Details about Matthew Shum

Access statistics for papers by Matthew Shum.

Last updated 2019-06-12. Update your information in the RePEc Author Service.

Short-id: psh47

Working Papers

2017

1. Discrete Choice and Rational Inattention: A General Equivalence Result
   Working Papers, HAL View citations (15)
   Also in Discussion Papers, University of Copenhagen. Department of Economics (2017) View citations (15)
   Papers, arXiv.org (2017) View citations (15)
2. Discrete Choice and Rational Inattention: a General Equivalence Result�
   MPRA Paper, University Library of Munich, Germany View citations (26)
3. Estimation of random coefficients logit demand models with interactive fixed effects
   CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (2)
   Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2012) View citations (2)
   CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2014) View citations (12)
   See also Journal Article Estimation of random coefficients logit demand models with interactive fixed effects, Journal of Econometrics, Elsevier (2018) View citations (14) (2018)
4. Inference on Estimators defined by Mathematical Programming
   Papers, arXiv.org View citations (8)

2016

5. Auctioneers as Market Makers: Managing Momentum in Chittagong Tea Auctions
   CESifo Working Paper Series, CESifo View citations (1)
6. Nonparametric Estimation of Demand Elasticities Using Panel Data
   Boston College Working Papers in Economics, Boston College Department of Economics

2015

7. A Simple Estimator for Dynamic Models with Serially Correlated Unobservables
   CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington View citations (5)
   Also in Economics Working Paper Archive, The Johns Hopkins University,Department of Economics (2010) View citations (1)
   See also Journal Article A Simple Estimator for Dynamic Models with Serially Correlated Unobservables, Journal of Econometric Methods, De Gruyter (2017) View citations (2) (2017)
8. The Welfare E ects of Endogenous Quality Choice in Cable Television Markets
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (24)
9. The welfare effects of endogenous quality choice in cable television markets
   ECON - Working Papers, Department of Economics - University of Zurich View citations (9)

2012

10. Efficiency and Bargaining Power in the Interbank Loan Market
    Staff Working Papers, Bank of Canada View citations (7)
11. Identification and Estimation of Online Price Competition with an Unknown Number of Firms
    Working Papers, Indiana University, Kelley School of Business, Department of Business Economics and Public Policy View citations (8)

2011

12. Intimidation or Impatience? Jump Bidding in On-line Ascending Automobile Auctions
    Working Papers, Chapman University, Economic Science Institute View citations (4)

2010

13. Horizontal Mergers of Online Firms: Structural Estimation and Competitive Effects
    Economics Working Paper Archive, The Johns Hopkins University,Department of Economics View citations (2)
14. How much competition is a secondary market?
    Working Papers, Instituto Madrileño de Estudios Avanzados (IMDEA) Ciencias Sociales View citations (10)
15. Nonparametric Identification of First-Price Auctions with Non-Separable Unobserved Heterogeneity
    Working Papers, Duke University, Department of Economics View citations (7)
16. Nonparametric Learning Rules from Bandit Experiments: The Eyes have it!
    Economics Working Paper Archive, The Johns Hopkins University,Department of Economics View citations (1)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2010) View citations (1)
    See also Journal Article Nonparametric learning rules from bandit experiments: The eyes have it!, Games and Economic Behavior, Elsevier (2013) View citations (21) (2013)

2009

17. Auctioneers as Agents
    2009 Meeting Papers, Society for Economic Dynamics
18. Nonparametric Identification of Auction Models with Non-Separable Unobserved Heterogeneity
    Economics Working Paper Archive, The Johns Hopkins University,Department of Economics View citations (4)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2009) View citations (4)

2008

19. Identifying Dynamic Games with Serially-Correlated Unobservables
    Economics Working Paper Archive, The Johns Hopkins University,Department of Economics View citations (3)
20. Nonparametric Identification of Dynamic Models with Unobserved State Variables
    Economics Working Paper Archive, The Johns Hopkins University,Department of Economics View citations (28)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2008) View citations (8)
    See also Journal Article Nonparametric identification of dynamic models with unobserved state variables, Journal of Econometrics, Elsevier (2012) View citations (97) (2012)

