Details about Matthew Shum

Access statistics for papers by Matthew Shum.

Last updated 2009-10-17. Update your information in the RePEc Author Service.

Short-id: psh47

Working Papers

2009

1. 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

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

2007

4. 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

2005

5. Do Mergers Improve Information? Evidence from the Loan Market
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
   Also in Temi di discussione (Economic working papers), Bank of Italy, Economic Research Department (2004) View citations
   See also Journal Article in Journal of Money, Credit and Banking (2009)

2004

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

2003

7. Monopoly Quality Degradation in Cable Television
   Economics Working Paper Archive, The Johns Hopkins University,Department of Economics View citations
8. Nonlinear Pricing with Self-Control Preferences
   Working Papers, Pennsylvania State University, Department of Economics View citations
   Also in Economics Working Paper Archive, The Johns Hopkins University,Department of Economics (2003) View citations
   Discussion Papers, Columbia University, Department of Economics (2003) View citations
   See also Journal Article in Journal of Economic Theory (2007)
9. Nonparametric Tests for Common Values in First-Price Auctions
   Economics Working Paper Archive, The Johns Hopkins University,Department of Economics

2002

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

2001

11. A Semiparametric Estimator for Dynamic Optimization Models
    Economics Working Paper Archive, The Johns Hopkins University,Department of Economics
12. 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
13. Econometric Models of Asymmetric Ascending Auctions
    Economics Working Paper Archive, The Johns Hopkins University,Department of Economics
    See also Journal Article in Journal of Econometrics (2003)
14. Empirical Likelihood-Based Selection Criteria for Moment Condition Models
    Economics Working Paper Archive, The Johns Hopkins University,Department of Economics
15. Increasing Competition and the Winner's Curse: Evidence from Procurement
    Economics Working Paper Archive, The Johns Hopkins University,Department of Economics
    See also Journal Article in Review of Economic Studies (2002)

2000

16. Nonparametric Tests for Common Values
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society View citations

1998

17. CHARACTERIZING INFORMATIONAL BARRIERS TO ENTRY IN THE ANTI-ULCER DRUG MARKET
    Working Papers, University of Toronto, Department of Economics View citations
18. STRUCTURAL ESTIMATION OF AUCTION MODELS
    Working Papers, University of Toronto, Department of Economics View citations
19. THE ECONOMETRICS OF ENGLISH AUCTIONS
    Working Papers, University of Toronto, Department of Economics View citations
20. Uncertainty and Experimentation in Pharmaceutical Demand: Anti-Ulcer Drugs
    Working Papers, Duke University, Department of Economics View citations

Journal Articles

2009

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

2008

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

2007

3. Monopoly Quality Degradation and Regulation in Cable Television
   Journal of Law & Economics, 2007, 50, (1), 181-219 View citations
4. Nonlinear pricing with self-control preferences
   Journal of Economic Theory, 2007, 135, (1), 306-338 View citations
   See also Working Paper (2003)
5. Nonparametric likelihood ratio model selection tests between parametric likelihood and moment condition models
   Journal of Econometrics, 2007, 141, (1), 109-140 View citations

2006

6. Using Price Distributions to Estimate Search Costs
   RAND Journal of Economics, 2006, 37, (2), 257-275 View citations

2005

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

2004

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

2003

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

2002

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