Elena Krasnokutskaya, Kyungchul Song, Xun Tang
arXiv 4 Aug 2019 · Econometrics · publishedJournal of Econometrics (2021) · 7 citations (OpenAlex)
arXiv:1908.01272 · PDF · DOI · OpenAlex · Extracted main text
We propose a new method for studying environments with unobserved individual heterogeneity. Based on model-implied pairwise inequalities, the method classifies individuals in the sample into groups defined by discrete unobserved heterogeneity with unknown support. We establish conditions under which the groups are identified and consistently estimated through our method. We show that the method performs well in finite samples through Monte Carlo simulation. We then apply the method to estimate a model of lowest-price procurement auctions with unobserved bidder heterogeneity, using data from the California highway procurement market.
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The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.
| Reference | Intensity | Mentions | Sections | Main text | |
|---|---|---|---|---|---|
| 1 | Lee, Song, and Whang (2018) Testing for a General Class of Functional Inequalities | 0.659 | 7 | 1 | 86% |
| 2 | Krasnokutskaya, Song, and Tang (2020) The Role of Quality in Internet Service Markets self | 0.585 | 4 | 1 | 75% |
| 3 | Hu and Schennach (2008) Instrumental Variable Treatment of Nonclassical Measurement Error Models | 0.511 | 2 | 1 | 100% |
| 4 | Leeb and Pötcher (2005) Model Section and Inference: Facts and Fiction | 0.511 | 2 | 1 | 100% |
| 5 | Abowd, Kramarz, and Margolis (1999) High Wage Workers and High Wage Firms | 0.405 | 1 | 1 | 100% |
| 6 | Andrews and Guggenberger (2009) Incorrect Asymptotic Size of Subsampling Procedures Based on Post-Consistent Model Selection Estimator | 0.405 | 1 | 1 | 100% |
| 7 | Andrews and Shi (2013) Inference Based on Conditional Moment Inequalities | 0.405 | 1 | 1 | 100% |
| 8 | Aradillas-Lopez, Gandhi, and Quint (2013) Identification and Inference in Ascending Auctions with Correlated Private Values | 0.405 | 1 | 1 | 100% |
| 9 | Asker (2010) A Study of the Internal Organisation of a Bidding Cartel | 0.405 | 1 | 1 | 100% |
| 10 | Athey and Haile (2007) Nonparametric Approaches to Auctions | 0.405 | 1 | 1 | 100% |
Showing the top 10 of 48 scored citations.