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Stefan Hoderlein

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Xavier D'Haultfoeuille & Stefan Hoderlein & Yuya Sasaki, 2021. "Nonparametric Difference-in-Differences in Repeated Cross-Sections with Continuous Treatments," Papers 2104.14458, arXiv.org, revised May 2022.

    Cited by:

    1. Clément de Chaisemartin & Xavier d'Haultfoeuille & Félix Pasquier & Gonzalo Vazquez-Bare, 2022. "Difference-in-Differences Estimators for Treatments Continuously Distributed at Every Period," SciencePo Working papers Main hal-03873926, HAL.
    2. Yan Zhao & Ehsan Elahi & Zainab Khalid & Xuegang Sun & Fang Sun, 2023. "Environmental, Social and Governance Performance: Analysis of CEO Power and Corporate Risk," Sustainability, MDPI, vol. 15(2), pages 1-18, January.
    3. Carolina Caetano & Gregorio Caetano & Hao Fe & Eric R. Nielsen, 2021. "A Dummy Test of Identification in Models with Bunching," Finance and Economics Discussion Series 2021-068, Board of Governors of the Federal Reserve System (U.S.).
    4. Shun Yiu & Rob Seamans & Manav Raj & Ted Liu, 2024. "Strategic Responses to Technological Change: Evidence from ChatGPT and Upwork," Papers 2403.15262, arXiv.org, revised Apr 2024.

  2. Fabian Dunker & Stefan Hoderlein & Hiroaki Kaido, 2017. "Nonparametric Identification of Random Coefficients in Endogenous and Heterogeneous Aggregate Demand," Courant Research Centre: Poverty, Equity and Growth - Discussion Papers 224, Courant Research Centre PEG.

    Cited by:

    1. Wang, Ao, 2021. "A BLP Demand Model of Product-Level Market Shares with Complementarity," The Warwick Economics Research Paper Series (TWERPS) 1351, University of Warwick, Department of Economics.

  3. Fabian Dunker & Stefan Hoderlein & Hiroaki Kaido, 2017. "Nonparametric identification of random coefficients in endogenous and heterogeneous aggregate demand models," CeMMAP working papers CWP11/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

    Cited by:

    1. Nail Kashaev & Natalia Lazzati & Ruli Xiao, 2023. "Peer Effects in Consideration and Preferences," Papers 2310.12272, arXiv.org, revised Jan 2024.
    2. Babii, Andrii & Florens, Jean-Pierre, 2020. "Is completeness necessary? Estimation in nonidentified linear models," TSE Working Papers 20-1091, Toulouse School of Economics (TSE).
    3. Fabian Dunker & Konstantin Eckle & Katharina Proksch & Johannes Schmidt-Hieber, 2017. "Tests for qualitative features in the random coefficients model," Courant Research Centre: Poverty, Equity and Growth - Discussion Papers 225, Courant Research Centre PEG.
    4. Lu, Zhentong & Shi, Xiaoxia & Tao, Jing, 2023. "Semi-nonparametric estimation of random coefficients logit model for aggregate demand," Journal of Econometrics, Elsevier, vol. 235(2), pages 2245-2265.
    5. Roy Allen & John Rehbeck, 2020. "Identification of Random Coefficient Latent Utility Models," Papers 2003.00276, arXiv.org.
    6. Wang, Ao, 2020. "Identifying the Distribution of Random Coefficients in BLP Demand Models Using One Single Variation in Product Characteristics," The Warwick Economics Research Paper Series (TWERPS) 1304, University of Warwick, Department of Economics.
    7. Fu Ouyang & Thomas T. Yang, 2023. "Semiparametric Discrete Choice Models for Bundles," Papers 2306.04135, arXiv.org, revised Nov 2023.
    8. Wang, Ao, 2021. "A BLP Demand Model of Product-Level Market Shares with Complementarity," The Warwick Economics Research Paper Series (TWERPS) 1351, University of Warwick, Department of Economics.
    9. Wang, Ao, 2023. "Sieve BLP: A semi-nonparametric model of demand for differentiated products," Journal of Econometrics, Elsevier, vol. 235(2), pages 325-351.
    10. Allen, Roy & Rehbeck, John, 2022. "Latent complementarity in bundles models," Journal of Econometrics, Elsevier, vol. 228(2), pages 322-341.
    11. Nail Kashaev, 2022. "Identification and Estimation of Multinomial Choice Models with Latent Special Covariates," University of Western Ontario, Departmental Research Report Series 20224, University of Western Ontario, Department of Economics.

  4. Christoph Breunig & Stefan Hoderlein, 2016. "Nonparametric Specification Testing in Random Parameter Models," Boston College Working Papers in Economics 897, Boston College Department of Economics.

    Cited by:

    1. Fabian Dunker & Konstantin Eckle & Katharina Proksch & Johannes Schmidt-Hieber, 2017. "Tests for qualitative features in the random coefficients model," Courant Research Centre: Poverty, Equity and Growth - Discussion Papers 225, Courant Research Centre PEG.

  5. Stefan Hoderlein & Liangjun Su & Halbert White & Thomas Tao Yang, 2016. "Testing for Monotonicity in Unobservables under Unconfoundedness," Working Papers 03-2016, Singapore Management University, School of Economics.

    Cited by:

    1. Andrii Babii & Jean-Pierre Florens, 2017. "Are Unobservables Separable?," Papers 1705.01654, arXiv.org, revised Mar 2021.
    2. Su, Liangjun & Ura, Takuya & Zhang, Yichong, 2019. "Non-separable models with high-dimensional data," Journal of Econometrics, Elsevier, vol. 212(2), pages 646-677.
    3. Nir Billfeld & Moshe Kim, 2024. "Context-dependent Causality (the Non-Nonotonic Case)," Papers 2404.05021, arXiv.org.
    4. Christoph Breunig, 2019. "Specification Testing in Nonparametric Instrumental Quantile Regression," Papers 1909.10129, arXiv.org.
    5. Tatiana Komarova & Javier Hidalgo, 2019. "Testing nonparametric shape restrictions," Papers 1909.01675, arXiv.org, revised Jun 2020.

