SIER Working Paper Series

113 Learning Rival’s Information in Interdependent Value Auctions

Author : Jinwoo Kim and Youngwoo Koh
Abstract :
We study a simple auction model with interdependent values in which bidders can learn their rival’s ...

112 Somewhere Between Utopia and Dystopia: Choosing From Multiple Incomparable Prospects

Author : Gordon Anderson, Thierry Post, Yoon-Jae Whang
Abstract :
In many fields of decision making, choices have to be made from multiple alternatives, but stochasti...

111 Quantilograms under Strong Dependence

Author : Ji Hyung Lee, Oliver Linton, Yoon-Jae Whang
Abstract :
This paper studies the limit theory of the quantilogram and cross-quantilogram under long memory. We...

110 The Lower Regression Function and Testing Expectation Dependence Dominance Hypotheses

Author : Oliver Linton, Yoon Jae Whang, Yu-Min Yen
Abstract :
We provide an estimator of the lower regression function and provide large sample properties for inf...

109 MONTE CARLO INFERENCE ON TWO-SIDED MATCHING MODELS

Author : Taehoon Kim, Jacob Schwartz, Kyungchul Song, and Yoon-Jae Whang
Abstract :
This paper considers two-sided matching models with nontransferable utilities, with one side having ...

108 INFERENCE ON DISTRIBUTION FUNCTIONS UNDER MEASUREMENT ERROR

Author : KARUN ADUSUMILLI, TAISUKE OTSU, AND YOON-JAE WHANG
Abstract :
This paper is concerned with inference on the cumulative distribution function (cdf) FX ∗ in the cla...

107 Global Spillover Effects of US Uncertainty

Author : Saroj Bhattarai, Arpita Chatterjee, Woong Yong Park
Abstract :
Spillover effects of US uncertainty shocks are studied in a panel VAR of ?fteen emerging market econ...

106-1 Dispute Settlement with Second-Order Uncertainty

Author : Mostafa Beshkar, Jee-Hyeong Park
Abstract :
The literature on pre-trial dispute settlement has focused on the effect of first-order uncertainty ...

106 Dispute Settlement with Second-Order Uncertainty

Author : Mostafa Beshkar, Jee-Hyeong Park
Abstract :
The literature on pretrial dispute settlement has studied the effect of first- order uncertainty on ...

105 Market Value of Patents: Evidence from the US, 1976-2017

Author : Jihong Lee, Hyunkyeong Lim
Abstract :
Since the 1980s, the US has experienced a surge in patenting and R&D. To better understand the pheno...