2007

21. 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 (5)
    See also Journal Article Estimating first-price auctions with an unknown number of bidders: A misclassification approach, Journal of Econometrics, Elsevier (2010) View citations (47) (2010)

2005

22. Do Mergers Improve Information? Evidence from the Loan Market
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (22)
    Also in Proceedings, Federal Reserve Bank of Chicago (2004) View citations (1)
    See also Journal Article Do Mergers Improve Information? Evidence from the Loan Market, Journal of Money, Credit and Banking, Blackwell Publishing (2009) View citations (65) (2009)

2004

23. Nonparametric Tests for Common Values in First-Price Sealed-Bid Auctions
    Working Papers, Fondazione Eni Enrico Mattei View citations (20)
    Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2003) View citations (109)
    NBER Working Papers, National Bureau of Economic Research, Inc (2003) View citations (121)

2003

24. Monopoly Quality Degradation in Cable Television
    Economics Working Paper Archive, The Johns Hopkins University,Department of Economics View citations (13)
25. Nonlinear Pricing with Self-Control Preferences
    Economics Working Paper Archive, The Johns Hopkins University,Department of Economics View citations (21)
    See also Journal Article Nonlinear pricing with self-control preferences, Journal of Economic Theory, Elsevier (2007) View citations (32) (2007)
26. Nonparametric Tests for Common Values in First-Price Auctions
    Economics Working Paper Archive, The Johns Hopkins University,Department of Economics View citations (105)

2002

27. Rates of Information Aggregation in Common Value Auctions
    Economics Working Paper Archive, The Johns Hopkins University,Department of Economics View citations (4)
    See also Journal Article Rates of information aggregation in common value auctions, Journal of Economic Theory, Elsevier (2004) View citations (15) (2004)

2001

28. A Semiparametric Estimator for Dynamic Optimization Models
    Economics Working Paper Archive, The Johns Hopkins University,Department of Economics View citations (1)
29. 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
30. Econometric Models of Asymmetric Ascending Auctions
    Economics Working Paper Archive, The Johns Hopkins University,Department of Economics View citations (8)
    See also Journal Article Econometric models of asymmetric ascending auctions, Journal of Econometrics, Elsevier (2003) View citations (39) (2003)
31. Empirical Likelihood-Based Selection Criteria for Moment Condition Models
    Economics Working Paper Archive, The Johns Hopkins University,Department of Economics View citations (3)
32. Increasing Competition and the Winner's Curse: Evidence from Procurement
    Economics Working Paper Archive, The Johns Hopkins University,Department of Economics View citations (2)
    See also Journal Article Increasing Competition and the Winner's Curse: Evidence from Procurement, The Review of Economic Studies, Review of Economic Studies Ltd (2002) View citations (113) (2002)

2000

33. Nonparametric Tests for Common Values
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society View citations (59)

1998

34. CHARACTERIZING INFORMATIONAL BARRIERS TO ENTRY IN THE ANTI-ULCER DRUG MARKET
    Working Papers, University of Toronto, Department of Economics View citations (1)
35. STRUCTURAL ESTIMATION OF AUCTION MODELS
    Working Papers, University of Toronto, Department of Economics View citations (5)
36. THE ECONOMETRICS OF ENGLISH AUCTIONS
    Working Papers, University of Toronto, Department of Economics View citations (2)
37. Uncertainty and Experimentation in Pharmaceutical Demand: Anti-Ulcer Drugs
    Working Papers, Duke University, Department of Economics View citations (1)

Journal Articles

2019

1. On the empirical content of the Beckerian marriage model
   Economic Theory, 2019, 67, (2), 349-362 View citations (2)
2. Quality Overprovision in Cable Television Markets
   American Economic Review, 2019, 109, (3), 956-95 View citations (11)
3. TESTING THE QUANTAL RESPONSE HYPOTHESIS
   International Economic Review, 2019, 60, (1), 53-74 View citations (7)

