Xiang Chiong, Khai; Shum, Matthew; et el. (2023) Combining
Choice and Response Time Data: A Drift-Diffusion Model of Mobile
Advertisements ; Management Science; 10.1287/mnsc.2023.4738
Shum, Matthew and Xin, Yi (2022) Time-Varying
Risk Aversion? Evidence from Near-Miss Accidents ; Review of
Economics and Statistics; Vol. 104; No. 6; 1317-1328; 10.1162/rest_a_01009
Bonnet, Odran; Galichon, Alfred; et el. (2022) Yogurts
Choose Consumers? Estimation of Random-Utility Models via Two-Sided
Matching ; Review of Economic Studies; Vol. 89; No. 6; 3085-3114; 10.1093/restud/rdac006
Zhao, Yi; Yang, Sha; et el. (2022) A
Dynamic Model of Player Level-Progression Decisions in Online
Gaming ; Management Science; 10.1287/mnsc.2021.4255
Hsieh, Yu-Wei; Shi, Xiaoxia; et el. (2022) Inference
on estimators defined by mathematical programming ; Journal of
Econometrics; Vol. 226; No. 2; 248-268; 10.1016/j.jeconom.2021.06.001
Dong, Baiyu; Hsieh, Yu-Wei; et el. (2021) Computing
moment inequality models using constrained optimization ;
Econometrics Journal; Vol. 24; No. 3; 399-416; 10.1093/ectj/utab014
Buchholz, Nicholas; Shum, Matthew; et el. (2021) Semiparametric
estimation of dynamic discrete choice models ; Journal of
Econometrics; Vol. 223; No. 2; 312-327; 10.1016/j.jeconom.2020.01.024
Fosgerau, Mogens; Melo, Emerson; et el. (2021) Some
remarks on CCP-based estimators of dynamic models ; Economics
Letters; Vol. 204; Art. No. 109911; 10.1016/j.econlet.2021.109911
Echenique, Federico; Lee, SangMok; et el. (2021) Stability
and Median Rationalizability for Aggregate Matchings ; Games; Vol.
12; No. 2; Art. No. 33; 10.3390/g12020033
Fosgerau, Mogens; Melo, Emerson; et el. (2020) Discrete
choice and rational inattention: a general equivalence result ;
International Economic Review; Vol. 61; No. 4; 1569-1589; 10.1111/iere.12469
Gillen, Benjamin J.; Montero, Sergio; et el. (2019) BLP-2LASSO
for aggregate discrete choice models with rich covariates ;
Econometric Theory; Vol. 22; No. 3; 262-281; 10.1093/ectj/utz010
Chen, Jiawei and Shum, Matthew (2019) Equilibrium
Effects of Superstition in the Housing Market ; Japanese Economic
Review; Vol. 70; No. 3; 341-345; 10.1111/jere.12236
Huang, Guofang; Shum, Matthew; et el. (2019) Is
pharmaceutical detailing informative? Evidence from contraindicated drug
prescriptions ; Quantitative Marketing and Economics; Vol. 17; No. 2;
135-160; 10.1007/s11129-018-9206-4
Cao, Jianfei; Shi, Xiaoxia; et el. (2019) On
the empirical content of the Beckerian marriage model ; Economic
Theory; Vol. 67; No. 2; 349-362; 10.1007/s00199-018-1106-z
Crawford, Gregory S.; Shcherbakov, Oleksandr; et el. (2019) Quality
Overprovision in Cable Television Markets ; American Economic Review;
Vol. 109; No. 3; 956-995; 10.1257/aer.20151182
Melo, Emerson; Pogorelskiy, Kirill; et el. (2019) Testing
the Quantal Response Hypothesis ; International Economic Review; Vol.
