Matt Goldman

I am an empirical microeconomist and a Researcher in Microsoft's Chief Economist's Office. My research interests include Digital Markets, Behavioral Economics, and Theoretical Econometrics. At Microsoft, I work on the economics of sponsored search auctions, hardware pricing and using machine learning and data mining tools to automate economic models of causal inference as part of Microsoft Research's Project Alice Expedition. You can learn more about microeconomics research at Microsoft here.


Contact Information

Matt Goldman
mattgold at microsoft.com
99/4621
14820 NE 36th St
Redmond, WA 98052



Research (My Google Scholar Page)


Digital Markets

Position Auctions in Practice (with Justin Rao)

Formerly known as: Experiments as Instruments: Heterogeneous position effects in sponsored search auctions
Submitted

Econometrics

Fractional order statistic approximation for nonparametric conditional quantile inference (joint with David M Kaplan)

Code for implementation of all methods is available at coauthor's website.
Journal of Econometrics 196(2): 331-346

Nonparametric inference on (conditional) quantile differences and interquantile ranges, using L-statistics (joint with David M Kaplan)

Code for implementation of all methods is available at coauthor's website.
Revision requested at The Econometrics Journal

Comparing distributions by multiple testing across quantiles (joint with David M Kaplan)

Code for implementation of all methods is available at coauthor's website.
Submitted

Modeling Consumer Preferences and Price Sensitivities from Large-Scale Grocery Shopping Transaction Logs (joint with Mengting Wan, Di Wang, Matt Taddy, Justin Rao, Jie Liu, Dimitrios Lymberopoulous, and Julian McAuley)

Proceedings of 2017 International World Wide Web Conference (WWW'17), Perth, Australia

Behavioral Economics

Optimal Stopping in the NBA: Sequential Search and the Shot Clock (with Justin Rao)

Journal of Economic Behavior & Organization 136 (2017): 107-124.

Loss Aversion Around a Fixed Reference Point in Highly Experienced Agents (with Justin Rao)

Press Coverage ESPN whiteboard animation
Blog Posts: Economics in Action, Sloan Sports Analytics Blog

Under Revision

Holier than Thou? Testing Theories of Social Information in Charitable Giving using a Natural Field Experiment (joint with Jim Andreoni and Marta Maras)

Under Revision

Basketball Analytics

Optimal Strategy in Basketball (with Brian Skinner)

Press Coverage: Nylon Calculus

A chapter of Chapman & Hall/CRC Handbook of Statistical Methods for Design and Analysis in Sports

Live by the 3, Die by the 3: The Price of Risk in the NBA (joint with Justin Rao)

Press Coverage: The Wall Street Journal, Yahoo!
20 minute talk on this paper available on Presentations page

Proceedings of MIT Sloan Sports Analytics Conference 2013

Effort vs. Concentration: The Asymmetric Impact of Pressure on NBA Performance (with Justin Rao)

Press Coverage: Wall Street Journal (Weekend Edition 3/17/2012), Business Week, ESPN.com,
ESPN The Magazine (Paper awarded "ESPN Fan Choice" for best paper in the conference)

Proceedings of MIT Sloan Sports Analytics Conference 2012

Allocative and Dynamic Efficiency in NBA Decision Making (with Justin Rao)

Press Coverage: Wall Street Journal, ESPN.com, Slate
This is a preliminary version of ``Optimal Stopping in the NBA".

Proceedings of MIT Sloan Sports Analytics Conference 2011