Details about Federico Zincenko

Access statistics for papers by Federico Zincenko.

Last updated 2024-06-08. Update your information in the RePEc Author Service.

Short-id: pzi136

Working Papers

2025

1. Nonparametric estimation of conditional densities by generalized random forests
   Papers, arXiv.org

2024

2. Identification and Estimation of Multidimensional Screening
   Papers, arXiv.org View citations (3)

2023

3. Empirical Framework for Cournot Oligopoly with Private Information
   Papers, arXiv.org View citations (2)

2019

4. Testing for Risk Aversion in First-Price Sealed-Bid Auctions
   Working Paper, Department of Economics, University of Pittsburgh
   See also Journal Article Testing for risk aversion in first-price sealed-bid auctions, Journal of Econometrics, Elsevier (2022) View citations (2) (2022)

2017

5. Alternative moment conditions and an efficient GMM estimator for dynamic panel data models
   Working Paper, Department of Economics, University of Pittsburgh

2016

6. Efficeincy Gains in Rank-ordered Multinomial Logit Models
   Working Paper, Department of Economics, University of Pittsburgh
7. Nonparametric Estimation of First-Price Auctions with Risk-Averse Bidders
   Working Paper, Department of Economics, University of Pittsburgh View citations (2)
   See also Journal Article Nonparametric estimation of first-price auctions with risk-averse bidders, Journal of Econometrics, Elsevier (2018) View citations (17) (2018)

2008

8. Tests for Dynamic Effects in Linear Panel Data Models
   Working Papers, Universidad de San Andres, Departamento de Economia

Journal Articles

2024

1. Estimation and inference of seller’s expected revenue in first-price auctions
   Journal of Econometrics, 2024, 241, (1)

2022

2. Testing for risk aversion in first-price sealed-bid auctions
   Journal of Econometrics, 2022, 226, (2), 295-320 View citations (2)
   See also Working Paper Testing for Risk Aversion in First-Price Sealed-Bid Auctions, Working Paper (2019) (2019)

2020

3. Level-Based Estimation of Dynamic Panel Models
   Journal of Econometric Methods, 2020, 9, (1), 23

2018

4. Efficiency Gains in Rank†ordered Multinomial Logit Models
   Oxford Bulletin of Economics and Statistics, 2018, 80, (1), 122-134 View citations (4)
5. Nonparametric estimation of first-price auctions with risk-averse bidders
   Journal of Econometrics, 2018, 205, (2), 303-335 View citations (17)
   See also Working Paper Nonparametric Estimation of First-Price Auctions with Risk-Averse Bidders, Working Paper (2016) View citations (2) (2016)

2017

6. Collusion and heterogeneity of firms
   RAND Journal of Economics, 2017, 48, (1), 230-249 View citations (7)

2014

7. Robust tests for time-invariant individual heterogeneity versus dynamic state dependence
   Empirical Economics, 2014, 47, (4), 1365-1387 View citations (1)