  6. Juan Carlos Escanciano & Stefan Hoderlein & Arthur Lewbel & Oliver Linton & Sorawoot Srisuma, 2015. "Nonparametric Euler equation identification and estimation," CeMMAP working papers CWP61/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

    Cited by:

    1. Cui, Liyuan & Hong, Yongmiao & Li, Yingxing, 2021. "Solving Euler equations via two-stage nonparametric penalized splines," Journal of Econometrics, Elsevier, vol. 222(2), pages 1024-1056.
    2. Timothy M. Christensen, 2014. "Nonparametric identification of positive eigenfunctions," CeMMAP working papers CWP37/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    3. Bruneel-Zupanc, Christophe Alain, 2021. "Discrete-Continuous Dynamic Choice Models: Identification and Conditional Choice Probability Estimation," TSE Working Papers 21-1185, Toulouse School of Economics (TSE).
    4. Andreas Tryphonides, 2023. "Online Appendix to "Identifying Preferences when Households are Financially Constrained"," Online Appendices 21-242, Review of Economic Dynamics.
    5. Xiaohong Chen & Victor Chernozhukov & Sokbae Lee & Whitney Newey, 2011. "Local Identification of Nonparametric and Semiparametric Models," Cowles Foundation Discussion Papers 1795R, Cowles Foundation for Research in Economics, Yale University, revised Nov 2012.
    6. Eshaghnia, Sadegh S. M. & Heckman, James J. & Landerso, Rasmus & Qureshi, Rafeh, 2022. "Intergenerational Transmission of Family Influence," IZA Discussion Papers 15504, Institute of Labor Economics (IZA).
    7. Dalderop, Jeroen, 2023. "Semiparametric estimation of latent variable asset pricing models," Journal of Econometrics, Elsevier, vol. 236(1).
    8. Marcel Fafchamps & Aditya Shrinivas, 2022. "Risk Pooling and Precautionary Saving in Village Economies," NBER Working Papers 30128, National Bureau of Economic Research, Inc.
    9. Brant Abbott & Giovanni Gallipoli, 2019. "Permanent-Income Inequality," Working Papers 2019-011, Human Capital and Economic Opportunity Working Group.
    10. Victor H. Aguiar & Nail Kashaev, 2018. "Stochastic Revealed Preferences with Measurement Error," Papers 1810.05287, arXiv.org, revised Sep 2020.
    11. Andrew Bennett & Nathan Kallus & Xiaojie Mao & Whitney Newey & Vasilis Syrgkanis & Masatoshi Uehara, 2023. "Minimax Instrumental Variable Regression and $L_2$ Convergence Guarantees without Identification or Closedness," Papers 2302.05404, arXiv.org.
    12. Kalouptsidi, Myrto & Scott, Paul T. & Souza-Rodrigues, Eduardo, 2018. "Linear IV Regression Estimators for Structural Dynamic Discrete Choice Models," CEPR Discussion Papers 13240, C.E.P.R. Discussion Papers.
    13. Myrto Kalouptsidi & Paul T. Scott & Eduardo Souza-Rodrigues, 2018. "Linear IV Regression Estimators for Structural Dynamic Discrete Choice Models," NBER Working Papers 25134, National Bureau of Economic Research, Inc.
    14. Striani, Fabrizio, 2023. "Life-cycle consumption and life insurance: Empirical evidence from Italian Survey," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 619(C).
    15. Andreas Tryphonides, 2020. "Identifying Preferences when Households are Financially Constrained," Papers 2005.02010, arXiv.org, revised Feb 2023.

  7. Stefan Hoderlein & Hajo Holzmann & Alexander Meister, 2015. "The Triangular Model with Random Coefficients," Boston College Working Papers in Economics 894, Boston College Department of Economics, revised 01 Feb 2016.

    Cited by:

    1. Sokbae (Simon) Lee & Bernard Salanie, 2015. "Identifying effects of multivalued treatments," CeMMAP working papers 72/15, Institute for Fiscal Studies.
    2. Éric Gautier, 2021. "Relaxing Monotonicity in Endogenous Selection Models and Application to Surveys," Post-Print hal-03306234, HAL.
    3. Fabian Dunker & Konstantin Eckle & Katharina Proksch & Johannes Schmidt-Hieber, 2017. "Tests for qualitative features in the random coefficients model," Courant Research Centre: Poverty, Equity and Growth - Discussion Papers 225, Courant Research Centre PEG.
    4. Fabian Dunker & Stefan Hoderlein & Hiroaki Kaido, 2023. "Nonparametric identification of random coefficients in aggregate demand models for differentiated products," The Econometrics Journal, Royal Economic Society, vol. 26(2), pages 279-306.
    5. Arthur Lewbel & Krishna Pendakur, 2017. "Unobserved Preference Heterogeneity in Demand Using Generalized Random Coefficients," Journal of Political Economy, University of Chicago Press, vol. 125(4), pages 1100-1148.
    6. Giovanni Compiani & Yuichi Kitamura, 2016. "Using mixtures in econometric models: a brief review and some new results," Econometrics Journal, Royal Economic Society, vol. 19(3), pages 95-127, October.
    7. Gao, Z. & Pesaran, M. H., 2022. "Identification and Estimation of Categorical Random Coeficient Models," Cambridge Working Papers in Economics 2228, Faculty of Economics, University of Cambridge.
    8. Santiago Pereda Fernández, 2019. "Identification and estimation of triangular models with a binary treatment," Temi di discussione (Economic working papers) 1210, Bank of Italy, Economic Research and International Relations Area.
    9. Breunig, Christoph & Hoderlein, Stefan, 2018. "Specification Testing in Random Coefficient Models," Rationality and Competition Discussion Paper Series 77, CRC TRR 190 Rationality and Competition.
    10. Sloczynski, Tymon, 2021. "When Should We (Not) Interpret Linear IV Estimands as LATE?," IZA Discussion Papers 14349, Institute of Labor Economics (IZA).
    11. Gaillac, Christophe & Gautier, Eric, 2021. "Non Parametric Classes for Identification in Random Coefficients Models when Regressors have Limited Variation," TSE Working Papers 21-1218, Toulouse School of Economics (TSE).
    12. Christoph Breunig & Stefan Hoderlein, 2016. "Nonparametric Specification Testing in Random Parameter Models," Boston College Working Papers in Economics 897, Boston College Department of Economics.
    13. Christophe Gaillac & Eric Gautier, 2021. "Adaptive estimation in the linear random coefficients model when regressors have limited variation," Post-Print hal-03374805, HAL.
    14. Louise Laage, 2020. "A Correlated Random Coefficient Panel Model with Time-Varying Endogeneity," Papers 2003.09367, arXiv.org, revised Nov 2022.
    15. Sokbae Lee & Bernard Salani'e, 2018. "Identifying Effects of Multivalued Treatments," Papers 1805.00057, arXiv.org.
    16. Gautier, Eric & Le Pennec, Erwan, 2016. "Adaptive estimation in the nonparametric random coefficients binary choice model by needlet thresholding," TSE Working Papers 16-713, Toulouse School of Economics (TSE).
    17. Stefan Hoderlein & Hajo Holzmann & Maximilian Kasy & Alexander Meister, 2015. "Erratum regarding “Instrumental variables with unrestricted heterogeneity and continuous treatment”," Boston College Working Papers in Economics 896, Boston College Department of Economics, revised 01 Feb 2016.
    18. Breunig, Christoph, 2021. "Varying random coefficient models," Journal of Econometrics, Elsevier, vol. 221(2), pages 381-408.
    19. Escanciano, Juan Carlos, 2023. "Irregular identification of structural models with nonparametric unobserved heterogeneity," Journal of Econometrics, Elsevier, vol. 234(1), pages 106-127.
    20. Dunker, Fabian & Hoderlein, Stefan & Kaido, Hiroaki & Sherman, Robert, 2018. "Nonparametric identification of the distribution of random coefficients in binary response static games of complete information," Journal of Econometrics, Elsevier, vol. 206(1), pages 83-102.
    21. Nail Kashaev, 2022. "Identification and Estimation of Multinomial Choice Models with Latent Special Covariates," University of Western Ontario, Departmental Research Report Series 20224, University of Western Ontario, Department of Economics.
    22. Juan Carlos Escanciano, 2020. "Irregular Identification of Structural Models with Nonparametric Unobserved Heterogeneity," Papers 2005.08611, arXiv.org.

