Details about Matthew Shum

Access statistics for papers by Matthew Shum.

Last updated 2013-05-14. Update your information in the RePEc Author Service.

Short-id: psh47

Working Papers

2012

1. Efficiency and Bargaining Power in the Interbank Loan Market
   Working Papers, Bank of Canada View citations (1)
2. Estimation of random coefficients logit demand models with interactive fixed effects
   CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies

2011

3. Intimidation or Impatience? Jump Bidding in On-line Ascending Automobile Auctions
   Working Papers, Chapman University, Economic Science Institute

2010

4. A Simple Estimator for Dynamic Models with Serially Correlated Unobservables
   Economics Working Paper Archive, The Johns Hopkins University,Department of Economics
5. Horizontal Mergers of Online Firms: Structural Estimation and Competitive Effects
   Economics Working Paper Archive, The Johns Hopkins University,Department of Economics View citations (2)
6. How much competition is a secondary market?
   Working Papers, Instituto Madrileño de Estudios Avanzados (IMDEA) Ciencias Sociales View citations (1)
   Also in Open Access publications from Universidad Carlos III de Madrid, Universidad Carlos III de Madrid
7. Nonparametric Identification of First-Price Auctions with Non-Separable Unobserved Heterogeneity
   Working Papers, Duke University, Department of Economics View citations (1)
8. Nonparametric Learning Rules from Bandit Experiments: The Eyes have it!
   Economics Working Paper Archive, The Johns Hopkins University,Department of Economics
   Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2010)

2009

9. Auctioneers as Agents
   2009 Meeting Papers, Society for Economic Dynamics
10. Nonparametric Identification of Auction Models with Non-Separable Unobserved Heterogeneity
    Economics Working Paper Archive, The Johns Hopkins University,Department of Economics
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2009)

2008

11. Identifying Dynamic Games with Serially-Correlated Unobservables
    Economics Working Paper Archive, The Johns Hopkins University,Department of Economics
12. Nonparametric Identification of Dynamic Models with Unobserved State Variables
    Economics Working Paper Archive, The Johns Hopkins University,Department of Economics View citations (3)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2008) View citations (6)
    See also Journal Article in Journal of Econometrics (2012)

2007

13. Estimating First-Price Auctions with an Unknown Number of Bidders: A Misclassification Approach
    Economics Working Paper Archive, The Johns Hopkins University,Department of Economics View citations (4)
    See also Journal Article in Journal of Econometrics (2010)

2005

14. Do Mergers Improve Information? Evidence from the Loan Market
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (8)
    Also in Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area (2004) View citations (1)
    See also Journal Article in Journal of Money, Credit and Banking (2009)
15. Monopoly Quality Degradation and Regulation in Cable Television
    Working paper, Regulation2point0 View citations (1)
    See also Journal Article in Journal of Law and Economics (2007)

2004

16. Nonparametric Tests for Common Values in First-Price Sealed-Bid Auctions
    Working Papers, Fondazione Eni Enrico Mattei View citations (16)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2003) View citations (16)
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2003) View citations (23)

2003

17. Monopoly Quality Degradation in Cable Television
    Economics Working Paper Archive, The Johns Hopkins University,Department of Economics View citations (3)
18. Nonlinear Pricing with Self-Control Preferences
    Working Papers, Pennsylvania State University, Department of Economics View citations (13)
    Also in Economics Working Paper Archive, The Johns Hopkins University,Department of Economics (2003) View citations (16)
    Open Access publications from Universidad Carlos III de Madrid, Universidad Carlos III de Madrid
    Discussion Papers, Columbia University, Department of Economics (2003) View citations (3)
    See also Journal Article in Journal of Economic Theory (2007)
19. Nonparametric Tests for Common Values in First-Price Auctions
    Economics Working Paper Archive, The Johns Hopkins University,Department of Economics View citations (24)

2002

20. Rates of Information Aggregation in Common Value Auctions
    Economics Working Paper Archive, The Johns Hopkins University,Department of Economics View citations (3)
    See also Journal Article in Journal of Economic Theory (2004)

2001

21. A Semiparametric Estimator for Dynamic Optimization Models
    Economics Working Paper Archive, The Johns Hopkins University,Department of Economics View citations (1)
22. Durable-Goods Oligopoly with Secondary Markets: Theory and an Empirical Application to the Automobile Market
    Economics Working Paper Archive, The Johns Hopkins University,Department of Economics
23. Econometric Models of Asymmetric Ascending Auctions
    Economics Working Paper Archive, The Johns Hopkins University,Department of Economics View citations (3)
    See also Journal Article in Journal of Econometrics (2003)
24. Empirical Likelihood-Based Selection Criteria for Moment Condition Models
    Economics Working Paper Archive, The Johns Hopkins University,Department of Economics
25. Increasing Competition and the Winner's Curse: Evidence from Procurement
    Economics Working Paper Archive, The Johns Hopkins University,Department of Economics View citations (1)
    See also Journal Article in Review of Economic Studies (2002)

