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Econometric Workshop: JoonHwan Cho

Tuesday, March 12, 2024 at 11:40am to 12:55pm

Uris Hall, 498
Central Campus

JoonHwan Cho, SUNY Binghamton

Deconvolution from Two Order Statistics

(with Yao Luo and Ruli Xiao)

Economic data are often contaminated by measurement errors and truncated by ranking. This paper shows that the classical measurement error model with independent and additive measurement errors is identified nonparametrically using only two order statistics of repeated measurements. The identification result confirms a hypothesis by Athey and Haile (2002) for a symmetric ascending auction model with unobserved heterogeneity. Extensions allow for heterogeneous measurement errors, broadening the applicability to additional empirical settings, including asymmetric auctions and wage offer models. We adapt an existing simulated sieve estimator and illustrate its performance in finite samples.

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Event Type

Seminar, Class/ Workshop

Departments

Economics

Tags

economics, EconSeminar, EconMetrics

Contact E-Mail

rt483@cornell.edu

Contact Name

Robin Tilling

Contact Phone

607.255.4254

Speaker

JoonHwan Cho

Speaker Affiliation

SUNY Binghamton

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