60; No. 1; 53-74; 10.1111/iere.12344
Chiong, Khai Xiang and Shum, Matthew (2019) Random
Projection Estimation of Discrete-Choice Models with Large Choice
Sets ; Management Science; Vol. 65; No. 1; 256-271; 10.1287/mnsc.2017.2928
Moon, Hyungsik Roger; Shum, Matthew; et el. (2018) Estimation
of random coefficients logit demand models with interactive fixed
effects ; Journal of Econometrics; Vol. 206; No. 2; 613-644; 10.1016/j.jeconom.2018.06.016
Iaryczower, Matias; Shi, Xiaoxia; et el. (2018) Can
Words Get in the Way? The Effect of Deliberation in Collective Decision
Making ; Journal of Political Economy; Vol. 126; No. 2; 688-734; 10.1086/696228
Shi, Xiaoxia; Shum, Matthew; et el. (2018) Estimating
Semi-Parametric Panel Multinomial Choice Models Using Cyclic
Monotonicity ; Econometrica; Vol. 86; No. 2; 737-761; 10.3982/ECTA14115
Chiong, Khai X.; Galichon, Alfred; et el. (2017) Estimating
Dynamic Discrete Choice Models Via Convex Analysis ; 10.7907/vgp0z-00y54
Moon, Hyungsik Roger; Shum, Matthew; et el. (2017) Estimation
of Random Coefficients Logit Demand Models with Interactive Fixed
Effects ; 10.7907/safgt-rvv10
Fan, Yanqin; Sherman, Robert; et el. (2017) Identifying
Treatment Effects under Data Combination ; 10.7907/dzksf-x2220
Hu, Yingyao; Kayaba, Yutaka; et el. (2017) Nonparametric
Learning Rules from Bandit Experiments: The Eyes have it! ; 10.7907/wm7ct-f2g27
Iaryczower, Matias; Lewis, Garrett; et el. (2017) To
Elect or to Appoint? Bias, Information, and Responsiveness of
Bureaucrats and Politicians ; 10.7907/nhpgb-s3b25
Iaryczower, Matias; Shi, Xiaoxia; et el. (2017) Words
Get in the Way: The Effect of Deliberation in Collective
Decision-Making ; 10.7907/95v1p-kkr41
Gillen, Benjamin J.; Plott, Charles R.; et el. (2017) A
Pari-Mutuel-Like Mechanism for Information Aggregation: A Field Test
inside Intel ; Journal of Political Economy; Vol. 125; No. 4;
1075-1099; 10.1086/692714
An, Yonghong; Baye, Michael R.; et el. (2017) Identification
and Estimation of Online Price Competition With an Unknown Number of
Firms ; Journal of Applied Econometrics; Vol. 32; No. 1; 80-102; 10.1002/jae.2492
Hu, Yingyao; Shum, Matthew; et el. (2017) A
Simple Estimator for Dynamic Models with Serially Correlated
Unobservables ; Journal of Econometric Methods; Vol. 6; No. 1; 10.1515/jem-2015-0011
Allen, Jason; Chapman, James; et el. (2016) Efficiency
and Bargaining Power in the Interbank Loan market
Allen, Jason; Chapman, James; et el. (2016) Efficiency
and Bargaining Power in the Interbank Loan Market ; International
Economic Review; Vol. 57; No. 2; 691-716; 10.1111/iere.12173
An, Yonghong; Baye, Michael R.; et el. (2016) Horizontal
Mergers of Online Firms: Structural Estimation and Competitive
Effects
Hu, Yingyao; Shum, Matthew; et el. (2016) A
Simple Estimator for Dynamic Models with Serially Correlated
Unobservables ; 10.7907/6372h-8ss62
Shi, Xiaoxia; Shum, Matthew; et el. (2016) Estimating
Multinomial Choice Models using Cyclic Monotonicity ; 10.7907/njsz3-40831
