Estimating bidders’ risk aversion in auctions is a challeging problem because of identification issues. This paper takes advantage of bidding data from two auction designs to identify nonparametrically the bidders’ utility function within a private value framework. In particular, ascending...

Chapter 1: Nonparametric Identification of Insurance Models with Multidimensional Screening (with Isabelle Perrigne and Quang Vuong)This chapter studies the identification of an insurance model with multidimensional screening, where insurees are characterized by risk and risk aversion. The model...

We propose a semiparametric estimator within the class of indirect methods. Specifically, we model private valuations through a set of conditional moment restrictions. Our econometric model calls for a two step procedure. In the first step we recover a sample of pseudo private values while using...

Endogeneity and misspecification of models are two main concerns in structural estimation, which usually involves the optimal choices of economic agents with unobservable characteristics. In estimating production functions, input variables are endogenous because input decisions depend on...

Essay 1: Integrated Conditional MomentTest for Parametric Conditional Distributions (with Herman J. Bierens)This paper extends the Integrated Conditional Moment (ICM) test for the functional form of nonlinear regression models to tests for parametric conditional distributions. This test is...