Benjamin J. Gillen

Claremont McKenna College - Robert Day School of Economics and Finance

500 E. Ninth St.

Claremont, CA 91711-6420

United States

SCHOLARLY PAPERS

5

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684

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Top 39,969

in Total Papers Citations

4

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Scholarly Papers (5)

Mutual Fund Return Predictability in Partially Segmented Markets

Number of pages: 77 Posted: 23 Mar 2009 Last Revised: 22 Oct 2011
Ayelen Banegas, Benjamin J. Gillen, Allan Timmermann and Russ Wermers
Board of Governors of the Federal Reserve System, Claremont McKenna College - Robert Day School of Economics and Finance, UCSD and University of Maryland - Robert H. Smith School of Business
Downloads 346 (83,924)

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European equity markets; mutual fund performance; time-varying investment opportunities.

The Cross-Section of Conditional Mutual Fund Performance in European Stock Markets

Journal of Financial Economics (JFE), Forthcoming
Posted: 23 Mar 2011 Last Revised: 05 Sep 2012
Ayelen Banegas, Benjamin J. Gillen, Allan Timmermann and Russ Wermers
Board of Governors of the Federal Reserve System, Claremont McKenna College - Robert Day School of Economics and Finance, UCSD and University of Maryland - Robert H. Smith School of Business

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European equity markets, mutual fund performance, time-varying investment opportunities

BLP-Lasso for Aggregate Discrete Choice Models of Elections with Rich Demographic Covariates

USC-INET Research Paper No. 15-27
Number of pages: 61 Posted: 16 Dec 2015
Claremont McKenna College - Robert Day School of Economics and Finance, California Institute of Technology, University of Southern California - Department of Economics and California Institute of Technology
Downloads 94 (273,214)

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Demand estimation, Elections, Post-model selection inference, Lasso, Big data

BLP-LASSO for Aggregate Discrete Choice Models with Rich Covariates

Number of pages: 32 Posted: 10 Dec 2015 Last Revised: 15 Oct 2018
Claremont McKenna College - Robert Day School of Economics and Finance, California Institute of Technology, University of Southern California - Department of Economics and California Institute of Technology
Downloads 61 (352,189)

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Random-coefficients logit model, High-dimensional regressors, LASSO, Elections, Machine Learning, Big data

3.

Identification and Estimation of Level-K Auctions

Number of pages: 74 Posted: 05 Jun 2009 Last Revised: 15 Dec 2009
Benjamin J. Gillen
Claremont McKenna College - Robert Day School of Economics and Finance
Downloads 115 (236,331)

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Nonparametric, Partial Identification, Econometrics of Auctions, Behavioral Auctions, Level-k, Structural Econometrics

4.

Demand Estimation with High-Dimensional Product Characteristics

Advances in Econometrics, Volume 34, 301-323, 2014
Number of pages: 23 Posted: 09 Dec 2015
Benjamin J. Gillen, Matthew Shum and Hyungsik Roger Moon
Claremont McKenna College - Robert Day School of Economics and Finance, California Institute of Technology and University of Southern California - Department of Economics
Downloads 44 (401,952)

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5.

A Parimutuel-Like Mechanism for Information Aggregation: A Field Test Inside Intel

Number of pages: 43 Posted: 03 Oct 2014
Benjamin J. Gillen, Charles R. Plott and Matthew Shum
Claremont McKenna College - Robert Day School of Economics and Finance, California Institute of Technology - Division of the Humanities and Social Sciences and California Institute of Technology
Downloads 24 (489,546)

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information aggegation, mechanism, subjective probability, parimutuel