Dr Adam Rosen

An incomplete model of English auctions with symmetric independent private values, similar to the one studied in Haile and Tamer (2003), is shown to fall in the class of Generalized Instrumental Variable Models introduced in Chesher and Rosen (2014). A characterization of the sharp identified set for the distribution of valuations is thereby obtained and shown to refine the bounds available until now.

The authors study a generalization of the treatment effect model in which an observed discrete classifier indicates in which one of a set of counterfactual processes a decision maker is observed. The other observed outcomes are delivered by the particular counterfactual process in which the decision maker is found.

In this paper, the authors study a random-coefficients model for a binary outcome.

The authors present the clrbound, clr2bound, clr3bound, and clrtest commands for estimation and inference on intersection bounds as developed by Chernozhukov, Lee, and Rosen (2013, Econometrica 81: 667–737).

This paper studies econometric models of complete information games with ordered action spaces, such as the number of store fronts operated in a market by a rm, or the daily number of flights on a city-pair offered by an airline.

We present the clrbound, clr2bound, clr3bound, and clrtest commands for estimation and inference on intersection bounds as developed by Chernozhukov et al. (2013)

In this paper the authors extend the application of instrumental variable (IV) methods to a wide class of problems in which multiple values of unobservable variables can be associated with particular combinations of observed endogenous and exogenous variables.

The ability to allow for flexible forms of unobserved heterogeneity is an essential ingredient in modern microeconometrics. In this paper the authors extend the application of instrumental variable (IV) models to a wide class of problems in which multiple values of unobservable variables can be associated with particular combinations of observed endogenous and exogenous variables.

We present the clrbound, clr2bound, clr3bound and clrtest commands for estimation and inference developed by Chernozhukov et al. (2013).

This package includes various commands. clr2bound compute two-sided bound estimates using Bonferroni's inequality. clrbound compute a one-sided bound estimate. clrtest tests the hypothesis that the maximum of lower intersection bounds is nonpositive. clr3bound compute two-sided bound estimates by inverting clrtest.

We study econometric models of complete information games with ordered action spaces, such as the number of store fronts operated in a market by a firm, or the daily number of flights on a city-pair offered by an airline.

This paper studies identification in multiple discrete choice models in which there may be endogenous explanatory variables, that is, explanatory variables that are not restricted to be distributed independently of the unobserved determinants of latent utilities.

We study models with discrete endogenous variables and compare the use of two stage least squares (2SLS) in a linear probability model with bounds analysis using a nonparametric instrumental variable model.

We study models with discrete endogenous variables and compare the use of two stage least squares (2SLS) in a linear probability model with bounds analysis using a nonparametric instrumental variable model.

We develop a practical and novel method for inference on intersection bounds, namely bounds defined by either the infimum or supremum of a parametric or nonparametric function, or equivalently, the value of a linear programming problem with a potentially infinite constraint set.

In this paper the authors study a random coefficient model for a binary outcome.

This paper provides a practical and novel method for inference on intersection bounds, namely bounds defined by either the infimum or supremum of a parametric or nonparametric function, or equivalently, the value of a linear programming problem with a potentially infinite constraint set.