Zobrazeno 1 - 7
of 7
pro vyhledávání: '"Federico Zincenko"'
Autor:
Sung Jae Jun, Federico Zincenko
Publikováno v:
Journal of Econometrics. 226:295-320
We consider testing for risk aversion in first-price sealed-bid auctions with symmetric bidders and independent private values. We impose several restrictions on the parameter space, which are all implied by Guerre et al. (2009)’s exclusion restric
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8f569b1e8bb0dd49750dc8bf7ddc454e
https://doi.org/10.1016/j.jeconom.2020.11.015
https://doi.org/10.1016/j.jeconom.2020.11.015
Autor:
Federico Zincenko
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::cbc5c05950e001c71bd1d4f5811629fb
https://doi.org/10.2139/ssrn.3966545
https://doi.org/10.2139/ssrn.3966545
Autor:
Federico Zincenko
Publikováno v:
Journal of Econometrics. 205:303-335
This paper proposes nonparametric estimators for the bidders’ utility function and density of private values in a first-price sealed-bid auction model with independent valuations. I study a setting with risk-averse bidders and adopt a fully nonpara
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f5486f1747f6d67bdb7e3df959c42e6e
https://doi.org/10.1016/j.jeconom.2018.03.015
https://doi.org/10.1016/j.jeconom.2018.03.015
Autor:
Arie Beresteanu, Federico Zincenko
Publikováno v:
Oxford Bulletin of Economics and Statistics. 80:122-134
This paper considers estimation of discrete choice models when agents report their ranking of the alternatives (or some of them) rather than just the utility maximizing alternative. We investigate the parametric conditional rank-ordered Logit model.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::91de196663428bac7fd759816ed99d95
https://doi.org/10.1111/obes.12190
https://doi.org/10.1111/obes.12190
Autor:
Federico Zincenko, Ichiro Obara
Publikováno v:
The RAND Journal of Economics. 48:230-249
We examine the impact of heterogeneous discounting on collusion in dynamic Bertrand competition. We show exactly when collusion can be sustained and how collusion would be organized efficiently with heterogeneous discounting. First, we show that coll
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e3cf5de1a3266d7a01109b0a169db6f1
https://doi.org/10.1111/1756-2171.12174
https://doi.org/10.1111/1756-2171.12174
Publikováno v:
Journal of Econometric Methods. 9
This paper develops an alternative estimator for linear dynamic panel data models based on parameterizing the covariances between covariates and unobserved time-invariant effects. A GMM framework is used to derive an optimal estimator based on moment
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::158717b7cce591b54cd1f79036d7a288
https://doi.org/10.1515/jem-2018-0015
https://doi.org/10.1515/jem-2018-0015
Publikováno v:
Empirical Economics
We derive tests for persistent effects in a general linear dynamic panel data context. Two sources of persistent behavior are considered: time-invariant unobserved factors (captured by an individual random effect) and dynamic persistence or “state
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a8fe442ce4645dc841b59c6965b999a2