  8. Stefan Hoderlein & Liangjun Su & Halbert White & Thomas Tao Yang, 2015. "Testing for Monotonicity in Unobservables under Unconfoundedness," Boston College Working Papers in Economics 899, Boston College Department of Economics.

    Cited by:

    1. Andrii Babii & Jean-Pierre Florens, 2017. "Are Unobservables Separable?," Papers 1705.01654, arXiv.org, revised Mar 2021.
    2. Su, Liangjun & Ura, Takuya & Zhang, Yichong, 2019. "Non-separable models with high-dimensional data," Journal of Econometrics, Elsevier, vol. 212(2), pages 646-677.
    3. Christoph Breunig, 2019. "Specification Testing in Nonparametric Instrumental Quantile Regression," Papers 1909.10129, arXiv.org.
    4. Tatiana Komarova & Javier Hidalgo, 2019. "Testing nonparametric shape restrictions," Papers 1909.01675, arXiv.org, revised Jun 2020.

  9. Stefan Hoderlein & Lars Nesheim & Anna Simoni, 2015. "Semiparametric Estimation of Random Coefficients in Structural Economic Models," Boston College Working Papers in Economics 895, Boston College Department of Economics, revised 01 Feb 2016.

    Cited by:

    1. Escanciano, J C. & Hoderlein, S. & Lewbel, A. & Linton, O. & Srisuma, S., 2020. "Nonparametric Euler Equation Identi?cation and Estimation," Cambridge Working Papers in Economics 2064, Faculty of Economics, University of Cambridge.
    2. Babii, Andrii & Florens, Jean-Pierre, 2020. "Is completeness necessary? Estimation in nonidentified linear models," TSE Working Papers 20-1091, Toulouse School of Economics (TSE).
    3. De Nadai, Michele & Lewbel, Arthur, 2016. "Nonparametric errors in variables models with measurement errors on both sides of the equation," Journal of Econometrics, Elsevier, vol. 191(1), pages 19-32.
    4. Florens, Jean-Pierre & Simoni, Anna, 2013. "Regularizing Priors for Linear Inverse Problems," TSE Working Papers 13-384, Toulouse School of Economics (TSE).
    5. Arthur Lewbel & Krishna Pendakur, 2017. "Unobserved Preference Heterogeneity in Demand Using Generalized Random Coefficients," Journal of Political Economy, University of Chicago Press, vol. 125(4), pages 1100-1148.
    6. Giovanni Compiani & Yuichi Kitamura, 2016. "Using mixtures in econometric models: a brief review and some new results," Econometrics Journal, Royal Economic Society, vol. 19(3), pages 95-127, October.
    7. Ivan A. Canay & Andres Santos & Azeem M. Shaikh, 2013. "On the Testability of Identification in Some Nonparametric Models With Endogeneity," Econometrica, Econometric Society, vol. 81(6), pages 2535-2559, November.
    8. Nail Kashaev & Bruno Salcedo, 2019. "Discerning Solution Concepts," University of Western Ontario, Departmental Research Report Series 20193, University of Western Ontario, Department of Economics.
    9. Christoph Breunig & Enno Mammen & Anna Simoni, 2018. "Nonparametric estimation in case of endogenous selection," Post-Print hal-03089885, HAL.
    10. Nagasawa, Kenichi, 2020. "Identification and Estimation of Group-Level Partial Effects," The Warwick Economics Research Paper Series (TWERPS) 1243, University of Warwick, Department of Economics.
    11. Juan Carlos Escanciano & Wei Li, 2013. "On the identification of structural linear functionals," CeMMAP working papers CWP48/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    12. Botosaru, Irene, 2023. "Time-varying unobserved heterogeneity in earnings shocks," Journal of Econometrics, Elsevier, vol. 235(2), pages 1378-1393.
    13. Irene Botosaru, 2017. "Identifying Distributions in a Panel Model with Heteroskedasticity: An Application to Earnings Volatility," Discussion Papers dp17-11, Department of Economics, Simon Fraser University.
    14. Gaurab Aryal & Federico Zincenko, 2014. "Identification and Estimation of Multidimensional Screening," Papers 1411.6250, arXiv.org, revised Mar 2024.

  10. Fabian Dunker & Stefan Hoderlein & Hiroaki Kaido, 2015. "Nonparametric identification of endogenous and heterogeneous aggregate demand models: complements, bundles and the market level," CeMMAP working papers CWP51/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

    Cited by:

    1. Fabian Dunker & Stefan Hoderlein & Hiroaki Kaido, 2022. "Nonparametric Identification of Random Coefficients in Endogenous and Heterogeneous Aggregate Demand Models," Papers 2201.06140, arXiv.org.
    2. Rui Wang, 2023. "Testing and Identifying Substitution and Complementarity Patterns," Papers 2304.00678, arXiv.org.
    3. Roy Allen & John Rehbeck, 2020. "Identification of Random Coefficient Latent Utility Models," Papers 2003.00276, arXiv.org.
    4. Fabian Dunker, 2015. "Adaptive estimation for some nonparametric instrumental variable models," Papers 1511.03977, arXiv.org, revised Aug 2021.

  11. Stefan Hoderlein & Bettina Siflinger & Joachim Winter, 2015. "Identification of structural models in the presence of measurement error due to rounding in survey responses," Boston College Working Papers in Economics 869, Boston College Department of Economics.

    Cited by:

    1. Christoph Breunig & Stephan Martin, 2020. "Nonclassical Measurement Error in the Outcome Variable," Papers 2009.12665, arXiv.org, revised May 2021.
    2. Leonard Goff, 2022. "Causal identification with subjective outcomes," Papers 2212.14622, arXiv.org, revised Feb 2023.
    3. Brzozowski, Matthew & Crossley, Thomas F. & Winter, Joachim K., 2017. "A comparison of recall and diary food expenditure data," Food Policy, Elsevier, vol. 72(C), pages 53-61.

