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Telling tales from the tails: High‐dimensional tail interdependence (replicat...
We propose a simple and flexible framework that allows for a comprehensive analysis of tail interdependence in high dimensions. We use co-exceedances to capture the structure of... -
Nonparametric identification and estimation of a class of common value auctio...
Structural econometric studies on auctions have mainly focused on the independent private value paradigm. In this paper, we are interested in the opposite case known as the pure...