2018

4. Can Words Get in the Way? The Effect of Deliberation in Collective Decision Making
   Journal of Political Economy, 2018, 126, (2), 688 - 734 View citations (24)
5. Estimating Semi‐Parametric Panel Multinomial Choice Models Using Cyclic Monotonicity
   Econometrica, 2018, 86, (2), 737-761 View citations (38)
6. Estimation of random coefficients logit demand models with interactive fixed effects
   Journal of Econometrics, 2018, 206, (2), 613-644 View citations (14)
   See also Working Paper Estimation of random coefficients logit demand models with interactive fixed effects, CeMMAP working papers (2017) View citations (2) (2017)

2017

7. A Pari-Mutuel-Like Mechanism for Information Aggregation: A Field Test inside Intel
   Journal of Political Economy, 2017, 125, (4), 1075 - 1099 View citations (17)
8. A Simple Estimator for Dynamic Models with Serially Correlated Unobservables
   Journal of Econometric Methods, 2017, 6, (1), 16 View citations (2)
   See also Working Paper A Simple Estimator for Dynamic Models with Serially Correlated Unobservables, CAEPR Working Papers (2015) View citations (5) (2015)
9. Bounding Causal Effects in Ecological Inference Problems*
   Political Science Research and Methods, 2017, 5, (3), 555-565 View citations (2)

2016

10. Duality in dynamic discrete‐choice models
    Quantitative Economics, 2016, 7, (1), 83-115 View citations (27)
11. Estimation and Inference in an Ecological Inference Model
    Journal of Econometric Methods, 2016, 5, (1), 17-48 View citations (7)

2015

12. Cyber-Shilling in Automobile Auctions: Evidence from a Field Experiment
    American Economic Journal: Microeconomics, 2015, 7, (3), 85-103 View citations (15)
13. Loss Aversion in Post-Sale Purchases of Consumer Products and Their Substitutes
    American Economic Review, 2015, 105, (5), 376-80 View citations (9)
14. SIMPLE TWO-STAGE INFERENCE FOR A CLASS OF PARTIALLY IDENTIFIED MODELS
    Econometric Theory, 2015, 31, (3), 493-520 View citations (14)

2014

15. Identifying Treatment Effects Under Data Combination
    Econometrica, 2014, 82, (2), 811-822 View citations (27)
16. Superstition and “lucky” apartments: Evidence from transaction-level data
    Journal of Comparative Economics, 2014, 42, (1), 109-117 View citations (27)

2013

17. Identification of first-price auctions with non-separable unobserved heterogeneity
    Journal of Econometrics, 2013, 174, (2), 186-193 View citations (35)
18. Nonparametric learning rules from bandit experiments: The eyes have it!
    Games and Economic Behavior, 2013, 81, (C), 215-231 View citations (21)
    See also Working Paper Nonparametric Learning Rules from Bandit Experiments: The Eyes have it!, Economics Working Paper Archive (2010) View citations (1) (2010)
19. The Revealed Preference Theory of Stable and Extremal Stable Matchings
    Econometrica, 2013, 81, (1), 153-171 View citations (50)
20. To elect or to appoint? Bias, information, and responsiveness of bureaucrats and politicians
    Journal of Public Economics, 2013, 97, (C), 230-244 View citations (40)
21. When Do Secondary Markets Harm Firms?
    American Economic Review, 2013, 103, (7), 2911-34 View citations (50)

2012

22. Nonparametric identification of dynamic models with unobserved state variables
    Journal of Econometrics, 2012, 171, (1), 32-44 View citations (97)
    See also Working Paper Nonparametric Identification of Dynamic Models with Unobserved State Variables, Economics Working Paper Archive (2008) View citations (28) (2008)
23. The Value of Information in the Court: Get It Right, Keep It Tight
    American Economic Review, 2012, 102, (1), 202-37 View citations (34)

2011

24. The Money Pump as a Measure of Revealed Preference Violations
    Journal of Political Economy, 2011, 119, (6), 1201 - 1223 View citations (135)