  12. Victor Chernozhukov & Ivan Fernandez-Val & Stefan Hoderlein & Whitney K. Newey, 2014. "Nonparametric identification in panels using quantiles," CeMMAP working papers CWP54/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

    Cited by:

    1. Irene Botosaru & Chris Muris, 2017. "Binarization for panel models with fixed effects," CeMMAP working papers CWP31/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    2. Manuel Arellano & Stéphane Bonhomme, 2015. "Nonlinear panel data estimation via quantile regressions," CeMMAP working papers CWP40/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    3. Botosaru, Irene & Muris, Chris & Pendakur, Krishna, 2023. "Identification of time-varying transformation models with fixed effects, with an application to unobserved heterogeneity in resource shares," Journal of Econometrics, Elsevier, vol. 232(2), pages 576-597.
    4. Ghanem, Dalia, 2017. "Testing identifying assumptions in nonseparable panel data models," Journal of Econometrics, Elsevier, vol. 197(2), pages 202-217.
    5. Demian Pouzo & Zacharias Psaradakis & Martin Sola, 2016. "Maximum Likelihood Estimation in Possibly Misspeci ed Dynamic Models with Time-Inhomogeneous Markov Regimes," Department of Economics Working Papers 2016_04, Universidad Torcuato Di Tella.
    6. Jiaying Gu & Stanislav Volgushev, 2018. "Panel Data Quantile Regression with Grouped Fixed Effects," Papers 1801.05041, arXiv.org, revised Aug 2018.
    7. Čížek, Pavel & Lei, Jinghua, 2018. "Identification and estimation of nonseparable single-index models in panel data with correlated random effects," Journal of Econometrics, Elsevier, vol. 203(1), pages 113-128.
    8. Victor Chernozhukov & Iván Fernández‐Val & Ye Luo, 2018. "The Sorted Effects Method: Discovering Heterogeneous Effects Beyond Their Averages," Econometrica, Econometric Society, vol. 86(6), pages 1911-1938, November.
    9. Liang Chen, 2019. "Nonparametric Quantile Regressions for Panel Data Models with Large T," Papers 1911.01824, arXiv.org, revised Sep 2020.
    10. Bryan S. Graham & Jinyong Hahn & Alexandre Poirier & James L. Powell, 2016. "A quantile correlated random coefficients panel data model," CeMMAP working papers 34/16, Institute for Fiscal Studies.
    11. Galvao, Antonio F. & Kato, Kengo, 2016. "Smoothed quantile regression for panel data," Journal of Econometrics, Elsevier, vol. 193(1), pages 92-112.
    12. Ishihara, Takuya, 2020. "Identification and estimation of time-varying nonseparable panel data models without stayers," Journal of Econometrics, Elsevier, vol. 215(1), pages 184-208.
    13. Callaway, Brantly & Li, Tong & Oka, Tatsushi, 2018. "Quantile treatment effects in difference in differences models under dependence restrictions and with only two time periods," Journal of Econometrics, Elsevier, vol. 206(2), pages 395-413.
    14. Galvao, Antonio F. & Gu, Jiaying & Volgushev, Stanislav, 2020. "On the unbiased asymptotic normality of quantile regression with fixed effects," Journal of Econometrics, Elsevier, vol. 218(1), pages 178-215.
    15. D’Haultfœuille, Xavier & Hoderlein, Stefan & Sasaki, Yuya, 2023. "Nonparametric difference-in-differences in repeated cross-sections with continuous treatments," Journal of Econometrics, Elsevier, vol. 234(2), pages 664-690.
    16. Matthew Harding & Carlos Lamarche, 2018. "A Panel Quantile Approach to Attrition Bias in Big Data: Evidence from a Randomized Experiment," Papers 1808.03364, arXiv.org.
    17. Demian Pouzo & Zacharias Psaradakis & Martin Sola, 2022. "Maximum Likelihood Estimation in Markov Regime‐Switching Models With Covariate‐Dependent Transition Probabilities," Econometrica, Econometric Society, vol. 90(4), pages 1681-1710, July.
    18. Takuya Ishihara, 2020. "Panel Data Quantile Regression for Treatment Effect Models," Papers 2001.04324, arXiv.org, revised Nov 2021.
    19. Bryan S. Graham & Jinyong Hahn & Alexandre Poirier & James L. Powell, 2015. "Quantile regression with panel data," CeMMAP working papers CWP12/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    20. Linton, O. & Shiu, J-L., 2019. "Semiparametric Nonlinear Panel Data Models with Measurement Error," Cambridge Working Papers in Economics 1906, Faculty of Economics, University of Cambridge.
    21. Victor Chernozhukov & Ivan Fernandez-Val & Whitney K. Newey, 2017. "Nonseparable multinomial choice models in cross-section and panel data," CeMMAP working papers 33/17, Institute for Fiscal Studies.
    22. Yuya Sasaki & Takuya Ura, 2021. "Slow Movers in Panel Data," Papers 2110.12041, arXiv.org.
    23. Stefan Hoderlein & Hajo Holzmann & Maximilian Kasy & Alexander Meister, 2015. "Erratum regarding “Instrumental variables with unrestricted heterogeneity and continuous treatment”," Boston College Working Papers in Economics 896, Boston College Department of Economics, revised 01 Feb 2016.
    24. Irene Botosaru & Chris Muris & Krishna Pendakur, 2020. "Intertemporal Collective Household Models: Identification in Short Panels with Unobserved Heterogeneity in Resource Shares," Department of Economics Working Papers 2020-09, McMaster University.
    25. Cizek, Pavel & Sadikoglu, Serhan, 2022. "Nonseparable Panel Models with Index Structure and Correlated Random Effects," Discussion Paper 2022-009, Tilburg University, Center for Economic Research.
    26. Gu, Jiaying & Volgushev, Stanislav, 2019. "Panel data quantile regression with grouped fixed effects," Journal of Econometrics, Elsevier, vol. 213(1), pages 68-91.
    27. Irene Botosaru & Chris Muris, 2022. "Identification of time-varying counterfactual parameters in nonlinear panel models," Papers 2212.09193, arXiv.org, revised Nov 2023.

  13. Holger Dette & Stefan Hoderlein & Natalie Neumeyer, 2013. "Testing Multivariate Economic Restrictions Using Quantiles: The Example of Slutsky Negative Semidefiniteness," Boston College Working Papers in Economics 836, Boston College Department of Economics.

    Cited by:

