Research
Faculty Publications
2022
- Should I Stay or Should I Go: Migrating away from an Incumbent Platform, Gary Biglaiser, Jacques Cramer, and Andrew Veiga, RAND Journal of Economics
- High-Dimensional Mixed-Frequency IV Regression, Andrii Babii, Journal of Business and Economics Statistics
- How Should Parameter Estimation Be Tailored to the Objective?, Peter R. Hansen and Elena-Ivona Dumitrescu, Journal of Econometrics
- Global Manipulation by Local Obfuscation, Fee Li, Yang Song, and Mofei Zhao, Journal of Economic Theory
- Relative Contagiousness of Emerging Virus Variants: An Analysis of the Alpha, Delta, and Omicron SARS-CoV-2 variants, Peter R. Hansen, The Econometrics Journal
- Option Pricing with State-Dependent Pricing Kernel, Peter R. Hansen, Chen Tong, Zhuo Huang, Journal of Futures Markets
- Decomposing Trends in U.S. Air Pollution Disparities from Electricity, Dane Hernandez-Cortes, Kyle C. Men, and Paige Weber, Environmental and Energy Policy and the Economy
- Making Clean Firms Cleaner: Targeting Environmental Regulation to Maximize Returns, Paige Weber, AEA Papers and Proceedings
- Is OTT Video a Substitute for TV? Policy Insights from Cord-Cutting, Jacob Malone, Aviv Nevo, Zach Nolan, and Jonathan Williams, Review of Economics and Statistics (forthcoming)
- Operations Leadership and Productivity: A Study of US Automobile Assembly Plants, Soledad Giardili, Kamalini Ramdas, Jonathan Williams, Management Science (forthcoming)
- Price Discrimination in International Airline Markets, Garb Aryal, Charlie Murry, and Jonathan Williams, Review of Economic Studies (forthcoming)
- Isotonic Regression Discontinuity Designs, Andrii Babii and Rohit Kumar, Journal of Econometrics (forthcoming)
- Machine Learning Time Series Regressions With an Application to Nowcasting, Andrii Babii, Eric Ghysels, and Jonas Striaukas, Journal of Business and Economics Statistics (forthcoming)
- High-dimensional Granger causality tests with an application to VIX and news, Andrii Babii, Eric Ghysels, and Jonas Striaukas, Journal of Financial Econometrics (forthcoming)
2021
- A New Parametrization of Correlation Matrices, Peter R. Hansen and Ilya Archakov, Econometrica
- Sequential Persuasion, Fei Li and Peter Norman, Economic Theory
- Expected Health Effects of Reduced Air Pollution from COVID-19 Social Distancing, Andrew J. Yates, Steve Cicala, Stephen P Holland, Erin T Mansur, and Nicholas Z Muller, Atmosphere
- The environmental benefits of transportation electrification: Urban buses, Andrew J. Yates, Stephen P Holland, Erin T Mansur, and Nicholas Z Muller, Energy Policy
- The electric vehicle transition and the economics of banning gasoline vehicles, Stephen P. Holland, Erin T. Mansur, and Andrew J. Yates, American Economics Journal: Economic Policy
- Long-term Trends in Wildfire Damages in California, Hanna Buechi, Paige Weber, Sarah Heard, Dick Cameron, and Andrew J. Plantinga, International Journal of Wildland Fire
2020
- Honest Confidence Sets in Nonparametric IV Regression and Other Ill-Posed Models, Andrii Babii, Econometric Theory
- ET Interview: Jean-Pierre Florens, Andrii Babii and Eric Ghysels, Econometric Theory
- Commercial and Residential Mortgage Defaults: Spatial Dependence with Frailty, Andrii Babii, Xi Chen, Eric Ghysels, Journal of Econometrics
- Intermediaries and Product Quality in Used Car Markets, Gary Biglaiser, Fei Li, Charles Murry, and Yiyi Zhou, RAND Journal of Economics
- The value of incumbency when platforms face heterogenous consumers, Gary Biglaiser and Jacques Cremer, AEJ-Micro
- Star Ratings and the Incentives of Mutual Funds, Fei Li, Chong Huang, and Xi Weng, Journal of Finance
- Heterogeneous Responses to Price: Evidence from Residential Water Consumers, Brian McManus, Andrew J. Yates, Ahmed Rachid El-Khattabi, Shadi Eskaf, Julien P. Isnard, and Laurence Lin, Journal of Environmental Economics and Management
- Playing with Money, Peter Norman, Douglas Davis, Oleg Korenok, Bruno Sultanum, and Randall Wright, Journal of Economic Behavior & Organization
- The Distribution of Surplus in the US Pharmaceutical Industry: Evidence from Paragraph iv Patent-Litigation Decisions, Jonathan Williams, Ruben Jacobo-Rubio, and John L. Turner, Journal of Law and Economics
- Decompositions and Policy Consequences of an Extraordinary Decline in Air Pollution from Electricity Generation, Andrew J. Yates, Stephen P. Holland, Erin T. Mansur, and Nicholas Z. Muller, American Economic Journal: Economic Policy
- Integrating Physical and Financial Approaches to Manage Environmental Financial Risk on the Great Lakes, Andrew J. Yates, Eliot S Meyer, Benjamin T Foster, Gregory W Characklis, and Casey Brown, Water Resources Research
