Bayesian inference in a class of partially identified models
Brendan Kline, Elie Tamer
Quantitative Economics
Journal Of The Econometric Society
Edited by: Stéphane Bonhomme • Print ISSN: 1759-7323 • Online ISSN: 1759-7331
Quantitative Economics
Volume 7, Issue 2 (July 2016)
Inference under stability of risk preferences
Levon Barseghyan, Francesca Molinari, Joshua C. Teitelbaum
Explaining the gender wage gap: Estimates from a dynamic model of job changes and hours changes
Kai Liu
Clearinghouses for two‐sided matching: An experimental study
Federico Echenique, Alistair J. Wilson, Leeat Yariv
Unobserved heterogeneity in dynamic games: Cannibalization and preemptive entry of hamburger chains in Canada
Mitsuru Igami, Nathan Yang
Identification and estimation of semiparametric two‐step models
Juan Carlos Escanciano, David Jacho‐Chávez, Arthur Lewbel
Drifts and volatilities under measurement error: Assessing monetary policy shocks over the last century
Pooyan Amir‐Ahmadi, Christian Matthes, Mu‐Chun Wang
Perturbation methods for Markov‐switching dynamic stochastic general equilibrium models
Andrew Foerster, Juan F. Rubio‐Ramírez, Daniel F. Waggoner, Tao Zha
