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Publications by Matthew Shum
Identifying Dynamic Games With Serially-Correlated Unobservables
SSRN Electronic Journal
Efficiency and Bargaining Power in the Interbank Loan Market
SSRN Electronic Journal
Nonparametric Identification of Auction Models With Non-Separable Unobserved Heterogeneity
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Observing Unobservables: Identifying Information Asymmetries With a Consumer Credit Field Experiment
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Testing Random Effects in Linear Mixed‐effects Models With Serially Correlated Errors
Biometrical Journal
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Correlated Equilibrium in Stochastic Games
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Maximum-Likelihood Based Inference in the Two-Way Random Effects Model With Serially Correlated Time Effects
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Correlated Equilibria in Two-Player Repeated Games With Nonobservable Actions
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Testing Stationarity in Small- And Medium-Sized Samples When Disturbances Are Serially Correlated*
Oxford Bulletin of Economics and Statistics
Economics
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Econometrics
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Model Predictive Control for Discrete-Time Systems With Serially Correlated Parameters and Multiplicative and Additive Noises Under Constraints
Vestnik Tomskogo Gosudarstvennogo Universiteta - Upravlenie, Vychislitel'naya Tekhnika i Informatika
Computer Networks
Computer Science Applications
Information Systems
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Dynamic Games With Hidden Actions and Hidden States
