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Research

Econometric Theory and Machine Learning

Page Title Coauthors Citation Last Revised
Offline Multi-Action Policy Learning: Generalization and Optimization Zhengyuan Zhou, Stefan Wager

arXiv:1810.04778

October 10, 2018

Learning in Games with Lossy Feedback Zhengyuan Zhou, Panayotis Mertikopoulos, Nicholas Bambos, Peter Glynn, Yinyu Ye

Neural Information Processing Systems, 2018

Design-based Analysis in Difference-In-Differences Settings with Staggered Adoption Guido Imbens

 arXiv:1808.05293

August 15, 2018

Estimation and Inference of Heterogeneous Treatment Effects using Random Forests Stefan Wager

Journal of the American Statistical Association, 2018, 1-15

Stable Predictions across Unknown Environments Kun Kuang, Ruoxuan Xiong, Peng Cui, Bo Li

KDD 2018: The 24th ACM SIGKDD International Conference on Knowledge Discovery and Data Mining.
arXiv:1806.06270

June 16, 2018

Estimating Heterogeneous Consumer Preferences for Restaurants and Travel Time Using Mobile Location Data David Blei, Robert Donnelly, Francisco Ruiz, Tobias Schmidt

American Economic Review Papers and Proceedings, May 2018: Vol .108, pp. 64-67

Approximate residual balancing: debiased inference of average treatment effects in high dimensions Guido W. Imbens, Stefan Wager

Journal of the Royal Statistical Society-Series B,  February 2018, Vol 80, Issue 4, pp. 597-623

Estimation Considerations in Contextual Bandits Maria Dimakopoulou, Guido Imbens

arXiv:1711.07077

March 2, 2018

The Impact of Machine Learning on Economics

Forthcoming in book: The Economics of Artificial Intelligence: An Agenda

Structured Embedding Models for Grouped Data Maja Rudolph, Francisco Ruiz, David Blei

Neural Information Processing Systems, 2017: 250-260

Context Selection for Embedding Models Liping Liu, Francisco Ruiz, David Blei

Neural Information Processing Systems, 2017: 4819-4828

SHOPPER: A Probabilistic Model of Consumer Choice with Substitutes and Complements Francisco Ruiz, David Blei

arXiv:1711.03560

November 9, 2017

When Should You Adjust Standard Errors for Clustering? Alberto Abadie, Guido Imbens, Jeffrey Wooldridge

arXiv:1710.02926

October 9, 2017

Matrix Completion Methods for Causal Panel Data Models Mohsen Bayati, Nikolay Doudchenko, Guido Imbens, Khashayar Khosravi

arXiv:1710.10251

 

Slides from NBER Summer Institute, Cambridge, July 27, 2017

Sampling-based vs. Design-based Uncertainty in Regression Analysis (previously titled: Finite Population Causal Standard Errors) Alberto Abadie, Guido W. Imbens, Jeffrey M. Wooldridge

arXiv:1706.01778v1

June 6, 2017

Estimating Average Treatment Effects: Supplementary Analyses and Remaining Challenges Guido Imbens, Thai Pham, Stafan Wager

American Economic Review, 107(5), May 2017: 278-281

The State of Applied Econometrics: Causality and Policy Evaluation Guido Imbens

Journal of Economic Perspectives, 31(2), Spring 2017: 3-32

July 2016

The Econometrics of Randomized Experiments Guido Imbens

Handbook of Economic Field Experiments, 1 (2017): 73-140.

Exact P-values for Network Interference Dean Eckles, Guido W. Imbens

Journal of the American Statistical Association. 2017.

Beyond Prediction: Using Big Data for Policy Problems

Science. Feb 03, 2017: Vol. 355, Issue 6324, pp. 483-485

Feb 2017

Efficient Policy Learning Stefan Wager

arXiv:1702.02896

February 2017

Generalized Random Forests (previously titled: Solving Heterogeneous Estimating Equations with Gradient Forests) Julie Tibshirani, Stefan Wager

Forthcoming, Annals of Statistics

July 2017

Estimating Treatment Effects using Multiple Surrogates: The Role of the Surrogate Score and the Surrogate Index Raj Chetty, Guido W. Imbens, Hyunseung Kang

arXiv:1603.09326

June 2016

Recursive Partitioning for Heterogeneous Causal Effects Guido W. Imbens

PNAS, 2016, 113(27):7353-7360; published ahead of print July 5, 2016

Machine Learning and Causal Inference for Policy Evaluation

KDD '15 Proceedings of the 21th ACM SIGKDD International Conference on Knowledge Discovery and Data Mining, Pages 5-6

