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| Samita Sareen, Visiting Instructor
Please note: Samita has left the "Economics" group at Duke University; some info here might not be up to date.
- Contact Info:
- Specialties:
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Industrial Organization
Econometrics
- Research Interests:
Current projects:
Orderflow and the formation of dealer bids: an analysis of information and startegic behavior in the Government of Canada Securities Auctions (with Ali Hortacsu), , Commodity Bundling in Government Securities Auctions, , Analyzing Government Debt Issuance Models My research attempts to understand why specific economic mechanisms are being used to buy or sell commodities. So far I have looked at two markets, the market for government securities, and the market for timber
in Southern Ontario. This research has taken me into the areas of industrial organization, financial microstructure, and econometrics. In this last field I am looking at objective prior specification in interesting economic models like the Roy model, structural, sealed-bid auctions, and job search model. The motivation for this research comes from the difficulty in specifying subjective priors in the scenario where parameters cannot be easily interpreted as the limiting form of some observables.
- Areas of Interest:
- Industrial Organization
Financial Microstructure
Econometrics
- Keywords:
- Auctions • Government Securities • Objective Priors • Timber • Bayes
- Curriculum Vitae
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