Associate Professor of Economics
Welcome. I perform research in semiparametric microeconometric models, with a special focus on robust inference in strategic interaction models such as games and auctions. My work focuses on identification and inference of these models under weak assumptions concerning their underlying structure (distribution of unobservables, parametric specification of payoffs, etc.) as well as agents' behavior (e.g, allowing for nonequilibrium behavior and bounded rationality). Financial Support from the National Science Foundation through Grants SES 0718409/0946894 and SES 0922062 is gratefully acknowledged.
Published and forthcoming papers:
Inference in Ordered Response Games with Complete Information (with Adam Rosen), October, 2021. Accepted for publication at Journal of Econometrics. (Econometric Supplement) (Empirical Supplement)
Computing Semiparametric Efficiency Bounds in Discrete Choice Models with Strategic-interactions and Rational Expectations , Journal of Econometrics, Vol. 221, No. 1, 2021, pp: 25-42.
The Econometrics of Static Games , Annual Review of Economics, Vol. 12, 2020, pp:135-165.
Computing Semiparametric Efficiency Bounds in Linear Models with Nonparametric Regressors , Economics Letters, Vol. 185, 2019, pp: 1-5
Nonparametric Tests for Strategic Interaction Effects with Rationalizability , Economics Letters, Vol. 181, 2019, pp: 149-153.
Simple Estimators for Invertible Index Models: A Comment , Journal of Business and Economic Statistics, Vol. 36, No. 1, 2018, pp: 18-21.
A Simple Test for Moment Inequality Models with an Application to English Auctions (Appendix Supplement) (with Amit Gandhi and Dan Quint), Journal of Econometrics, Vol. 194, No. 1, 2016, pp: 96-115.
Estimation of Games with Ordered Actions: An Application to Chain-Store Entry (Online Appendix) (with Amit Gandhi), Quantitative Economics, Vol. 7, No. 1, 2016, pp: 727-780.
Identification and Inference in Ascending Auctions with Correlated Private Values (Online Appendix) (with Amit Gandhi and Dan Quint), Econometrica, Vol. 81, No. 2, 2013, pp. 489-534.
Pairwise Difference Estimation of Incomplete Information Games (Appendix Supplement), Journal of Econometrics, Vol. 168, No. 1, 2012, pp. 120-140.
Nonparametric Probability Bounds for Nash Equilibrium Actions in a Simultaneous Discrete Game (Appendix Supplement), Quantitative Economics, Vol. 2, No. 2, 2011, pp. 135-171.
Semiparametric Estimation of a Simultaneous Game with Incomplete Information (Appendix Supplement), Journal of Econometrics, Vol. 157, No. 2, 2010, pp. 409-431. Winner of the 2011 Dennis J. Aigner Award by the Journal of Econometrics
The Identification Power of Equilibrium in Simple Games (with comments and rejoinder), (with Elie Tamer) Journal of Business and Economic Statistics, Vol. 26, No. 3, pp. 261-283.
Pairwise Difference Estimation with Nonparametric Control Variables, (with Bo E. Honore and James L. Powell) International Economic Review, Vol. 48, No. 4, pp. 1119-1158.
Under review for publication:
Nonparametric Tests for Conditional Affiliation in Auctions and Other Models , January, 2020. R&R at Journal of Econometrics
Working papers and work in progress:
Matching Estimation of Models with Uncertain Solution Concept
Testing Competition in U.S. Offshore Oil and Gas Lease Auctions (with Phil Haile, Ken Hendricks and Robert Porter)
Using Rationalizable Bounds as Control Variables in Games
Inference in Generalized Conditional Moment Inequality Models
Studies about Mexico (in Spanish):
ECON 465.- Cross Sectional Econometrics
ECON 510.- Econometrics I (Ph.D)
ECON 510.- Econometrics I (M.A)