describe and predict consumer choice behavior while being amenable to prescriptive tasks such as pricing and…
We propose a novel method for estimating nonseparable selection models. We show that, for a given selection function, the potential outcome distributions are nonparametrically identified from the selected outcome distributions and can be…
Economic institutions often influence market outcomes not by directly controlling sellers' menus, but by shaping the market composition sellers face. We study the welfare effects of this upstream choice in a monopoly screening model. An…
We study linear Fisher markets with satiation. In these markets, sellers have earning limits and buyers have utility limits. Beyond natural applications in economics, these markets arise in the context of maximizing Nash social welfare when…
The goal of this paper is to provide some tools for nonparametric estimation and inference in psychological and economic experiments. We consider an experimental framework in which each of $n$subjects provides $T$ responses to a vector of…
During the past sixty years, a lot of effort has been made regarding the productive efficiency. Such endeavours provided an extensive bibliography on this subject, culminating in two main methods, named the Stochastic Frontier Analysis…
Sector specific multifactor CES elasticity of substitution and the corresponding productivity growths are jointly measured by regressing the growths of factor-wise cost shares against the growths of factor prices. We use linked input-output…
The available data in semi-supervised learning usually consists of relatively small sized labeled data and much larger sized unlabeled data. How to effectively exploit unlabeled data is the key issue. In this paper, we write the regression…
This paper develops semiparametric methods for estimation and inference of widely used inequality measures when survey data are subject to nonignorable nonresponse, a challenging setting in which response probabilities depend on the…
This paper describes a method to estimate a production frontier that satisfies the axioms of monotonicity and concavity in a non-parametric Bayesian setting. An inefficiency term that allows for significant departure from prior…
Learning user preferences for products based on their past purchases or reviews is at the cornerstone of modern recommendation engines. One complication in this learning task is that some users are more likely to purchase products or review…
Monotonicity is a key qualitative prediction of a wide array of economic models derived via robust comparative statics. It is therefore important to design effective and practical econometric methods for testing this prediction in empirical…
In this paper, we propose a general method for testing inequality restrictions on nonparametric functions. Our framework includes many nonparametric testing problems in a unified framework, with a number of possible applications in auction…
Average partial effects (APEs) are often not point identified in panel models with unrestricted unobserved individual heterogeneity, such as a binary response panel model with fixed effects and logistic errors as a special case. This lack…
A new microeconomic model is presented that aims at a description of the long-term unit sales and price evolution of homogeneous non-durable goods in polypoly markets. It merges the product lifecycle approach with the price dispersion…
Multi-category data arise in diverse fields including marketing, chemistry, public policy, genomics, political science, and ecology. We consider the problem of estimating ratios of category-specific means in a fully nonparametric setting,…