A Measure of Robustness to Misspecification Guido W. Imbens

The American Economic Review, 105(5), May 2015:476-480

Discrete Choice Models with Multiple Unobserved Choice Characteristics Guido W. Imbens

International Economic Review, 48 (4), November 2007:1159-1192

Nonparametric Approaches to Auctions Philip A. Haile
Handbook of Econometrics2007, Vol. 6, Issue A, Pages 3847–3965

 

Empirical Models of Auctions Philp A. Haile

NBER Working Paper No. 12126

Blundell, Richard, Whitney Newey, and Torsten Persson (eds.) Advances in Economics and Econometrics, The- ory and Applications: Ninth World Congress, Volume II. Cambridge: Cambridge University Press, 2006, ch. 1, 1-45

Identification and Inference in Nonlinear Difference-in-Differences Models Guido W. Imbens

Econometrica, 74(2), March 2006:431-497

Supplemental Material

Download CIC Code

Matlab Programs and Documentation for Applying CIC Model and generating tables (check with authors for potential updates and for Stata implementation) 

Slides for UCL seminar: Distributions of Treatment Effects in Experimental Settings: Applications of Nonlinear Difference-in-Difference Models

Identification of Standard Auction Models Philip A. Haile

Econometrica, 70(6), November 2002:2107-2140

August 2000
September 2001

An Empirical Framework for Testing Theories About Complementarity in Organizational Design Scott Stern

NBER Working Paper No. 6600

February 1998

Auctions, Market Design, and Online Advertising (Theory, Empirical, and Econometrics)

Page Title Coauthors Citation Last Revised
The Impact of Consumer Multi-homing on Advertising Markets and Media Competition Emilo Calvano, Joshua S. Gans

Management Science, 64(4), April 2018: 1574-1590

The Digital Privacy Paradox: Small Money, Small Costs, Small Talk Christian Catalini, Catherine E. Tucker

Working Paper

February 2017

Peaches, Lemons, and Cookies: Designing Auction Markets with Dispersed Information Moshe Babaioff, Michael D. Grubb, Ittai Abraham

Working Paper

December  2016

Position Paper: Sponsored Search Auctions are Combinatorial Ian A. Kash, Peter Key, David C. Parkes, Mahyar Salek, Moshe Tennenholtz

Working paper

Coming soon

Consumer Tracking and Efficient Matching in Online Advertising Markets Emilio Calvano, Joshua Gans

Working Paper

Coming soon

Information, Privacy and the Internet - An Economic Perspective

CPB Netherlands Bureau for Economic Policy Analysis

June 2014

Set-Asides and Subsidies in Auctions Dominic Coey, Jonathan Levin

American Economic Journals: Microeconomics, 5(1): 1-27

February 2013
Appendix

The Impact of Aggregators on Internet News Consumption Markus Mobius, Jeno Pal

Working Paper

January 2017, February 2012 Version

A Structural Model of Sponsored Search Advertising Auctions Denis Nekipelov

Working Paper

January 2012

Position Auctions with Consumer Search Glenn Ellison

Quarterly Journal of Economics, vol. 126(3), 2011, 1213-1270

2010
2008 Working Paper

Comparing Open and Sealed Bid Auctions: Theory and Evidence from Timber Auctions Jonathan Levin, Enrique Seira

Quarterly Journal of Economics, vol. 126(1), 2011, 207-257

Supplementary Material

The Impact of Targeting Technology on Advertising Markets and Media Competition Joshua Gans

American Economic Review Papers and Proceedings, May 2010

Skewed Bidding in Pay Per Action Auctions for Online Advertising Nikhil Agarwal, David C. Yang

American Economic Review, 99(2): 441-47

Nonparametric Approaches to Auctions Philip A. Haile
Handbook of Econometrics2007, Vol. 6, Issue A, Pages 3847–3965

 

Collusion with Persistent Cost Shocks Kyle Bagwell

Econometrica,76(3), May 2008:493-540

July 2006
Supplementary Material

Empirical Models of Auctions Philp A. Haile

NBER Working Paper No. 12126

Blundell, Richard, Whitney Newey, and Torsten Persson (eds.) Advances in Economics and Econometrics, The- ory and Applications: Ninth World Congress, Volume II. Cambridge: Cambridge University Press, 2006, ch. 1, 1-45

