Posterior Odds Comparison of a Symmetric Low-Price,
Sealed-Bid Auction Within the Common Value and the Independent Private
Values Paradigms. JAE 14, pp 651-676.
Relating Jefrreys' Prior and Reference Prior in Nonregular Problems. "Proceedings of the ISBA 6th World Congress, 2000", pp 469-478.
A Survey of Recent Work on Identification, Estimation and Testing of
Structural Auction Models. In: Handbook of Applied Econometrics and
Statistical Inference, eds. A. Ullah, A. Wan and A. Chaturvedi. Marcel Dekker, 2002, pp. 643-686.
Reference Bayesian Inference in Nonregular Models. Journal of Econometrics, 113:2, 265-288, 2003.
Commodity Bundling in Government Securities Auctions (This version posted on November 14, 2006. Do not quote without explicit permission of the author.)
Order Flow and the Formation of Dealer Bids: An Analysis of Information and Strategic Behavior in the Government of Canada Securities Auctions (with A. Hortacsu), posted October 2005.
For media coverage of paper in Investment Executive, Canada's Newspaper for Financial Advisers, Feb 25, 2005, look here.
Cross-Country Comparison of Models for Issuance of Government Securities.
The Impact of Uniform vs Discriminatory Pricing Rule on Revenue, Participation and Incentive to Collude in Government Securities Auctions
Tacit Coordination in Southern Ontario Timber Auctions.
Conditional Inference about the Nonidentified Correlation Coefficient in the Roy Model.
Likelihood Based Estimation
of Symmetric Parametric Structural Models With Independent Private
Values".
A Comment on "Deciding Between the Common Value and Private Value Paradigms in Empirical Models of Auctions".
Testing Causality Between Collateral Requirements for the Large-Value Payments and Settlement System, Collateral Requirements for Monetray Policy Implementation and the Demand for Government Securities in Canada (with K. McPhail and A. Vakos, Bank of Canada).
Lessons for Canada from a Cross-Country Comparison of Government Debt Issuance Models.
The Impact of Uniform vs Discriminatory Pricing Rule on Participation in Government of Canada Securities Auctions.
Analyzing the Dutch Direct Auction.
Designing a Uniform Price Experiment for Government Securities Auctions.
Auctioning Government of Canada Securities: Can We Do Better?