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


Digital Markets

Position Auctions in Practice (with Justin Rao)

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

Econometrics

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

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

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

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

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

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

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)

Forthcoming in the Proceedings of the 2017 World Wide Web Conference

Behavioral Economics

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

Forthcoming in the Journal of Economic Behavior & Organization

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

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


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)

This is a chapter in the forthcoming Handbook of Statistical Methods for Design and Analysis in Sports, one of the Chapman & Hall/CRC Handbooks of Modern Statistical Methods
Press Coverage: Nylon Calculus


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

Proceedings of MIT Sloan Sports Analytics Conference 2013
Press Coverage: The Wall Street Journal, Yahoo!
20 minute talk on this paper available on Presentations page


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

Proceedings of MIT Sloan Sports Analytics Conference 2012 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)


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

Proceedings of MIT Sloan Sports Analytics Conference 2011
Press Coverage: Wall Street Journal, ESPN.com, Slate
This is a preliminary version of ``Optimal Stopping in the NBA".