    1. Sam Cosaert & Thomas Demuynck, 2018. "Nonparametric welfare and demand analysis with unobserved individual heterogeneity," ULB Institutional Repository 2013/251988, ULB -- Universite Libre de Bruxelles.
    2. Soren Blomquist & Anil Kumar & Che-Yuan Liang & Whitney K. Newey, 2015. "Individual heterogeneity, nonlinear budget sets and taxable income," CeMMAP working papers 21/15, Institute for Fiscal Studies.
    3. Belloni, Alexandre & Chernozhukov, Victor & Chetverikov, Denis & Fernández-Val, Iván, 2019. "Conditional quantile processes based on series or many regressors," Journal of Econometrics, Elsevier, vol. 213(1), pages 4-29.
    4. Richard Blundell & Joel Horowitz & Matthias Parey, 2022. "Estimation of a Heterogeneous Demand Function with Berkson Errors," The Review of Economics and Statistics, MIT Press, vol. 104(5), pages 877-889, December.
    5. Aguiar, Victor H. & Serrano, Roberto, 2017. "Slutsky matrix norms: The size, classification, and comparative statics of bounded rationality," Journal of Economic Theory, Elsevier, vol. 172(C), pages 163-201.
    6. Hoderlein, Stefan & Su, Liangjun & White, Halbert & Yang, Thomas Tao, 2016. "Testing for monotonicity in unobservables under unconfoundedness," Journal of Econometrics, Elsevier, vol. 193(1), pages 183-202.
    7. Victor Chernozhukov & Jerry A. Hausman & Whitney K. Newey, 2019. "Demand Analysis with Many Prices," NBER Working Papers 26424, National Bureau of Economic Research, Inc.
    8. Soren Blomquist & Anil Kumar & Che-Yuan Liang & Whitney K. Newey, 2022. "Nonlinear Budget Set Regressions for the Random Utility Model," Working Papers 2219, Federal Reserve Bank of Dallas.
    9. Bhattacharya, D., 2018. "The Empirical Content of Binary Choice Models," Cambridge Working Papers in Economics 1883, Faculty of Economics, University of Cambridge.
    10. Jorg Stoye & Yuichi Kitamura, 2017. "Nonparametric analysis of random utility models," CeMMAP working papers 56/17, Institute for Fiscal Studies.
    11. Kaplan, David M. & Zhuo, Longhao, 2021. "Frequentist properties of Bayesian inequality tests," Journal of Econometrics, Elsevier, vol. 221(1), pages 312-336.
    12. Arman Bidarbakht Nia, 2017. "A generalization to QUAIDS," Empirical Economics, Springer, vol. 52(1), pages 393-410, February.
    13. David M. Kaplan & Longhao Zhuo, 2017. "Frequentist size of Bayesian inequality tests," Working Papers 1709, Department of Economics, University of Missouri, revised 14 Jul 2019.
    14. Laurens Cherchye & Bram De Rock & Frederic Vermeulen, 2023. "Nonparametric Models in Consumer Behaviour," Working Papers ECARES 2023-04, ULB -- Universite Libre de Bruxelles.
    15. Lee, Ying-Ying & Bhattacharya, Debopam, 2019. "Applied welfare analysis for discrete choice with interval-data on income," Journal of Econometrics, Elsevier, vol. 211(2), pages 361-387.
    16. Jerry A. Hausman & Whitney K. Newey, 2016. "Individual Heterogeneity and Average Welfare," Econometrica, Econometric Society, vol. 84, pages 1225-1248, May.
    17. Cherchye, Laurens & Demuynck, Thomas & Rock, Bram De, 2019. "Bounding counterfactual demand with unobserved heterogeneity and endogenous expenditures," Journal of Econometrics, Elsevier, vol. 211(2), pages 483-506.
    18. Bart Capéau & Liebrecht De Sadeleer & Sebastiaan Maes & André M.J. Decoster, 2021. "Nonparametric Welfare Analysis for Discrete Choice: Levels and Differences of Individual and Social Welfare," CESifo Working Paper Series 9071, CESifo.
    19. Jerry Hausman & Whitney K. Newey, 2013. "Individual heterogeneity and average welfare," CeMMAP working papers 34/13, Institute for Fiscal Studies.
    20. Victor H. Aguiar & Nail Kashaev, 2018. "Stochastic Revealed Preferences with Measurement Error," Papers 1810.05287, arXiv.org, revised Sep 2020.
    21. Zheng Fang & Juwon Seo, 2019. "A Projection Framework for Testing Shape Restrictions That Form Convex Cones," Papers 1910.07689, arXiv.org, revised Sep 2021.
    22. Hubner, Stefan, 2016. "Topics in nonparametric identification and estimation," Other publications TiSEM 08fce56b-3193-46e0-871b-0, Tilburg University, School of Economics and Management.
    23. Tatiana Komarova & Javier Hidalgo, 2019. "Testing nonparametric shape restrictions," Papers 1909.01675, arXiv.org, revised Jun 2020.
    24. Maes, Sebastiaan & Malhotra, Raghav, 2024. "Beyond the Mean : Testing Consumer Rationality through Higher Moments of Demand," CRETA Online Discussion Paper Series 85, Centre for Research in Economic Theory and its Applications CRETA.
    25. Sebastiaan Maes & Raghav Malhotra, 2023. "Robust Hicksian Welfare Analysis under Individual Heterogeneity," Papers 2303.01231, arXiv.org, revised Nov 2023.
    26. Edvard Bakhitov, 2020. "Frequentist Shrinkage under Inequality Constraints," Papers 2001.10586, arXiv.org.
    27. Christopher Dobronyi & Christian Gouri'eroux, 2020. "Consumer Theory with Non-Parametric Taste Uncertainty and Individual Heterogeneity," Papers 2010.13937, arXiv.org, revised Jan 2021.
    28. Jerry Hausman & Whitney K. Newey, 2014. "Individual Heterogeneity and Average Welfare," CeMMAP working papers 42/14, Institute for Fiscal Studies.
    29. Florian Gunsilius, 2019. "A path-sampling method to partially identify causal effects in instrumental variable models," Papers 1910.09502, arXiv.org, revised Jun 2020.
    30. Pirmin Fessler & Maximilian Kasy, 2019. "How to Use Economic Theory to Improve Estimators: Shrinking Toward Theoretical Restrictions," The Review of Economics and Statistics, MIT Press, vol. 101(4), pages 681-698, October.
    31. Richard Blundell & Joel L. Horowitz & Matthias Parey, 2018. "Estimation of a nonseparable heterogenous demand function with shape restrictions and Berkson errors," CeMMAP working papers CWP67/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

  14. Stefan Hoderlein & Yuya Sasaki, 2013. "Outcome conditioned treatment effects," CeMMAP working papers CWP39/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

    Cited by:

    1. Xavier D'Haultfoeuille & Stefan Hoderlein & Yuya Sasaki, 2013. "Nonlinear Difference-in-Differences in Repeated Cross Sections with Continuous Treatments," Boston College Working Papers in Economics 839, Boston College Department of Economics.
    2. Kasy, Maximilian, "undated". "Instrumental variables with unrestricted heterogeneity and continuous treatment - DON'T CITE! SEE ERRATUM BELOW," Working Paper 33257, Harvard University OpenScholar.
    3. Maximilian Kasy, 2014. "Instrumental Variables with Unrestricted Heterogeneity and Continuous Treatment," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 81(4), pages 1614-1636.
    4. Stefan Hoderlein & Hajo Holzmann & Maximilian Kasy & Alexander Meister, 2015. "Erratum regarding “Instrumental variables with unrestricted heterogeneity and continuous treatment”," Boston College Working Papers in Economics 896, Boston College Department of Economics, revised 01 Feb 2016.

  15. Stefan Hoderlein & Anne Vanhems, 2013. "Estimating the Distribution of Welfare Effects Using Quantiles," Boston College Working Papers in Economics 893, Boston College Department of Economics, revised 01 Feb 2016.

