Jason Blevins’s Notebook

Papers

Econometrics

• Heckman and Honoré (1989): “The identifiability of the competing risks model”
• Graham, Imbens, and Ridder (2006): “Complementarity and Aggregate Implications of Assortative Matching: A Nonparametric Analysis”
• Aradillas-Lopez and Tamer (2007): “The Identification Power of Equilibrium in Games”

Industrial Organization

• Melnikov (2001): “Demand for Differentiated Products: the Case of the U.S. Computer Printer Market”
• Pakes (1986): “Patents as Options”

Statistics

• Meinhold and Singpurwalla (1983): “Understanding the Kalman Filter”
• Chib and Greenberg (1995): “Understanding the Metropolis-Hastings Algorithm”

Particle Filtering

• Gordon, Salmond, and Smith (1993): “Novel approach to nonlinear/non-Gaussian Bayesian state estimation”
• Pitt and Shephard (1999): “Filtering via Simulation: Auxiliary Particle Filters”
• Crisan (2001): “Particle Filters - A Theoretical Perspective”
• Doucet, de Freitas, and Gordon (2001): “An Introduction to Sequential Monte Carlo Methods”
• Crisan, Del Moral, and Lyons (1999): “Discrete Filtering Using Branching and Interacting Particle Systems”

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Notes

Econometrics

• Simultaneous equations model

  • Full-information maximum likelihood
  • Limited-information maximum likelihood
  • Three-stage least squares

• Maximum simulated likelihood

Airline Data

• Airline Industry Datasets