Zobrazeno 1 - 10
of 145
pro vyhledávání: '"Aguirregabiria, Victor"'
Geographic dispersion of depositors, borrowers, and banks may prevent funding from flowing to high loan demand areas, limiting credit access. Using bank-county-year level data, we provide evidence of the geographic imbalance of deposits and loans and
Externí odkaz:
http://arxiv.org/abs/2407.03517
This paper deals with the endogeneity of firms' entry and exit decisions in demand estimation. Product entry decisions lack a single crossing property in terms of demand unobservables, which causes the inconsistency of conventional methods dealing wi
Externí odkaz:
http://arxiv.org/abs/2308.14196
This paper investigates the impact of decentralizing inventory decision-making in multi-establishment firms using data from a large retail chain. Analyzing two years of daily data, we find significant heterogeneity among the inventory decisions made
Externí odkaz:
http://arxiv.org/abs/2307.05562
Autor:
Aguirregabiria, Victor
This paper studies identification and estimation of a dynamic discrete choice model of demand for differentiated product using consumer-level panel data with few purchase events per consumer (i.e., short panel). Consumers are forward-looking and thei
Externí odkaz:
http://arxiv.org/abs/2205.03948
This survey is organized around three main topics: models, econometrics, and empirical applications. Section 2 presents the theoretical framework, introduces the concept of Markov Perfect Nash Equilibrium, discusses existence and multiplicity, and de
Externí odkaz:
http://arxiv.org/abs/2109.01725
In nonlinear panel data models, fixed effects methods are often criticized because they cannot identify average marginal effects (AMEs) in short panels. The common argument is that identifying AMEs requires knowledge of the distribution of unobserved
Externí odkaz:
http://arxiv.org/abs/2107.06141
We study the identification and estimation of structural parameters in dynamic panel data logit models where decisions are forward-looking and the joint distribution of unobserved heterogeneity and observable state variables is nonparametric, i.e., f
Externí odkaz:
http://arxiv.org/abs/1805.04048
Publikováno v:
Annals of Economics and Statistics, 2021 Jun 01(142), 179-210.
Publikováno v:
In Journal of Econometrics August 2021 223(2):280-311
Autor:
Aguirregabiria, Victor1 (AUTHOR) victor.aguirregabiria@utoronto.ca
Publikováno v:
Econometrics Journal. Jan2023, Vol. 26 Issue 1, pC1-C25. 25p.