Working Papers

Divergence and Convergence in Scarf Cycle Environments: Experiments and Predictability in the Dynamics of General Equilibrium Systems
(with Masayoshi Hirota, Ming Hsu, Charles Plott and Brian Rogers)
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Subset Optimization for Asset Allocation
Under Review: March 2019

The Power of Revealed Preference Tests: Ex-Post Evaluation of Experimental Design
(with James Andreoni and William T. Harbaugh)
Under Revision: April 2013

Identification and Estimation of Level-k Auctions
Under Revision: August 2010

Current Works in Process
- Information Aggregation in Large Networks
​- Testing for Equilibrium Convergence in Experimental Markets
- The Victoria Gaming Auction: Large Constrained Auctions from the Testbed to the Field
- Underbidding and Experience in USFS Timber Auctions
- Identifying Individuals' Persistent and Transient Behavioral Characteristics

My CV:

gillen_cv.pdf
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Publications and Forthcoming Papers

BLP-2Lasso for Aggregate Discrete-Choice Models with Rich Covariates
(with Sergio Montero, Hyungsik Roger Moon, and Matthew Shum)
Accepted at The Econometrics Journal: January 2019

Experimenting with Measurement Error: Techniques with Applications to the Caltech Cohort Study
(with Erik Snowberg and Leeat Yariv)
Forthcoming at Journal of Political Economy: January 2018 (First Draft Sept 2015)

Two Information Aggregation Mechanisms for Predicting the Opening Weekend Box Office Revenues of Films: Boxoffice Prophecy and Guess of Guesses
(with David Court, Jordi McKenzie and Charles Plott)
Economic Theory, January 2018, 65(1), pp. 25 - 54

A Parimutuel-like Mechanism for Information Aggregation: A Field Test Inside Intel
(with Charles Plott and Matthew Shum)
Journal of Political Economy, August 2017, 125(4), pp. 1075 - 1099

A Note on Endogenous Norms in "A Theory of Conformity"
Economics Letters, April 2015, 129, pp. 57 - 61

Demand Estimation with High-Dimensional Product Characteristics
(with Hyungsik Roger Moon and Matthew Shum)
Advances in Econometrics: Bayesian Model Comparison, edited by Ivan Jeliazkov and Dale J. Poirier, 2014, vol. 34, pp. 301 - 323.

Bayesian Minimization of Stein Loss in Covariance Matrix Estimation
Journal of Empirical Finance, December 2014, 29, pp. 402 - 420
Appendix Workbook with Detailed Simulation Results (8 MB, .xlsx)
Matlab Code for Estimator

The Cross-section of Conditional Mutual Fund Performance in European Stock Markets
Supplemental Web Appendix Tables
(with Ayelen Banegas, Allan Timmermann, and Russ Wermers)
Journal of Financial Economics, June 2013, 108(3), pp. 699 - 726

"A Taxonomy of Utility Functions" (with Harry M. Markowitz) in Variations in Economic Analysis: Essays in Honor of Eli Schwartz. Edited by J. Richard Aronson, Harriet L. Parmet, and Robert Thornton. Springer, 2010.
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