2010

25. Do sales tax credits stimulate the automobile market?
    International Journal of Industrial Organization, 2010, 28, (4), 397-402 View citations (7)
26. Estimating a tournament model of intra-firm wage differentials
    Journal of Econometrics, 2010, 155, (1), 39-55 View citations (2)
27. Estimating first-price auctions with an unknown number of bidders: A misclassification approach
    Journal of Econometrics, 2010, 157, (2), 328-341 View citations (47)
    See also Working Paper Estimating First-Price Auctions with an Unknown Number of Bidders: A Misclassification Approach, Economics Working Paper Archive (2007) View citations (5) (2007)
28. Pairwise-Difference Estimation of a Dynamic Optimization Model
    The Review of Economic Studies, 2010, 77, (1), 273-304 View citations (13)

2009

29. Do Mergers Improve Information? Evidence from the Loan Market
    Journal of Money, Credit and Banking, 2009, 41, (4), 673-709 View citations (65)
    See also Working Paper Do Mergers Improve Information? Evidence from the Loan Market, CEPR Discussion Papers (2005) View citations (22) (2005)

2008

30. Demand and supply estimation biases due to omission of durability
    Journal of Econometrics, 2008, 147, (2), 247-257 View citations (11)

2007

31. Detecting Information Pooling: Evidence from Earnings Forecasts after Brokerage Mergers
    The B.E. Journal of Economic Analysis & Policy, 2007, 7, (1), 38 View citations (1)
32. Durable-goods oligopoly with secondary markets: the case of automobiles
    RAND Journal of Economics, 2007, 38, (2), 332-354 View citations (69)
33. Monopoly Quality Degradation and Regulation in Cable Television
    Journal of Law and Economics, 2007, 50, (1), 181-219 View citations (29)
34. Nonlinear pricing with self-control preferences
    Journal of Economic Theory, 2007, 135, (1), 306-338 View citations (32)
    See also Working Paper Nonlinear Pricing with Self-Control Preferences, Economics Working Paper Archive (2003) View citations (21) (2003)
35. Nonparametric likelihood ratio model selection tests between parametric likelihood and moment condition models
    Journal of Econometrics, 2007, 141, (1), 109-140 View citations (33)

2006

36. Using price distributions to estimate search costs
    RAND Journal of Economics, 2006, 37, (2), 257-275 View citations (213)

2005

37. Uncertainty and Learning in Pharmaceutical Demand
    Econometrica, 2005, 73, (4), 1137-1173 View citations (227)

2004

38. An empirical model of learning and patient spillovers in new drug entry
    Journal of Econometrics, 2004, 122, (2), 213-246 View citations (66)
39. Does Advertising Overcome Brand Loyalty? Evidence from the Breakfast‐Cereals Market
    Journal of Economics & Management Strategy, 2004, 13, (2), 241-272 View citations (88)
40. Rates of information aggregation in common value auctions
    Journal of Economic Theory, 2004, 116, (1), 1-40 View citations (15)
    See also Working Paper Rates of Information Aggregation in Common Value Auctions, Economics Working Paper Archive (2002) View citations (4) (2002)

2003

41. Econometric models of asymmetric ascending auctions
    Journal of Econometrics, 2003, 112, (2), 327-358 View citations (39)
    See also Working Paper Econometric Models of Asymmetric Ascending Auctions, Economics Working Paper Archive (2001) View citations (8) (2001)
42. GENERALIZED EMPIRICAL LIKELIHOOD–BASED MODEL SELECTION CRITERIA FOR MOMENT CONDITION MODELS
    Econometric Theory, 2003, 19, (6), 923-943 View citations (40)

2002

43. Increasing Competition and the Winner's Curse: Evidence from Procurement
    The Review of Economic Studies, 2002, 69, (4), 871-898 View citations (113)
    See also Working Paper Increasing Competition and the Winner's Curse: Evidence from Procurement, Economics Working Paper Archive (2001) View citations (2) (2001)

Books

2017

1. Econometric Models for Industrial Organization
   World Scientific Books, World Scientific Publishing Co. Pte. Ltd. View citations (1)

Chapters

2014

1. Demand Estimation with High-Dimensional Product Characteristics
   A chapter in Bayesian Model Comparison, 2014, vol. 34, pp 301-323 View citations (4)