Chapter 1: Nonparametric Identification of Insurance Models with Multidimensional Screening (with Isabelle Perrigne and Quang Vuong)This chapter studies the identification of an insurance model with multidimensional screening, where insurees are characterized by risk and risk aversion. The model...

Endogeneity and misspecification of models are two main concerns in structural estimation, which usually involves the optimal choices of economic agents with unobservable characteristics. In estimating production functions, input variables are endogenous because input decisions depend on...

Essay 1: Integrated Conditional MomentTest for Parametric Conditional Distributions (with Herman J. Bierens)This paper extends the Integrated Conditional Moment (ICM) test for the functional form of nonlinear regression models to tests for parametric conditional distributions. This test is...

How brand slogans can influence and change the consumers’ perception of image of products has been a topic of great interest to marketers. However, it is a non-trivial task to evaluate how brand slogans affect their customers’ emotions and how the emotions influence the customers’...

Resource management including resource allocation, levelling, configuration and monitoring has been recognised as critical to design decision making. It has received increasing research interests in recent years. Different definitions, models and systems have been developed and published in...

In this thesis, we study nonparametric identification of first-price auction models and propose a semi-nonparametric simulated integratedmoment estimation method to recover the underlying value distribution.In the first essay, we investigate the nonparametric identification of the first-price...

This dissertation explores three issues regarding mutual funds. The first chapter examines the ability of government bond fund managers to time the market, based on their holdings of Treasury securities during the period 1997-2006. We find that, on average, government bond fund managers exhibit...

It is unrealistic to conceive that economic variables or relationships follow a statistical law in which moments or parameters are kept constant over time. The focus of this dissertation is on model specification and testing of time series that are subject to gradual or sudden structural changes...