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BOOK

Random Sets in Econometrics, with Ilya Molchanov, Econometric Society Monograph Series, Cambridge University Press, 2018.

ARTICLES

Risk preference types, limited consideration, and welfare, with Levon Barseghyan, July 2023, forthcoming in the Journal of Business and Economic Statistics, with comments and rejoinder.

Tail and Center Rounding of Probabilistic Expectations in the Health and Retirement Study, with Pamela Giustinelli and Chuck Manski, with Online Appendix, Journal of Econometrics, vol. 231, pp. 265-281, November 2022.

Constraint Qualifications in Partial Identification, with Hiroaki Kaido and Joerg Stoye, Econometric Theory, vol. 38, pp. 596-619, June 2022.

Precise or Imprecise Probabilities? Evidence from survey response related to late-onset dementia, with Pamela Giustinelli and Chuck Manski, Journal of the European Economic Association, Volume 20, pp. 187221, February 2022.

Heterogeneous Choice Sets and Preferences, with Levon Barseghyan, Maura Coughlin, and Joshua C. Teitelbaum, Econometrica, Volume 89, pp. 2015-2048, September 2021, lead article.

Discrete Choice Under Risk with Limited Consideration, with Levon Barseghyan and Matt Thirkettle, American Economic Review, Volume 111, pp. 1972-2006, June 2021.

Local Regression Smoothers with Set-Valued Outcome Data, with Qiyu Li, Ilya Molchanov and Sida Peng, International Journal of Approximate Reasoning, Volume 128, Pages 129-150, January 2021.

Estimating the COVID-19 Infection Rate: Anatomy of an Inference Problem, with Chuck Manski, Journal of Econometrics, Volume 220, pp. 181-192, January 2021, recipient of the 2022 Willard G. Manning Memorial Award for the Best Research in Health Econometrics.

Microeconometrics with Partial Identification, Handbook of Econometrics, Volume 7, Part A, pp. 355-486, 2020.

The Cost of Legal Restrictions on Experience Rating, with Levon Barseghyan, Darcy Steeg Morris, and Joshua C. Teitelbaum, Journal of Empirical Legal Studies, Volume 17, Issue 1, Pages 38-70, March 2020.

Confidence Intervals for Projections of Partially Identified Parameters, with Hiroaki Kaido and Joerg Stoye, Econometrica, Volume 87, pp. 1397-1432, July 2019.

Estimating Risk Preferences in the Field, with L. Barseghyan, T. O'Donoghue and Josh Teitelbaum, Journal of Economic Literature, Volume 56, pp. 501-564, July 2018.

Inference Under Stability of Risk Preferences, with Levon Barseghyan, and Josh Teitelbaum, Quantitative Economics, Volume 7, pp. 367-409, July 2016.

Applications of Random Set Theory in Econometrics, with Ilya Molchanov, Annual Review of Economics, Volume 6, pages 229-251, August 2014.

The Nature of Risk Preferences: Evidence from Insurance Choice, with Levon Barseghyan, Ted O'Donoghue and Josh Teitelbaum, American Economic Review, Volume 103, Number 6, Pages 2499-2529, October 2013.

Distinguishing Probability Weighting from Risk Misperceptions in Field Data, with Levon Barseghyan, Ted O'Donoghue and Josh Teitelbaum, American Economic Review Papers and Proceedings, 2013, Volume 103, number 3, 580-585.

Partial Identification Using Random Set Theory, with Arie Beresteanu and Ilya Molchanov, Journal of Econometrics, 2012, Volume 166, issue 1, pages 17-32. ERRATA.

Sharp Identification Regions in Models with Convex Moment Predictions, with Arie Beresteanu and Ilya Molchanov, Econometrica, 2011, Volume 79, issue 6, pages 1785-1821; with Online Supplement.
(This paper supercedes three earlier working papers by the same authors: CeMMAP Working Papers # CWP25/10, CWP27/09 and CWP15/08.)

Rounding Probabilistic Expectations in Surveys, with Chuck Manski, Journal of Business and Economic Statistics, 2010, Volume 28, number 2, pages 219-231.

Missing Treatments, Journal of Business and Economic Statistics, 2010, Volume 28, number 1, pages 82-95.

The Identification Power of Equilibrium in Games: The Supermodular Case, with Adam Rosen, Journal of Business and Economic Statistics, 2008, Volume 26, number 3, pages 297-302. Invited discussion of Aradillas-Lopez and Tamer (2008) prepared for the 2007 Joint Statistical Meetings.

Asymptotic Properties for a Class of Partially Identified Models, with Arie Beresteanu, Econometrica, 2008, Volume 76, issue 4, pages 763-814.

Partial Identification of Probability Distributions with Misclassified Data, Journal of Econometrics, 2008, Volume 144, issue 1, pages 81-117.

Skip Sequencing: A Decision Problem in Questionnaire Design, with Chuck Manski, Annals of Applied Statistics, 2008, Volume 2, number 1, 264-285.

Spatial Correlation Robust Inference with Errors in Location and Distance, with Timothy G. Conley, Journal of Econometrics, 2007, Volume 140, issue 1, pages 76-96. Download the Technical Appendix here.

Generalization of a Result on 'Regressions: Short and Long', with Marcin Peski, Econometric Theory, 2006, Volume 22, issue 01, pages 159-163.





This research was in part supported by the National Institute of Aging through a series of grants from 2006-2008 and from the National Science Foundation through a series of grants from 2006-2014 and 2018-present. Any opinions, findings and conclusions or recommendations expressed in these materials are those of the authors and do not necessarily reflect the views of the National Institute of Aging or the National Science Foundation.

Contact Information

Francesca Molinari
H. T. Warshow and Robert Irving Warshow Professor
458 Uris Hall
Cornell University
Ithaca, NY 14853

E-mail: fm72@cornell.edu
Phone: (607) 255-6367
Fax: (607) 255-2818