Collusion and Price Rigidity Kyle Bagwell, Chris Sanchirico

Review of Economic Studies, 71(2):317-349

1998 version: MIT Working Paper 98-23

Dynamic Auctions with Persistent Private Information Kyle Bagwell

Working Paper

September 2003

Identification of Standard Auction Models Philip A. Haile

Econometrica, 70(6), November 2002:2107-2140

August 2000
September 2001

Optimal Collusion with Private Information Kyle Bagwell

RAND Journal of Economics,32 (3), September 2001: 428-465

MIT Working Paper 99-12

Single Crossing Properties and the Existence of Pure Strategy Equlibria in Games of Incomplete Information

Econometrica, 69 (4) July 2001: 861-890

The July 1997 version has numerical analysis of asymmetric auctions. July 1997 Paper: scpgii.ps. July 1987 Appendix: scpgiiap.ps

Information and Competition in U.S. Forest Service Timber Auctions Jonathan Levin

Journal of Political Economy, 109 (2), April 2001: 375-417

Empirical Industrial Organization and Econometrics of IO

Page Title Coauthors Citation Last Revised
Estimating Heterogeneous Consumer Preferences for Restaurants and Travel Time Using Mobile Location Data David Blei, Robert Donnelly, Francisco Ruiz, Tobias Schmidt

American Economic Review Papers and Proceedings, May 2018: Vol .108, pp. 64-67

SHOPPER: A Probabilistic Model of Consumer Choice with Substitutes and Complements Francisco Ruiz, David Blei

arXiv:1711.03560

November 9, 2017

Beyond Prediction: Using Big Data for Policy Problems

Science. Feb 03, 2017: Vol. 355, Issue 6324, pp. 483-485

Feb 2017

Bitcoin Pricing, Adoption, and Usage: Theory and Evidence Iva Parashkevov, Vishnu Sarukkai, Jing Xia

Working Paper

August 2016

Set-Asides and Subsidies in Auctions Dominic Coey, Jonathan Levin

American Economic Journals: Microeconomics, 5(1): 1-27

February 2013
Appendix

The Impact of Aggregators on Internet News Consumption Markus Mobius, Jeno Pal

Working Paper

January 2017, February 2012 Version

A Structural Model of Sponsored Search Advertising Auctions Denis Nekipelov

Working Paper

January 2012

Comparing Open and Sealed Bid Auctions: Theory and Evidence from Timber Auctions Jonathan Levin, Enrique Seira

Quarterly Journal of Economics, vol. 126(1), 2011, 207-257

Supplementary Material

Exchange Rate Fluctuations, Consumer Demand, and Advertising: The Case of Internet Search Maya Cohen Meidan

Working Paper

November 2010

Discrete Choice Models with Multiple Unobserved Choice Characteristics Guido W. Imbens

International Economic Review, 48 (4), November 2007:1159-1192

Nonparametric Approaches to Auctions Philip A. Haile
Handbook of Econometrics2007, Vol. 6, Issue A, Pages 3847–3965

 

Empirical Models of Auctions Philp A. Haile

NBER Working Paper No. 12126

Blundell, Richard, Whitney Newey, and Torsten Persson (eds.) Advances in Economics and Econometrics, The- ory and Applications: Ninth World Congress, Volume II. Cambridge: Cambridge University Press, 2006, ch. 1, 1-45

Identification of Standard Auction Models Philip A. Haile

Econometrica, 70(6), November 2002:2107-2140

August 2000
September 2001

The Impact of Information Technology on Emergency Health Care Outcomes Scott Stern

RAND Journal of Economics,33(3), Autumn 2002:399-432

Information and Competition in U.S. Forest Service Timber Auctions Jonathan Levin

Journal of Political Economy, 109 (2), April 2001: 375-417

Information Technology and Training in Emergency Call Centers Scott Stern

Proceedings of the Fifty-First Annual Meetings (New York, Jan 3-5, 1999). Madison, WI: Industrial Relations Research Association, pp. 53-60

An Empirical Framework for Testing Theories About Complementarity in Organizational Design Scott Stern

NBER Working Paper No. 6600

February 1998

Dynamic and Repeated Games and Mechanisms

Page Title Coauthors Citation Last Revised
A Theory of Community Formation and Social Hierarchy Emilio Calvano, Saumitra Jha

Working Paper

August 2016

Dynamic Auctions with Persistent Private Information Kyle Bagwell

Working Paper

In progress

Dynamics of Open Source Movements Glenn Ellison

Journal of Economics & Management Strategy, Vol. 23, No.2, 294-316, Summer 2014

April 2014

An Efficient Dynamic Mechanism Ilya Segal

Econometrica, Vol. 81, No. 6 (November, 2013), 2463-2485

June 2013

Designing Efficient Mechanisms for Dynamic Bilateral Trading Games Ilya Segal

American Economic Review Papers and Proceedings, May 2007

January 2007

Collusion with Persistent Cost Shocks Kyle Bagwell

Econometrica,76(3), May 2008:493-540

July 2006
Supplementary Material

Efficiency in Repeated Trade with Hidden Valuations David A. Miller

Theoretical Economics, Volume 2, Number 3 (September 2007), 299-354

June 2006

The Optimal Degree of Discretion in Monetary Policy Andrew Atkeson, Patrick Kehoe

