Details about Denis Nekipelov

Access statistics for papers by Denis Nekipelov.

Last updated 2021-11-24. Update your information in the RePEc Author Service.

Short-id: pne42

Working Papers

2021

1. Regularized Orthogonal Machine Learning for Nonlinear Semiparametric Models
   Papers, arXiv.org View citations (3)

2019

2. On Uniform Inference in Nonlinear Models with Endogeneity
   Boston College Working Papers in Economics, Boston College Department of Economics
   Also in Working Papers, Duke University, Department of Economics (2013) View citations (4)

2018

3. Measuring the Return to Online Advertising: Estimation and Inference of Endogenous Treatment Effects
   Boston College Working Papers in Economics, Boston College Department of Economics

2016

4. Classification Trees for Heterogeneous Moment-Based Models
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (5)

2015

5. Consistent Variance of the Laplace Type Estimators: Application to DSGE Models
   Departmental Working Papers, Southern Methodist University, Department of Economics View citations (9)
6. Demand Estimation with Machine Learning and Model Combination
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (12)
7. Identification and Efficient Semiparametric Estimation of a Dynamic Discrete Game
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (16)

2013

8. A Dynamic Model of Subprime Mortgage Default: Estimation and Policy Implications
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (12)

2011

9. Identification, data combination and the risk of disclosure
   CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (1)
   See also Journal Article Identification, data combination, and the risk of disclosure, Quantitative Economics, Econometric Society (2018) View citations (2) (2018)
10. Information Structure and Statistical Information in Discrete Response Models
    Working Papers, Duke University, Department of Economics View citations (5)
    See also Journal Article Information structure and statistical information in discrete response models, Quantitative Economics, Econometric Society (2018) View citations (10) (2018)

2010

11. Numerical Performance of MCMC Algorithms for Classical Estimation
    2010 Meeting Papers, Society for Economic Dynamics

2008

12. Empirical Content of a Continuous-Time Principal-Agent Model
    2008 Meeting Papers, Society for Economic Dynamics

2006

13. Estimating Static Models of Strategic Interaction
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (80)
    See also Journal Article Estimating Static Models of Strategic Interactions, Journal of Business & Economic Statistics, American Statistical Association (2010) View citations (153) (2010)

2003

14. WTO Accession and the Labor Market: Estimations for Russia
    Working Papers, Center for Economic and Financial Research (CEFIR) View citations (2)

Journal Articles

2018

1. Identification, data combination, and the risk of disclosure
   Quantitative Economics, 2018, 9, (1), 395-440 View citations (2)
   See also Working Paper Identification, data combination and the risk of disclosure, CeMMAP working papers (2011) View citations (1) (2011)
2. Information structure and statistical information in discrete response models
   Quantitative Economics, 2018, 9, (2), 995-1017 View citations (10)
   See also Working Paper Information Structure and Statistical Information in Discrete Response Models, Working Papers (2011) View citations (5) (2011)
3. Structural Econometrics of Auctions: A Review
   Foundations and Trends(R) in Econometrics, 2018, 9, (2-4), 79-302 View citations (10)
4. The Role of Royalties in Resource Extraction Contracts
   Land Economics, 2018, 94, (3), 340-353 View citations (4)

2017

5. K-anonymity: A note on the trade-off between data utility and data security
   Applied Econometrics, 2017, 48, 44-62

2016

6. Identification and semiparametric estimation of a finite horizon dynamic discrete choice model with a terminating action
   Quantitative Marketing and Economics (QME), 2016, 14, (4), 271-323 View citations (17)

2015

7. Extremum estimation and numerical derivatives
   Journal of Econometrics, 2015, 188, (1), 250-263 View citations (20)
8. Machine Learning Methods for Demand Estimation
   American Economic Review, 2015, 105, (5), 481-85 View citations (78)

2012

9. Efficient local IV estimation of an empirical auction model
   Journal of Econometrics, 2012, 168, (1), 60-69

2011

10. Nonlinear Models of Measurement Errors
    Journal of Economic Literature, 2011, 49, (4), 901-37 View citations (99)

2010

11. Estimating Static Models of Strategic Interactions
    Journal of Business & Economic Statistics, 2010, 28, (4), 469-482 View citations (153)
    See also Working Paper Estimating Static Models of Strategic Interaction, NBER Working Papers (2006) View citations (80) (2006)
12. Semiparametric efficiency in nonlinear LATE models
    Quantitative Economics, 2010, 1, (2), 279-304 View citations (26)

Chapters

2015

1. Estimation of Treatment Effects from Combined Data: Identification versus Data Security
   A chapter in Economic Analysis of the Digital Economy, 2015, pp 279-308 View citations (7)