Xiaoxia
Shi
(史晓霞)
Lowell and Leila Robinson Chair Professor
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Working
Papers
Publications and Forthcomings
2023 "Semi-Nonparametric Estimation of Random Coefficient Logit Model for Aggregate Demand," (with Zhentong Lu and Jing Tao), 2:2245-2265, Journal of Econometrics
2023 "Estimating Demand for Differentiated Products with Zeroes in Market Share Data,"
(with Amit Gandhi and Zhentong Lu), 14(2):381-418, 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 Nondegenerate Vuong Test and A Post Selection
Confidence Interval for Semi/Nonparametric Models,"
(with Zhipeng Liao), Quantitative Economics,11(2020):983-1017
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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