Econometrica, 73 (5), September 2005, 1431-1476

Collusion and Price Rigidity Kyle Bagwell, Chris Sanchirico

Review of Economic Studies, 71(2):317-349

1998 version: MIT Working Paper 98-23

Optimal Collusion with Private Information Kyle Bagwell

RAND Journal of Economics,32 (3), September 2001: 428-465

MIT Working Paper 99-12

Investment and Market Dominance Armin Schmutzler

RAND Journal of Economics, 32 (1), Spring 2001: 1-26

Economics of Organizations

Page Title Coauthors Citation Last Revised
A Theory of Community Formation and Social Hierarchy Emilio Calvano, Saumitra Jha

Working Paper

August 2016

The Nature and Incidence of Software Piracy: Evidence from Windows Scott Stern

Chapter in NBER book Economic Analysis of the Digital Economy (2015), Avi Goldfarb, Shane Greenstein, and Catherine Tucker, editors (p.443 - 477)

April 2015

Dynamics of Open Source Movements Glenn Ellison

Journal of Economics & Management Strategy, Vol. 23, No.2, 294-316, Summer 2014

April 2014

What Does Performance in Graduate School Predict? Graduate Economics Education and Student Outcomes Larry Katz, Alan B. Krueger, James Poterba, Steve D. Levitt

American Economic Review, 97(2): 512-520

January 2007

The Impact of Information Technology on Emergency Health Care Outcomes Scott Stern

RAND Journal of Economics,33(3), Autumn 2002:399-432

Organizational Design: Decision Rights and Incentive Contracts John Roberts

American Economic Review, 91(2), May 2001: 200-205

Mentoring and Diversity Chris Avery, Peter Zemsky

American Economic Review 90 (4) September 2000: 765-786

October 1998 version (includes labor market model)

Information Technology and Training in Emergency Call Centers Scott Stern

Proceedings of the Fifty-First Annual Meetings (New York, Jan 3-5, 1999). Madison, WI: Industrial Relations Research Association, pp. 53-60

An Empirical Framework for Testing Theories About Complementarity in Organizational Design Scott Stern

NBER Working Paper No. 6600

February 1998

Product and Process Flexibility in an Innovative Environment Armin Schmutzler

RAND Journal of Economics, 26 (4), Winter1995: 557-574

Monotone Comparative Statics and Applications (Value of Information, Uncertainty, Existence of Equilibria, Games with Strategic Substitutes)

Page Title Coauthors Citation Last Revised
The Value of Information in Monotone Decision Problems Jonathan Levin

Research in Economics (2017), doi: 10.1016/j.rie.2017.01.001

Monotone Comparative Statics Under Uncertainty

Quarterly Journal of Economics,CXVII (1), February 2002, 187-223

1998 Working Paper Version, MIT Working Paper 96-22, with additional results

Single Crossing Properties and the Existence of Pure Strategy Equlibria in Games of Incomplete Information

Econometrica, 69 (4) July 2001: 861-890

The July 1997 version has numerical analysis of asymmetric auctions. July 1997 Paper: scpgii.ps. July 1987 Appendix: scpgiiap.ps

Investment and Market Dominance Armin Schmutzler

RAND Journal of Economics, 32 (1), Spring 2001: 1-26

Investment and Information Value for a Risk Averse Firm

MIT Working Paper 00-30

November 2000

Characterizing Properties of Stochastic Objective Functions

MIT Working Paper 96-1R

October 2000

Robust Comparative Statics (Draft of Chapters 0-4) Paul Milgrom, John Roberts

Teaching notes for a graduate micro class integrated with some producer theory

Note: this draft may have typos and is generally not polished. I have posted it in response to requests, but please use at your own risk.

Product and Process Flexibility in an Innovative Environment Armin Schmutzler

RAND Journal of Economics, 26 (4), Winter1995: 557-574

I am grateful to the National Science Foundation, SBR-9631760, SES-9983820, and SES-0351500 for supporting much of the research listed above. Any opinions, findings and conclusions orrecomendationsexpressed in this material are those of the author(s) and do not necessarily reflect the views of the National Science Foundation (NSF), MIT, Stanford, or the National Bureau of Economic Research.