Research methods

We study inference in complete information games with discrete strategy spaces.

Economists are often interested in estimating averages with respect to distributions of unobservables, such as moments of individual fixed-effects, or average partial effects in discrete choice models.

In this paper we analyse a discrete choice model for partially ordered alternatives.

This paper describes three methods for carrying out non-asymptotic inference on partially identified parameters that are solutions to a class of optimization problems.

This paper studies models of processes generating censored outcomes with endogenous explanatory variables and instrumental variable restrictions.

In this paper, we consider the problem of accounting for such uncertainty by constructing confidence sets for the rank of each population. We consider both the problem of constructing marginal confidence sets for the rank of a particular population as well as simultaneous confidence sets for the ranks of all populations.

This paper proposes a powerful alternative to the t-test in linear regressions when a regressor is mismeasured. We assume there is a second contaminated measurement of the regressor of interest.

We propose a new specification test for assessing the validity of fuzzy regression discontinuity designs (FRD-validity).

This paper first reviews some of the approaches that have been taken to estimate the common parameters of binary outcome models with fixed effects.

We study the incidental parameter problem for the “three-way” Poisson Pseudo-Maximum Likelihood (PPML) estimator recently recommended for identifying the effects of trade policies and in other panel data gravity settings.

We show the importance of Berkson errors for demand estimation with nonseparable unobserved heterogeneity.

We study an extension of a treatment effect model in which an observed discrete classifier indicates which one of a set of counterfactual processes occurs, each of which may result in the realization of several endogenous outcomes.

We study testable implications of multiple equilibria in discrete games with incomplete information. Unlike de Paula and Tang (2012), we allow the players’ private signals to be correlated.

We provide estimation methods for panel nonseparable models based on low-rank factor structure approximations. The factor structures are estimated by matrix-completion methods to deal with the computational challenges of principal component analysis in the presence of missing data.

This article estimates the importance of temptation for consumption smoothing and asset accumulation in a life‐cycle model.

Many empirical questions concern target parameters selected through optimization. For example, researchers may be interested in the effectiveness of the best policy found in a randomized trial, or the best-performing investment strategy based on historical data.

Recent contributions using police recorded calls-for-service and/or crime data to estimate impacts of COVID-19 lockdowns on the incidence of domestic violence (DV) have reported relatively modest effects.