    Cited by:

    1. Sam Cosaert & Thomas Demuynck, 2018. "Nonparametric welfare and demand analysis with unobserved individual heterogeneity," ULB Institutional Repository 2013/251988, ULB -- Universite Libre de Bruxelles.
    2. Richard Blundell & Joel Horowitz & Matthias Parey, 2022. "Estimation of a Heterogeneous Demand Function with Berkson Errors," The Review of Economics and Statistics, MIT Press, vol. 104(5), pages 877-889, December.
    3. Michael Bates & Seolah Kim, 2019. "Estimating the Price Elasticity of Gasoline Demand in Correlated Random Coefficient Models with Endogeneity," Working Papers 202021, University of California at Riverside, Department of Economics, revised Jul 2020.
    4. Cherchye, Laurens & Demuynck, Thomas & Rock, Bram De, 2019. "Bounding counterfactual demand with unobserved heterogeneity and endogenous expenditures," Journal of Econometrics, Elsevier, vol. 211(2), pages 483-506.
    5. Sebastiaan Maes & Raghav Malhotra, 2023. "Robust Hicksian Welfare Analysis under Individual Heterogeneity," Papers 2303.01231, arXiv.org, revised Nov 2023.
    6. Escanciano, Juan Carlos, 2023. "Irregular identification of structural models with nonparametric unobserved heterogeneity," Journal of Econometrics, Elsevier, vol. 234(1), pages 106-127.
    7. Richard Blundell & Joel L. Horowitz & Matthias Parey, 2018. "Estimation of a nonseparable heterogenous demand function with shape restrictions and Berkson errors," CeMMAP working papers CWP67/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

  16. Xavier d'Haultfoeuille & Stefan Hoderlein & Yuya Sasaki, 2013. "Nonlinear difference-in-differences in repeated cross sections with continuous treatments," CeMMAP working papers CWP40/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

    Cited by:

    1. Irene Botosaru & Chris Muris, 2017. "Binarization for panel models with fixed effects," CeMMAP working papers CWP31/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    2. Carolina Caetano & Juan Carlos Escaniano, 2015. "Identifying Multiple Marginal Effects with a Single Binary Instrument or by Regression Discontinuity," CAEPR Working Papers 2015-009, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
    3. Clément de Chaisemartin, 2012. "Fuzzy differences in differences," PSE Working Papers halshs-00671368, HAL.
    4. Ghanem, Dalia, 2017. "Testing identifying assumptions in nonseparable panel data models," Journal of Econometrics, Elsevier, vol. 197(2), pages 202-217.
    5. Clément de Chaisemartin & Xavier d'Haultfoeuille, 2014. "Fuzzy Changes-in-Changes," Working Papers 2014-18, Center for Research in Economics and Statistics.
    6. Alejo, Javier & Galvao, Antonio F. & Montes-Rojas, Gabriel, 2018. "Quantile continuous treatment effects," Econometrics and Statistics, Elsevier, vol. 8(C), pages 13-36.
    7. Michela Maria Tincani, 2017. "Heterogeneous Peer Effects and Rank Concerns: Theory and Evidence," CESifo Working Paper Series 6331, CESifo.
    8. Ishihara, Takuya, 2020. "Identification and estimation of time-varying nonseparable panel data models without stayers," Journal of Econometrics, Elsevier, vol. 215(1), pages 184-208.
    9. Callaway, Brantly & Li, Tong & Oka, Tatsushi, 2018. "Quantile treatment effects in difference in differences models under dependence restrictions and with only two time periods," Journal of Econometrics, Elsevier, vol. 206(2), pages 395-413.
    10. Florian Gunsilius, 2018. "Point-identification in multivariate nonseparable triangular models," Papers 1806.09680, arXiv.org.
    11. Michela Tincani, 2017. "Heterogeneous Peer Effects and Rank Concerns: Theory and Evidence," Working Papers 2017-006, Human Capital and Economic Opportunity Working Group.
    12. Takuya Ishihara, 2020. "Panel Data Quantile Regression for Treatment Effect Models," Papers 2001.04324, arXiv.org, revised Nov 2021.

  17. Fabian Dunker & Stefan Hoderlein & Hiroaki Kaido, 2013. "Random Coefficients in Static Games of Complete Information," Boston College Working Papers in Economics 835, Boston College Department of Economics.

    Cited by:

    1. Fabian Dunker & Stefan Hoderlein & Hiroaki Kaido, 2022. "Nonparametric Identification of Random Coefficients in Endogenous and Heterogeneous Aggregate Demand Models," Papers 2201.06140, arXiv.org.
    2. Dunker, Fabian & Hoderlein, Stefan & Kaido, Hiroaki, 2014. "Nonparametric Identification of Endogenous and Heterogeneous Aggregate Demand Models: Complements, Bundles and the Market Level," Economics Series 307, Institute for Advanced Studies.
    3. Fabian Dunker & Konstantin Eckle & Katharina Proksch & Johannes Schmidt-Hieber, 2017. "Tests for qualitative features in the random coefficients model," Courant Research Centre: Poverty, Equity and Growth - Discussion Papers 225, Courant Research Centre PEG.
    4. Breunig, Christoph & Hoderlein, Stefan, 2018. "Specification Testing in Random Coefficient Models," Rationality and Competition Discussion Paper Series 77, CRC TRR 190 Rationality and Competition.
    5. Christoph Breunig & Stefan Hoderlein, 2016. "Nonparametric Specification Testing in Random Parameter Models," Boston College Working Papers in Economics 897, Boston College Department of Economics.
    6. Jeremy Fox & Natalia Lazzati, 2013. "Identification of discrete choice models for bundles and binary games," CeMMAP working papers 04/13, Institute for Fiscal Studies.
    7. Matzkin, Rosa L., 2019. "Constructive identification in some nonseparable discrete choice models," Journal of Econometrics, Elsevier, vol. 211(1), pages 83-103.
    8. Dunker, Fabian & Hoderlein, Stefan & Kaido, Hiroaki & Sherman, Robert, 2018. "Nonparametric identification of the distribution of random coefficients in binary response static games of complete information," Journal of Econometrics, Elsevier, vol. 206(1), pages 83-102.

  18. Stefan Hoderlein & Robert Sherman, 2012. "Identification and estimation in a correlated random coefficients binary response model," CeMMAP working papers CWP42/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

    Cited by:

    1. Marbac, Matthieu & Sedki, Mohammed, 2017. "A family of block-wise one-factor distributions for modeling high-dimensional binary data," Computational Statistics & Data Analysis, Elsevier, vol. 114(C), pages 130-145.
    2. Stefan Hoderlein & Hajo Holzmann & Alexander Meister, 2015. "The triangular model with random coefficients," CeMMAP working papers CWP33/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    3. Breunig, Christoph & Hoderlein, Stefan, 2018. "Specification Testing in Random Coefficient Models," Rationality and Competition Discussion Paper Series 77, CRC TRR 190 Rationality and Competition.
    4. Fabian Dunker & Stefan Hoderlein & Hiroaki Kaido, 2013. "Random coefficients in static games of complete information," CeMMAP working papers CWP12/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    5. Stefan Hoderlein & Hajo Holzmann & Alexander Meister, 2015. "The triangular model with random coefficients," CeMMAP working papers 33/15, Institute for Fiscal Studies.
    6. Christoph Breunig & Stefan Hoderlein, 2016. "Nonparametric Specification Testing in Random Parameter Models," Boston College Working Papers in Economics 897, Boston College Department of Economics.
    7. Amaresh K Tiwari, 2021. "A Control Function Approach to Estimate Panel Data Binary Response Model," Papers 2102.12927, arXiv.org, revised Sep 2021.
    8. Escanciano, Juan Carlos, 2023. "Irregular identification of structural models with nonparametric unobserved heterogeneity," Journal of Econometrics, Elsevier, vol. 234(1), pages 106-127.
    9. Juan Carlos Escanciano, 2020. "Irregular Identification of Structural Models with Nonparametric Unobserved Heterogeneity," Papers 2005.08611, arXiv.org.
    10. Guo, Jing & Wang, Lei & Zhang, Zhengyu, 2022. "Identification and estimation of a heteroskedastic censored regression model with random coefficient dummy endogenous regressors," Economic Modelling, Elsevier, vol. 110(C).

