NBER Working Papers by Daniel Millimet

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Working Papers

May 2011Empirical Implementation of Nonparametric First-Price Auction Models
with Daniel J. Henderson, John A. List, Christopher F. Parmeter, Michael K. Price: w17095
Nonparametric estimators provide a flexible means of uncovering salient features of auction data. Although these estimators are popular in the literature, many key features necessary for proper implementation have yet to be uncovered. Here we provide several suggestions for nonparamteric estimation of first-price auction models. Specifically, we show how to impose monotonicity of the equilibrium bidding strategy; a key property of structural auction models not guaranteed in standard nonparametric estimation. We further develop methods for automatic bandwidth selection. Finally, we discuss how to impose monotonicity in auctions with differering number of bidders, reserve prices, and auction-specific characteristics. Finite sample performance is examined using simulated data as well as...
November 2009Estimation of Treatment Effects Without an Exclusion Restriction: with an Application to the Analysis of the School Breakfast Program
with Rusty Tchernis: w15539
While the rise in childhood obesity is clear, the policy ramifications are not. School nutrition programs such as the School Breakfast Program (SBP) have come under much scrutiny. However, the lack of experimental evidence, combined with non-random selection into these programs, makes identification of the causal effects of such programs difficult. In the case of the SBP, this difficulty is exacerbated by the apparent lack of exclusion restrictions. Here, we compare via Monte Carlo study several existing estimators that do not rely on exclusion restrictions for identification. In addition, we propose two new estimation strategies. Simulations illustrate the usefulness of our new estimators, as well as provide applied researchers several practical guidelines when analyzing the causal ef...
September 2008School Nutrition Programs and the Incidence of Childhood Obesity
with Rusty Tchernis, Muna Husain: w14297
In light of the recent rise in childhood obesity, the School Breakfast Program (SBP) and National School Lunch Program (NSLP) have received renewed attention. Using panel data on over 13,500 primary school students, we assess the relationship between SBP and NSLP participation and (relatively) long-run measures of child weight. After documenting a positive association between SBP participation and child weight, and no association between NSLP participation and child weight, we present evidence indicating positive selection into the SBP. Allowing for even modest positive selection is sufficient to alter the results, indicating that the SBP is a valuable tool in the current battle against childhood obesity, whereas the NSLP exacerbates the current epidemic.
June 2003Chasing the Smokestack: Strategic Policymaking With Multiple Instruments
with Per G. Fredriksson, John A. List: w9801
Empirical evidence suggesting that a considerable amount of horizontal strategic interaction exists amongst governments is important in light of recent devolutionary trends of many important public programs. The empirical approach in these studies typically relies on estimating reaction functions in a uni-dimensional policy framework, where a nonzero slope estimate is interpreted as evidence in support of strategic interactions. While this framework is a useful representation within certain contexts, it is potentially too restrictive; for example, in models of resource competition, localities may use multiple instruments in their recruiting pursuits, leading to potential strategic interactions across policy instruments. In this study, we first develop a simple theoretic construct that incl...

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