-
Quasi-rational andex ante price expectations in commodity supply models: an e...
A statistically optimal inference about agents' ex ante price expectations within the US broiler market is derived using futures prices of related commodities along with a... -
A finite-sample hierarchical analysis of wage variation across public high sc...
Using data from both the National Longitudinal Survey of Youth (NLSY) and High School and Beyond (HSB), we investigate if public high schools differ in the production of... -
Estimation of sons' intergenerational earnings mobility in the presence of ce...
Based on intergenerational data from the Panel Study of Income Dynamics, I provide estimates of income mobility across generations for men. Special attention is paid to issues... -
Time-varying intercepts and equilibrium analysis: an extension of the dynamic...
Demographic effects and user costs in demand systems have usually been modelled explicitly. A more robust approach is a state space formulation of the demand system, where... -
Asymmetry in first-price auctions with affiliated private values (replication...
Collusion and heterogeneity across firms may introduce asymmetry in bidding games. A major difficulty in asymmetric auctions is that the Bayesian Nash equilibrium strategies are... -
A simple framework for analysing bull and bear markets (replication data)
Bull and bear markets are a common way of describing cycles in equity prices. To fully describe such cycles one would need to know the data generating process (DGP) for equity...