  19. Eric Gautier & Stefan Hoderlein, 2012. "A triangular treatment effect model with random coefficients in the selection equation," CeMMAP working papers CWP39/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

    Cited by:

    1. Sokbae (Simon) Lee & Bernard Salanie, 2015. "Identifying effects of multivalued treatments," CeMMAP working papers 72/15, Institute for Fiscal Studies.
    2. Éric Gautier, 2021. "Relaxing Monotonicity in Endogenous Selection Models and Application to Surveys," Post-Print hal-03306234, HAL.
    3. Fabian Dunker & Konstantin Eckle & Katharina Proksch & Johannes Schmidt-Hieber, 2017. "Tests for qualitative features in the random coefficients model," Courant Research Centre: Poverty, Equity and Growth - Discussion Papers 225, Courant Research Centre PEG.
    4. Fabian Dunker & Stefan Hoderlein & Hiroaki Kaido, 2023. "Nonparametric identification of random coefficients in aggregate demand models for differentiated products," The Econometrics Journal, Royal Economic Society, vol. 26(2), pages 279-306.
    5. Gao, Z. & Pesaran, M. H., 2022. "Identification and Estimation of Categorical Random Coeficient Models," Cambridge Working Papers in Economics 2228, Faculty of Economics, University of Cambridge.
    6. Breunig, Christoph & Hoderlein, Stefan, 2018. "Specification Testing in Random Coefficient Models," Rationality and Competition Discussion Paper Series 77, CRC TRR 190 Rationality and Competition.
    7. Sloczynski, Tymon, 2021. "When Should We (Not) Interpret Linear IV Estimands as LATE?," IZA Discussion Papers 14349, Institute of Labor Economics (IZA).
    8. Christoph Breunig & Stefan Hoderlein, 2016. "Nonparametric Specification Testing in Random Parameter Models," Boston College Working Papers in Economics 897, Boston College Department of Economics.
    9. Christophe Gaillac & Eric Gautier, 2021. "Adaptive estimation in the linear random coefficients model when regressors have limited variation," Post-Print hal-03374805, HAL.
    10. Kasy, Maximilian, "undated". "Instrumental variables with unrestricted heterogeneity and continuous treatment - DON'T CITE! SEE ERRATUM BELOW," Working Paper 33257, Harvard University OpenScholar.
    11. Sokbae Lee & Bernard Salani'e, 2018. "Identifying Effects of Multivalued Treatments," Papers 1805.00057, arXiv.org.
    12. Gautier, Eric & Le Pennec, Erwan, 2016. "Adaptive estimation in the nonparametric random coefficients binary choice model by needlet thresholding," TSE Working Papers 16-713, Toulouse School of Economics (TSE).
    13. Maximilian Kasy, 2014. "Instrumental Variables with Unrestricted Heterogeneity and Continuous Treatment," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 81(4), pages 1614-1636.
    14. Stefan Hoderlein & Hajo Holzmann & Maximilian Kasy & Alexander Meister, 2015. "Erratum regarding “Instrumental variables with unrestricted heterogeneity and continuous treatment”," Boston College Working Papers in Economics 896, Boston College Department of Economics, revised 01 Feb 2016.
    15. Nail Kashaev, 2022. "Identification and Estimation of Multinomial Choice Models with Latent Special Covariates," University of Western Ontario, Departmental Research Report Series 20224, University of Western Ontario, Department of Economics.
    16. Gaurab Aryal & Federico Zincenko, 2014. "Identification and Estimation of Multidimensional Screening," Papers 1411.6250, arXiv.org, revised Mar 2024.
    17. Arthur Lewbel & Thomas Tao Yang, 2013. "Identifying the Average Treatment Effect in a Two Threshold Model," Boston College Working Papers in Economics 825, Boston College Department of Economics.

  20. Stefan Hoderlein & Anne Vanhems, 2011. "Welfare analysis using nonseparable models," CeMMAP working papers CWP01/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

    Cited by:

    1. Arthur Lewbel & Krishna Pendakur, 2017. "Unobserved Preference Heterogeneity in Demand Using Generalized Random Coefficients," Journal of Political Economy, University of Chicago Press, vol. 125(4), pages 1100-1148.
    2. Richard Blundell & Joel L. Horowitz & Matthias Parey, 2013. "Nonparametric estimation of a heterogeneous demand function under the Slutsky inequality restriction," CeMMAP working papers 54/13, Institute for Fiscal Studies.
    3. Debopam Bhattacharya, 2013. "Nonparametric Welfare Analysis for Discrete Choice," Economics Series Working Papers 669, University of Oxford, Department of Economics.
    4. Jerry A. Hausman & Whitney K. Newey, 2016. "Individual Heterogeneity and Average Welfare," Econometrica, Econometric Society, vol. 84, pages 1225-1248, May.

  21. Berthold R. Haag & Stefan Hoderlein & Sonya Mihaleva, 2009. "Testing Homogeneity in Demand Systems Nonparametrically: Theory and Evidence," Boston College Working Papers in Economics 749, Boston College Department of Economics.

    Cited by:

    1. Caro, Juan Carlos & Ng, Shu Wen & Taillie, Lindsey Smith & Popkin, Barry M., 2017. "Designing a tax to discourage unhealthy food and beverage purchases: The case of Chile," Food Policy, Elsevier, vol. 71(C), pages 86-100.
    2. Juan Carlos Caro & Shu Wen Ng & Ricardo Bonilla & Jorge Tovar & Barry M Popkin, 2017. "Sugary drinks taxation, projected consumption and fiscal revenues in Colombia: Evidence from a QUAIDS model," PLOS ONE, Public Library of Science, vol. 12(12), pages 1-16, December.

  22. Stefan Hoderlein, 2009. "How Many Consumers are Rational?," Boston College Working Papers in Economics 748, Boston College Department of Economics.

