Xiaoxia
Shi
(史晓霞)
Lowell and Leila Robinson Professor
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Working
Papers
Publications and Forthcomings
2019 "Semi-Nonparametric Estimation of Random Coefficient Logit Model for Aggregate Demand," (with Zhentong Lu and Jing Tao), Forthcoming at Journal of Econometrics
2019 "Estimating Demand for Differentiated Products with Zeroes in Market Share Data,"
(with Amit Gandhi and Zhentong Lu), Forthcoming at Quantitative Economics
(2013 version with partial identification)
2023 "Simple Adaptive Size-Exact Testing for Full-vector and Subvector Inference in Moment Inequality Models,"
(with Gregory Cox), 90(1):201-228, the Review of Economic Studies
2022 "Inference on Estimators defined by Mathematical Programming,"
(with Yu-Wei Hsieh and Matthew Shum), 226(2):248-268, Journal of Econometrics
2020 "A Uniform Model Selection Test for Semi/Nonparametric Models,"
(with Zhipeng Liao), Quantitative Economics,11(2020):983-1017
(Supplemental Appendix)
2019 "Testing Generalized Regression Monotonicity,"
(with Yu-Chin Hsu and Chu-An Liu) Econometric Theory, 35(6):1146-1200
2019 "On the Empirical Content of the Beckerian Marriage Model,"
(with Jianfei Cao and Matthew Shum), Economic Theory, 67(2):349-362
2019 "An Improved Bootstrap Test of Density Ratio Ordering,"
(with Brendan K. Beare) Econometrics and Statistics, 10(2019):9-26
(Matlab Code)
2018 "Estimating Semi-parametric Panel Multinomial Choice Models using Cyclic Monotonicity
,"
(with Matthew Shum and Wei Song), Econometrica, 86(2):737-761
(Supplemental Appendix)
2018 "Can Words Get in the Way? The Effect of Deliberation in Collective Decision-Making,"
(with Matias Iaryczower and Matt Shum), Journal of Political Economy, 126(2):688-734
2017 "Model Selection Test for Conditional Moment Inequality Models
,"
(with Yu-Chin Hsu), Econometrics Journal , 20(1):52-85
2017 "Inference Based on Many Conditional Moment Inequalities,"
(with Donald W. K. Andrews), Journal of Econometrics, 196(2), 275-287
2017 "Stata commands for Testing Conditional Moment Inequalities/Equalities,"
(with Donald W. K. Andrews and Wooyoung Kim), Stata Journal, 17(1), 56-72
2017 "Inference for functions of partially identified parameters in moment inequality models,"
(with Ivan A. Canay and Federico A. Bugni),
Quantitative Economics, 8(1), 1-38
2015 "Simple
Two-Stage Inference for A Class of Partially Identified
Models," (with Matthew Shum) Econometric Theory, 31(3), 493-520
2015 "A
Nondegenerate Vuong Test," Quantitative Economics, 6(1), 85-121
(ndVuong
Matlab and Stata Code) (R-code by Yves Croissant) (Errata)
2015
"Model Selection Test for Nonnested Moment Inequality Models
,"
Journal of Econometrics,
187 (1), 1-17
(working
paper version)
2015 "Specification Tests for Moment Inequality models,"
(with Federico A. Bugni and Ivan A. Canay),
Journal of Econometrics. 185(1),259-282
2014 "Nonparametric
Inference Based on Conditional Moment Inequalities,"
(with Donald Andrews) Journal of Econometrics, 179(1),
31-45.
(working paper version)
2013 "Inference
Based on Conditional Moment Inequalities," (with
Donald Andrews) Econometrica, 81(2), 609-666.
(slides) (Gauss code for the Monte
Carlo) (Supplemental Material) (Stata Implementation)
2012 "Nonlinear
Cointegrating Regression under Weak Identification,"
(with Peter Phillips) Econometric Theory, 28(3),
509-547.
(slides) (working
paper version)
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