Publications

• Freyberger, J. (2015), "Asymptotic theory for differentiated products demand models with many markets", Journal of Econometrics, 185 (1), 162-181. 

  • Paper and supplement

• Freyberger, J. and Horowitz, J. L. (2015), "Identification and shape restrictions in nonparametric instrumental variables estimation", Journal of Econometrics, 189 (1), 41-53.

  • Paper

• Freyberger, J. (2017), "On completeness and consistency in nonparametric instrumental variable models", Econometrica, 85 (5), 1629-1644. 

  • Paper and supplement

• Freyberger, J. (2018), "Nonparametric panel data models with interactive fixed effects", Review of Economic Studies, 85 (3), 1824-1851.

  • Paper and supplement

• Freyberger, J. and Rai, Y. (2018), "Uniform confidence bands: characterization and optimality", Journal of Econometrics, 204 (1), 119-130. 

  • Paper and supplement

• Freyberger, J. and Masten, M. A. (2019), "A practical guide to compact infinite dimensional parameter spaces",  Econometric Reviews, 38 (9), 979-1006.  

  • Paper and supplement

• Freyberger, J., Neuhierl, A., and Weber, M. (2020), "Dissecting characteristics nonparametrically",  Review of Financial Studies, 33 (5), 2326-2377. 

  • Paper and supplement

• Freyberger, J. and Larsen, B. J. (2022), "Identification in ascending auctions, with an application to digital rights management", Quantitative Economics, 13 (2), 505-543.

  • Paper

• Freyberger, J., Höppner, B., Neuhierl, A., and Weber, M. (2023), "Missing Data in Asset Pricing Panels", accepted for publication, Review of Financial Studies.

  • Paper 

• Freyberger, J. and Larsen, B. J.  (2025), "How Well Does Bargaining Work in Consumer Markets? A Robust Structural Analysis", Econometrica, 93 (1), 161-194.

  • Paper and supplement

Working Papers

• "Inference under shape restrictions" (with Brandon Reeves) 

  • Paper and supplement

• "Normalizations and misspecification in skill formation models" 

  • Paper 

  • The file Simulations_Main.m runs all simulations and calculates different parameters and counterfactuals that are invariant to scale and location restrictions.