Chiong, Khai X. and Shum, Matthew (2016) Random
Projection Estimation of Discrete-Choice Models With Large Choice
Sets ; 10.7907/9g8y6-hqs08
Shi, Xiaoxia and Shum, Matthew (2016) Simple
Two-Stage Inference for A Class of Partially Identified Models ; 10.7907/3gn2w-wxz77
Melo, Emerson; Pogorelskiy, Kirill; et el. (2016) Testing
the Quantal Response Hypothesis ; 10.7907/2ajb4-d0492
Hsieh, Yu-Wei; Shum, Matthew; et el. (2016) To
Score or Not to Score? Estimates of a Sponsored Search Auction
Model ; 10.7907/gjyrs-nap73
Corvalan, Alejandro; Melo, Emerson; et el. (2016) Bounding
Causal Effects in an Ecological Inference Problem: the Chilean Electoral
Reform ; Political Science Research and Methods
Iaryczower, Matias and Shum, Matthew (2016) Money
in Judicial Politics: Individual Contributions and Collective
Decisions ; 10.2139/ssrn.1998895
Chiong, Khai Xiang; Galichon, Alfred; et el. (2016) Duality
in dynamic discrete-choice models ; Quantitative Economics; Vol. 7;
No. 1; 83-115; 10.3982/QE436
Sudhir, K.; Priester, Joe; et el. (2015) Research
Opportunities in Emerging Markets: an Inter-disciplinary Perspective
from Marketing, Economics, and Psychology ; Customer Needs and
Solutions; Vol. 2; No. 4; 264-276; 10.1007/s40547-015-0044-1
Grether, David; Porter, David; et el. (2015) Cyber-Shilling
in Automobile Auctions: Evidence from a Field Experiment ; American
Economic Journal: Microeconomics; Vol. 7; No. 3; 85-103; 10.1257/mic.20120085
Fan, Yanqin; Sherman, Robert; et el. (2015) Estimation
and Inference in an Ecological Inference Model ; Journal of
Econometric Methods; Vol. 5; No. 1; 17-48; 10.1515/jem-2015-0006
Shi, Xiaoxia and Shum, Matthew (2015) Simple
Two-Stage Inference for a Class of Partially Identified Models ;
Econometric Theory; Vol. 31; No. 3; 493-520; 10.1017/S0266466614000425
Ray, Debajyoti; Camerer, Colin F.; et el. (2015) Loss
Aversion in Post-Sale Purchases of Consumer Products and Their
Substitutes ; American Economic Review; Vol. 105; No. 5; 376-380; 10.1257/aer.p20151037
Chiong, Khai X.; Galichon, Alfred; et el. (2015) Duality
in dynamic discrete choice models ; 10.7907/4gxmb-6an66
Plott, Charles R.; Gillen, Benjamin J.; et el. (2014) A
Parimutuel-like Mechanism from Information Aggregation: A Field Test
Inside Intel ; 10.7907/ws7ab-8k442
Fan, Yanqin; Sherman, Robert; et el. (2014) Identifying
Treatment Effects Under Data Combination ; Econometrica; Vol. 82;
No. 2; 811-822; 10.3982/ECTA10601
Shum, Matthew; Sun, Wei; et el. (2014) Superstition
and “lucky” apartments: Evidence from transaction-level ; Journal of
Comparative Economics; Vol. 42; No. 1; 109-117; 10.1016/j.jce.2013.10.001
Gillen, Benjamin J.; Moon, Hyungsik Roger; et el. (2014) Demand
Estimation with High-Dimensional Product Characteristics ; ISBN
9781784411855; Bayesian Model Comparison; Emerald Group Publishing
Limited: Bingley, UK; 301-323; 10.1108/S0731-905320140000034020
Chen, Jiawei; Esteban, Susanna; et el. (2013) When
Do Secondary Markets Harm Firms? ; American Economic Review; Vol.