- Resilience of HPV vaccine uptake in Denmark: Decline and recovery, Peter R. Hansen, Matthias Schmidtblaicher, and Noel T Brewer, Vaccine
2019
- Incumbency Advantage and its Value, Gary Biglaiser, Emilio Calvano, and Jacques Cremer, Journal of Economics and Management Strategy
- Revenue Management Without Commitment: Dynamic Pricing and Periodic Flash Sales, Fei Li and Francesc Dilmé, Review of Economic Studies
- Pivotal Persuasion, Fei Li, Jimmy Hing Chi Chan, Seher Gupta, and Yun Wang, Journal of Economic Theory
- Endogenous Comparative Advantage, Peter Norman and Andrea Moro, The Scandinavian Journal of Economics
- Taxation in the Aviation Industry: Insights and Challenges, Quinton White, Jonathan Williams, and David R. Agrawal, Transportation Research Record: Journal of the Transportation Research Board
- Collusive pricing patterns in the US airline industry, Jonathan Williams, Federico Ciliberto, and Eddie Watkins, International Journal of Industrial
Organization - Network Structure and Consolidation in the Us Airline Industry 1990-2015, Federico Ciliberto, Emily Cook, and Jonathan Williams, Review of Industrial Organization
- Distributional effects of air pollution from electric vehicle adoption, S. Holland, E. Mansur, N. Muller, and A. Yates, Journal of the Association of Environmental and Resource Economists
- Realized Wishart-GARCH: A Score-driven Multi-Asset Volatility Model, Gorgi, P, P.R. Hansen, P. Janus, S.J. Koopman, Journal of Financial Econometrics
- A Dynamic Model of Vaccine Compliance: How Fake News Undermined the Danish HPV Vaccine Program, Peter R. Hansen and Matthias Schmidtblaicher, Journal of Business and Economics Statistics
2018
- Does Cheap Talk Affect Market Outcomes? Evidence from eBay, Dan Elfenbein, Ray Fisman, and Brian McManus, American Economic Journal: Applied Economics
- On Persuasion with Multiple Senders, Fei Li and Peter Norman, Economics Letters
- Middlemen: The Good, The Bad, and The Ugly, Fei Li and Gary Biglaiser, RAND Journal of Economics
- Healthcare Access, Costs, and Treatment Dynamics: Evidence from In Vitro Fertilization, Bart Hamilton, Emily Jungheim, Brian McManus, Juan Pantano, American Economic Review
- Trends in Private Patent Costs and Rents for Publicly-Traded Firms, with James Bessen, Peter Neuhausler, John Turner, and Jonathan Williams, International Review of Law and Economics
- Off-Label Use of Pharmaceuticals: A Detection Controlled Approach, David Bradford, John Turner, and Jonathan Williams, Journal of Industrial Economics
2017
- Contracts as barriers to entry in markets with non-pivotal buyers, Ozlem Bedre-Defolie and Gary Biglaiser, American Economic Review
- Transparency of Outside Options in Bargaining, Ilwoo Hwang and Fei Li, Journal of Economic Theory.
- Efficient Learning and Job Turnover in the Labor Market, Fei Li and Xi Weng, International Economic Review
- Learning by Driving: Productivity Improvements by New York City Taxi Drivers, Kareem Haggag, Brian McManus, Giovanni Paci. AEJ: Applied Economics
- Optimal regulation of pollution with stochastic exposure, acute damages, and chronic damages, D. Bielen and A. Yates, Journal of Cleaner Production
- Detecting Potential Overbilling in Medicare Reimbursement via Hours Worked, Hanming Fang and Qing Gong, American Economic Review
- Option Pricing with the Realized GARCH Model: An Analytical Approximation Approach, Huang, Z., T. Wang, and P.R. Hansen, Journal of Futures Markets
2016
- Heterogeneous Switching Costs, Gary Biglaiser, Jacques Cremer, Gregory Dubos, International Journal of Industrial Organization
- Usage-Based Pricing and Demand for Residential Broadband, Aviv Nevo, John Turner, Jonathan Williams, Econometrica
- Robust Scheduling Practices in the U.S. Airline Industry: Costs, Returns, and Inefficiencies, Scott Atkinson, Kamalini Ramdas, Jonathan Williams, Management Science
- Are there environmental benefits from driving electric vehicles? The importance of local factors, Holland, E. Mansur, N. Muller, A. Yates, American Economic Review
- Damages and expected deaths due to excess NOx emissions from 2009-2015 Volkswagen diesel vehicles, S. Holland, E. Mansur, N. Muller, A. Yates, Environmental Science and Technology
- Dynamic Signaling with Dropout Risk, Francesc Dilme and Fei Li, AEJ: Microeconomics
- Polluting Thy Neighbor: Unintended Consequences of China’s Pollution Reduction Mandates, Hongbin Cai, Yuyu Chen, Qing Gong, Journal of Environmental Economics and Management
- Exponential GARCH Modeling with Realized Measures of Volatility, Hansen, P. R. and Z. Huang, Journal of Business & Economic Statistics