Testing Models With Multiple Equilibria by Quantile Methods

By Federico Echenique, Ivana Komunjer. 2009

48 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Marketing

View Paper: https://www.semanticscholar.org/paper/4304ef0a79b162c75a029e94f7b11d0270c03b66

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Camille Sabbah
2. Á. D. Paula
3. E. Guerre

In Marketing

1. Á. D. Paula
2. E. Guerre

Citations in the corpus

• Econometric Analysis of Games with Multiple Equilibria (2012, background): “One notable reference in econometrics focusing on continuous action spaces and multiple equilibria is Echenique & Komunjer (2009).”
• UNIFORM BIAS STUDY AND BAHADUR REPRESENTATION FOR LOCAL POLYNOMIAL ESTIMATORS OF THE CONDITIONAL QUANTILE FUNCTION (2011, background): “Echenique and Komunjer (2009) show the usefulness of a conditional quantile approach when analyzing general multiple equilibria economic models.”
• Dynamic Quantile Models of Rational Behavior (2019, unknown): “Quantiles are employed for identification of nonseparable models (Chesher (2003) and Imbens and Newey (2009)), nonparametric identification and estimation of nonadditive random functions (Matzkin (2003)), and testing models with multiple equilibria (Echenique and Komunjer (2009)).”
• Runs on Money Market Mutual Funds (2016, unknown): “Although a large part of the theoretical literature on runs has focused on commercial banks, recent studies such as Allen, Babus, and Carletti (2009) and Gennaioli, Shleifer, and Vishny (2013) consider the broader issue of instability in the so-called shadow banking system.”