103; No. 7; 2911-2934; 10.1257/aer.103.7.2911
Hu, Yingyao; Kayaba, Yutaka; et el. (2013) Nonparametric
learning rules from bandit experiments: The eyes have it! ; Games and
Economic Behavior; Vol. 81; 215-231; 10.1016/j.geb.2013.05.003
Hu, Yingyao; McAdams, David; et el. (2013) Identification
of first-price auctions with non-separable unobserved heterogeneity ;
Journal of Econometrics; Vol. 174; No. 2; 186-193; 10.1016/j.jeconom.2013.02.005
Echenique, Federico; Lee, Sangmok; et el. (2013) The
Revealed Preference Theory of Stable and Extremal Stable Matchings ;
Econometrica; Vol. 81; No. 1; 153-171; 10.3982/ECTA10011
Iaryczower, Matias; Lewis, Garrett; et el. (2013) To
elect or to appoint? Bias, information, and responsiveness of
bureaucrats and politicians ; Journal of Public Economics; Vol. 97;
230-244; 10.1016/j.jpubeco.2012.08.007
Hu, Yingyao and Shum, Matthew (2013) Identifying
Dynamic Games with Serially Correlated Unobservables ; ISBN
9781783500529; Structural Econometric Models; Emerald Group Publishing
Limited: Bingley, UK; 97-113; 10.1108/S0731-9053(2013)0000032003
Echenique, Federico; Lee, Sangmok; et el. (2013) Partial
Identification in Two-sided Matching Models ; ISBN 9781783500529;
Structural Econometric Models; Emerald Group Publishing Limited:
Bingley, UK; 117-139; 10.1108/S0731-9053(2013)0000032004
Hu, Yingyao and Shum, Matthew (2012) Nonparametric
identification of dynamic models with unobserved state variables ;
Journal of Econometrics; Vol. 171; No. 1; 32-44; 10.1016/j.jeconom.2012.05.023
Allen, Jason; Chapman, James; et el. (2012) Efficiency
and Bargaining Power in the Interbank Loan Market
Echenique, Federico; Lee, Sangmok; et el. (2011) The
Money Pump as a Measure of Revealed Preference Violations ; Journal
of Political Economy; Vol. 119; No. 6; 1201-1223; 10.1086/665011
Echenique, Federico; Lee, Sangmok; et el. (2010) Aggregate
Matchings ; 10.7907/rrg6w-3dj69
An, Yonghong; Hu, Yingyao; et el. (2010) Estimating
first-price auctions with an unknown number of bidders: A
misclassification approach ; Journal of Econometrics; Vol. 157;
No. 2; 328-341; 10.1016/j.jeconom.2010.02.002
Chen, Jiawei; Esteban, Susanna; et el. (2010) Do
sales tax credits stimulate the automobile market? ; International
Journal of Industrial Organization; Vol. 28; No. 4; 397-402; 10.1016/j.ijindorg.2010.02.011
Iaryczower, Matias and Shum, Matthew (2010) The
Value of Information in the Court. Get it Right, Keep it Tight
Echenique, Federico; Lee, SangMok; et el. (2010) Revealed
Preference Tests using Supermarket Data: the Money Pump ; 10.7907/rq8c5-k8y17
Echenique, Federico; Lee, SangMok; et el. (2010) Aggregate
matchings ; ISBN 978-1-60558-919-0; BQGT ’10 Proceedings of the
Behavioral and Quantitative Game Theory: Conference on Future
Directions; ACM: New York, NY; Art. No. 71; 10.1145/1807406.1807477
Chen, Jiawei and Shum, Matthew (2010) Estimating
a tournament model of intra-firm wage differentials ; Journal of
Econometrics; Vol. 155; No. 1; 39-55; 10.1016/j.jeconom.2009.08.004
Hong, Han and Shum, Matthew (2010) Pairwise-Difference
Estimation of a Dynamic Optimization Model ; Review of Economic
Studies; Vol. 77; No. 1; 273-304; 10.1111/j.1467-937X.2009.00576.x
Panetta, Fabio; Schivardi, Fabiano; et el. (2009) Do