2000

26. Nonparametric Tests for Common Values
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society View citations (28)

1998

27. CHARACTERIZING INFORMATIONAL BARRIERS TO ENTRY IN THE ANTI-ULCER DRUG MARKET
    Working Papers, University of Toronto, Department of Economics View citations (1)
28. STRUCTURAL ESTIMATION OF AUCTION MODELS
    Working Papers, University of Toronto, Department of Economics View citations (2)
29. THE ECONOMETRICS OF ENGLISH AUCTIONS
    Working Papers, University of Toronto, Department of Economics View citations (1)
30. Uncertainty and Experimentation in Pharmaceutical Demand: Anti-Ulcer Drugs
    Working Papers, Duke University, Department of Economics View citations (1)

Undated

31. Durable Goods Oligopoly with Secondary Markets: the Case of Automobiles
    Open Access publications from Universidad Carlos III de Madrid, Universidad Carlos III de Madrid View citations (16)

Journal Articles

2013

1. To elect or to appoint? Bias, information, and responsiveness of bureaucrats and politicians
   Journal of Public Economics, 2013, 97, (C), 230-244

2012

2. Nonparametric identification of dynamic models with unobserved state variables
   Journal of Econometrics, 2012, 171, (1), 32-44
   See also Working Paper (2008)
3. The Value of Information in the Court: Get It Right, Keep It Tight
   American Economic Review, 2012, 102, (1), 202-37 View citations (2)

2011

4. The Money Pump as a Measure of Revealed Preference Violations
   Journal of Political Economy, 2011, 119, (6), 1201 - 1223 View citations (7)

2010

5. Do sales tax credits stimulate the automobile market?
   International Journal of Industrial Organization, 2010, 28, (4), 397-402 View citations (1)
6. Estimating a tournament model of intra-firm wage differentials
   Journal of Econometrics, 2010, 155, (1), 39-55 View citations (1)
7. Estimating first-price auctions with an unknown number of bidders: A misclassification approach
   Journal of Econometrics, 2010, 157, (2), 328-341 View citations (6)
   See also Working Paper (2007)

2009

8. Do Mergers Improve Information? Evidence from the Loan Market
   Journal of Money, Credit and Banking, 2009, 41, (4), 673-709 View citations (10)
   Also in Proceedings, 2004, (May), 369-411 (2004) View citations (1)
   See also Working Paper (2005)

2008

9. Demand and supply estimation biases due to omission of durability
   Journal of Econometrics, 2008, 147, (2), 247-257 View citations (3)

2007

10. Detecting Information Pooling: Evidence from Earnings Forecasts after Brokerage Mergers
    The B.E. Journal of Economic Analysis & Policy, 2007, 7, (1), 60
11. Monopoly Quality Degradation and Regulation in Cable Television
    Journal of Law and Economics, 2007, 50, (1), 181-219 View citations (6)
    See also Working Paper (2005)
12. Nonlinear pricing with self-control preferences
    Journal of Economic Theory, 2007, 135, (1), 306-338 View citations (7)
    See also Working Paper (2003)
13. Nonparametric likelihood ratio model selection tests between parametric likelihood and moment condition models
    Journal of Econometrics, 2007, 141, (1), 109-140 View citations (4)

2006

14. Using Price Distributions to Estimate Search Costs
    RAND Journal of Economics, 2006, 37, (2), 257-275 View citations (29)
    Also in RAND Journal of Economics, 2006, 37, (2), 257-275 (2006) View citations (13)

2005

15. Uncertainty and Learning in Pharmaceutical Demand
    Econometrica, 2005, 73, (4), 1137-1173 View citations (46)

2004

16. An empirical model of learning and patient spillovers in new drug entry
    Journal of Econometrics, 2004, 122, (2), 213-246 View citations (14)
17. Does Advertising Overcome Brand Loyalty? Evidence from the Breakfast-Cereals Market
    Journal of Economics & Management Strategy, 2004, 13, (2), 241-272 View citations (20)
18. Rates of information aggregation in common value auctions
    Journal of Economic Theory, 2004, 116, (1), 1-40 View citations (6)
    See also Working Paper (2002)

2003

19. Econometric models of asymmetric ascending auctions
    Journal of Econometrics, 2003, 112, (2), 327-358 View citations (16)
    See also Working Paper (2001)
20. GENERALIZED EMPIRICAL LIKELIHOOD BASED MODEL SELECTION CRITERIA FOR MOMENT CONDITION MODELS
    Econometric Theory, 2003, 19, (06), 923-943 View citations (12)

2002

21. Increasing Competition and the Winner's Curse: Evidence from Procurement
    Review of Economic Studies, 2002, 69, (4), 871-98 View citations (36)
    See also Working Paper (2001)