Access Statistics for Tong Li

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An Exponential Class of Dynamic Binary Choice Panel Data Models with Fixed Effects 1 1 1 124 3 3 4 148
An Exponential Class of Dynamic Binary Choice Panel Data Models with Fixed Effects 0 0 0 49 0 0 0 206
Auctions with selective entry 0 0 0 16 0 0 2 19
Constructive Identification of Heterogeneous Elasticities in the Cobb-Douglas Production Function 1 1 2 29 1 2 6 48
Entry and competition effects in first-price auctions: theory and evidence from procurement auctions 0 0 1 198 1 1 4 618
Evaluating Policies Early in a Pandemic: Bounding Policy Effects with Nonrandomly Missing Data 1 1 1 6 1 1 1 22
Existence of monotone equilibrium in first price auctions with private risk aversion and private initial wealth 0 0 0 13 0 1 2 31
Identification and Inference in First-Price Auctions with Risk Averse Bidders and Selective Entry 0 0 0 39 0 2 4 33
Identification and estimation in first-price auctions with risk-averse bidders and selective entry 0 0 0 13 0 1 1 51
Identification in auctions with selective entry 0 0 0 68 0 2 3 52
Inference of Structural Econometric Models: A Unified Approach 0 0 0 0 0 0 1 251
Modeling the Differences in Counted Outcomes using Bivariate Copula Models: with Application to Mismeasured Counts 0 0 1 6 1 2 3 78
Policy Evaluation during a Pandemic 0 0 2 19 0 2 7 71
Quantile Treatment Effects in Difference in Differences Models with Panel Data 0 0 0 66 2 3 8 170
Simulation based selection of competing structural econometric models 0 0 0 119 0 0 0 355
Two Sample Unconditional Quantile Effect 0 0 0 10 0 0 3 27
Total Working Papers 3 3 8 775 9 20 49 2,180

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A new class of asymptotically efficient estimators for moment condition models 0 0 0 31 0 0 2 147
Affiliation and Entry in First-Price Auctions with Heterogeneous Bidders: An Analysis of Merger Effects 0 0 0 34 0 2 7 137
Auctions with selective entry 0 0 0 4 0 1 3 44
Auctions with selective entry and risk averse bidders: theory and evidence 0 0 2 14 1 3 6 86
Book Review 0 0 0 5 1 2 2 22
Conditionally independent private information in OCS wildcat auctions 0 0 1 217 0 1 6 471
Econometrics of first-price auctions with entry and binding reservation prices 0 0 0 115 0 3 8 283
Entry and Competition Effects in First-Price Auctions: Theory and Evidence from Procurement Auctions 0 1 6 115 0 8 26 491
Estimating hospital costs with a generalized Leontief function 0 0 3 298 0 1 6 692
Estimation of nonlinear errors-in-variables models: a simulated minimum distance estimator 0 0 0 8 0 0 1 41
Existence of monotone equilibrium in first price auctions with private risk aversion and private initial wealth 0 0 0 8 1 4 6 69
Exponential class of dynamic binary choice panel data models with fixed effects 1 1 2 6 1 3 7 50
Grants and cost shifting in outpatient clinics 0 0 0 13 1 4 5 95
Identification in Auctions With Selective Entry 0 0 0 16 1 3 6 120
Indirect inference in structural econometric models 0 0 0 158 0 2 8 362
Information acquisition and/or bid preparation: A structural analysis of entry and bidding in timber sale auctions 0 0 4 41 0 3 10 192
Modeling Response Bias in Count: A Structural Approach With an Application to the National Crime Victimization Survey Data 0 0 0 13 0 0 1 40
Modelling the differences in counted outcomes using bivariate copula models with application to mismeasured counts 0 0 0 108 0 0 2 430
Multi-round procurement auctions with secret reserve prices: theory and evidence 0 0 0 93 0 0 8 327
Nonparametric Estimation of the Measurement Error Model Using Multiple Indicators 0 0 6 112 0 1 13 286
Quantile treatment effects in difference in differences models under dependence restrictions and with only two time periods 1 1 4 32 2 6 20 158
Quantile treatment effects in difference in differences models with panel data 0 0 3 6 0 1 9 56
Robust and consistent estimation of nonlinear errors-in-variables models 0 0 3 176 0 0 6 384
Robust estimation of generalized linear models with measurement errors 0 0 3 102 1 3 7 393
Semiparametric Bayesian inference for dynamic Tobit panel data models with unobserved heterogeneity 0 0 0 130 0 0 2 419
Semiparametric Estimation of the Optimal Reserve Price in First-Price Auctions 0 0 0 0 0 0 3 273
Semiparametric estimation in models of first-price, sealed-bid auctions with affiliation 0 0 2 33 1 3 9 162
Set identification of the censored quantile regression model for short panels with fixed effects 0 0 0 10 1 4 6 92
Simulation based selection of competing structural econometric models 0 0 0 34 0 3 6 106
Simulation-Based Estimation of the Structural Errors-in-Variables Negative Binomial Regression Model with an Application 0 0 3 50 4 5 10 200
Structural Estimation of the Affliated Private Value Auction Model 0 0 0 2 1 1 5 316
TESTING FOR AFFILIATION IN FIRST-PRICE AUCTIONS USING ENTRY BEHAVIOR 0 0 0 21 1 3 4 135
Timber Sale Auctions with Random Reserve Prices 0 0 2 109 1 2 5 432
Using all bids in parametric estimation of first-price auctions 0 0 1 28 0 1 5 70
Total Journal Articles 2 3 45 2,142 18 73 230 7,581

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-10-06