Mergers Improve Information? Evidence from the Loan Market ; Journal
of Money, Credit, and Banking; Vol. 41; No. 4; 673-709; 10.1111/j.1538-4616.2009.00227.x
Chen, Jiawei; Esteban, Susanna; et el. (2008) Demand and
supply estimation biases due to omission of durability ; Journal of
Econometrics; Vol. 147; No. 2; 247-257; 10.1016/j.jeconom.2008.09.014
Shum, Matthew (2008) Three essays
in empirical industrial organization
Ng, Serena and Shum, Matt (2007) Detecting
information pooling : evidence from earnings forecasts after brokerage
mergers ; B.E. Journal of Economic Analysis and Policy; Vol. 7;
No. 1; 60; 10.2202/1935-1682.1801
Che, Xiaohong; Hong, Han; et el. (2007) Nonparametric
likelihood ratio model selection tests between parametric likelihood and
moment condition models ; Journal of Econometrics; Vol. 141; No. 1;
109-140; 10.1016/j.jeconom.2007.01.010
Esteban, Susanna; Miyagawa, Eiichi; et el. (2007) Nonlinear
pricing with self-control preferences ; Journal of Economic Theory;
Vol. 135; No. 1; 306-338; 10.1016/j.jet.2006.04.007
Esteban, Susanna and Shum, Matthew (2007) Durable-goods
oligopoly with secondary markets: the case of automobiles ; RAND
Journal of Economics; Vol. 38; No. 2; 332-354; 10.1111/j.1756-2171.2007.tb00071.x
Crawford, Gregory S. and Shum, Matthew (2007) Monopoly
quality degradation and regulation in cable television ; Journal of
Law and Economics; Vol. 50; No. 1; 181-219; 10.1086/508310
Hong, Han and Shum, Matthew (2006) Using price
distributions to estimate search costs ; RAND Journal of Economics;
Vol. 37; No. 2; 257-275; 10.1111/j.1756-2171.2006.tb00015.x
Crawford, Gregory S. and Shum, Matthew (2005) Uncertainty
and learning in pharmaceutical demand ; Econometrica; Vol. 73; No. 4;
1137-1173; 10.1111/j.1468-0262.2005.00612.x
Coscelli, Andrea and Shum, Matthew (2004) An empirical
model of learning and patient spillovers in new drug entry ; Journal
of Econometrics; Vol. 122; No. 2; 213-246; 10.1016/j.jeconom.2003.09.002
Hong, Han and Shum, Matthew (2004) Rates of
information aggregation in common value auctions ; Journal of
Economic Theory; Vol. 116; No. 1; 1-40; 10.1016/S0022-0531(03)00224-2
Shum, Matthew (2004) Does
advertising overcome brand loyalty? Evidence from the breakfast-cereals
market ; Journal of Economics and Management Strategy; Vol. 13;
No. 2; 241-272; 10.1111/j.1530-9134.2004.00010.x
Hong, Han; Preston, Bruce; et el. (2003) Generalized
Empirical Likelihood-Based Model Selection Criteria for Moment Condition
Models ; Econometric Theory; Vol. 19; No. 6; 923-943; 10.1017/S0266466603196028
Hong, Han; Preston, Bruce; et el. (2003) Generalized
empirical likelihood-based model selection criteria for moment condition
models ; Econometric Theory; Vol. 19; No. 6; 923-943; 10.1017/S0266466603196028
Hong, Han and Shum, Matthew (2003) Econometric
models of asymmetric ascending auctions ; Journal of Econometrics;
Vol. 112; No. 2; 327-358; 10.1016/S0304-4076(02)00199-9
Hong, Han and Shum, Matthew (2002) Increasing
Competition and the Winner’s Curse: Evidence from Procurement ;
Review of Economic Studies; Vol. 69; No. 4; 871-898; 10.1111/1467-937X.00229
Iaryczower, Matias and Shum, Matthew (2002) The
Value of Information in the Court: Get It Right, Keep It Tight ;
American Economic Review; Vol. 102; No. 1; 202-237; 10.1257/aer.102.1.202