    Cited by:

    1. Hoderlein, Stefan & Winter, Joachim, 2010. "Structural measurement errors in nonseparable models," Munich Reprints in Economics 19445, University of Munich, Department of Economics.
    2. Sam Cosaert & Thomas Demuynck, 2018. "Nonparametric welfare and demand analysis with unobserved individual heterogeneity," ULB Institutional Repository 2013/251988, ULB -- Universite Libre de Bruxelles.
    3. Stoye, Jörg & Kitamura, Yuichi, 2013. "Nonparametric Analysis of Random Utility Models: Testing," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79753, Verein für Socialpolitik / German Economic Association.
    4. Jean-Pierre H. Dubé, 2018. "Microeconometric Models of Consumer Demand," NBER Working Papers 25215, National Bureau of Economic Research, Inc.
    5. Schennach, Susanne & White, Halbert & Chalak, Karim, 2012. "Local indirect least squares and average marginal effects in nonseparable structural systems," Journal of Econometrics, Elsevier, vol. 166(2), pages 282-302.
    6. Stefan Hoderlein & Bettina Siflinger & Joachim Winter, 2015. "Identification of structural models in the presence of measurement error due to rounding in survey responses," Boston College Working Papers in Economics 869, Boston College Department of Economics.
    7. Kemp-Benedict, Eric, 2013. "Resource Return on Investment under Markup Pricing," MPRA Paper 49154, University Library of Munich, Germany.
    8. Arie Beresteanu, 2021. "Identification of Incomplete Preferences," Working Paper 7145, Department of Economics, University of Pittsburgh.
    9. Stefan Hoderlein & Hajo Holzmann & Alexander Meister, 2015. "The triangular model with random coefficients," CeMMAP working papers CWP33/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    10. INOSE Junya, 2014. "Representative Agent in a Form of Probability Distribution," Discussion papers 14038, Research Institute of Economy, Trade and Industry (RIETI).
    11. Aguiar, Victor H. & Serrano, Roberto, 2017. "Slutsky matrix norms: The size, classification, and comparative statics of bounded rationality," Journal of Economic Theory, Elsevier, vol. 172(C), pages 163-201.
    12. Dauphin, Anyck & El Lahga, Abdel Rahmen & Fortin, Bernard & Lacroix, Guy, 2008. "Are Children Decision-Makers Within the Household?," IZA Discussion Papers 3728, Institute of Labor Economics (IZA).
    13. Hoderlein, Stefan & Su, Liangjun & White, Halbert & Yang, Thomas Tao, 2016. "Testing for monotonicity in unobservables under unconfoundedness," Journal of Econometrics, Elsevier, vol. 193(1), pages 183-202.
    14. Hoderlein, Stefan & White, Halbert, 2012. "Nonparametric identification in nonseparable panel data models with generalized fixed effects," Journal of Econometrics, Elsevier, vol. 168(2), pages 300-314.
    15. Halbert White & Karim Chalak, 2010. "Testing a Conditional Form of Exogeneity," Boston College Working Papers in Economics 733, Boston College Department of Economics.
    16. Stefan Hoderlein & Jörg Stoye, 2015. "Testing stochastic rationality and predicting stochastic demand: the case of two goods," Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), vol. 3(2), pages 313-328, October.
    17. Bhattacharya, D., 2018. "The Empirical Content of Binary Choice Models," Cambridge Working Papers in Economics 1883, Faculty of Economics, University of Cambridge.
    18. Jorg Stoye & Yuichi Kitamura, 2017. "Nonparametric analysis of random utility models," CeMMAP working papers 56/17, Institute for Fiscal Studies.
    19. Breunig, Christoph & Hoderlein, Stefan, 2018. "Specification Testing in Random Coefficient Models," Rationality and Competition Discussion Paper Series 77, CRC TRR 190 Rationality and Competition.
    20. Arman Bidarbakht Nia, 2017. "A generalization to QUAIDS," Empirical Economics, Springer, vol. 52(1), pages 393-410, February.
    21. Christoph Breunig & Stefan Hoderlein, 2016. "Nonparametric Specification Testing in Random Parameter Models," Boston College Working Papers in Economics 897, Boston College Department of Economics.
    22. Daniel Gutknecht & Stefan Hoderlein & Michael Peters, 2016. "Constrained Information Processing and Individual Income Expectations," Boston College Working Papers in Economics 898, Boston College Department of Economics.
    23. D’Haultfœuille, Xavier & Hoderlein, Stefan & Sasaki, Yuya, 2023. "Nonparametric difference-in-differences in repeated cross-sections with continuous treatments," Journal of Econometrics, Elsevier, vol. 234(2), pages 664-690.
    24. Cherchye, Laurens & Demuynck, Thomas & Rock, Bram De, 2019. "Bounding counterfactual demand with unobserved heterogeneity and endogenous expenditures," Journal of Econometrics, Elsevier, vol. 211(2), pages 483-506.
    25. Mark Dean & Daniel Martin, 2011. "Testing for Rationality with Consumption Data: Demographics and Heterogeneity," Working Papers 2011-11, Brown University, Department of Economics.
    26. Susanne M. Schennach & Halbert White & Karim Chalak, 2007. "Estimating average marginal effects in nonseparable structural systems," CeMMAP working papers CWP31/07, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    27. Ian Crawford & Matthew Polisson, 2015. "Demand analysis with partially observed prices," IFS Working Papers W15/16, Institute for Fiscal Studies.
    28. Sam Cosaert & Thomas Demuynck, 2015. "Revealed preference theory for finite choice sets," ULB Institutional Repository 2013/251997, ULB -- Universite Libre de Bruxelles.
    29. Zheng Fang & Juwon Seo, 2019. "A Projection Framework for Testing Shape Restrictions That Form Convex Cones," Papers 1910.07689, arXiv.org, revised Sep 2021.
    30. Liangjun Su & Stefan Hoderlein & Halbert White, 2013. "Testing Monotonicity in Unobservables with Panel Data," Boston College Working Papers in Economics 892, Boston College Department of Economics, revised 01 Feb 2016.
    31. Apostolos Serletis & Maksim Isakin, "undated". "Stochastic Volatility Demand Systems," Working Papers 2014-74, Department of Economics, University of Calgary, revised 29 Sep 2014.
    32. Holger Dette & Stefan Hoderlein & Natalie Neumeyer, 2013. "Testing Multivariate Economic Restrictions Using Quantiles: The Example of Slutsky Negative Semidefiniteness," Boston College Working Papers in Economics 836, Boston College Department of Economics.
    33. Lu, Xun & White, Habert, 2015. "Testing For Treatment Dependence Of Effects Of A Continuous Treatment," Econometric Theory, Cambridge University Press, vol. 31(5), pages 1016-1053, October.
    34. Hubner, Stefan, 2016. "Topics in nonparametric identification and estimation," Other publications TiSEM 08fce56b-3193-46e0-871b-0, Tilburg University, School of Economics and Management.
    35. Lu, Xun & White, Halbert, 2014. "Testing for separability in structural equations," Journal of Econometrics, Elsevier, vol. 182(1), pages 14-26.
    36. Haag, Berthold R. & Hoderlein, Stefan & Pendakur, Krishna, 2009. "Testing and imposing Slutsky symmetry in nonparametric demand systems," Journal of Econometrics, Elsevier, vol. 153(1), pages 33-50, November.
    37. Halbert White & Karim Chalak, 2013. "Identification and Identification Failure for Treatment Effects Using Structural Systems," Econometric Reviews, Taylor & Francis Journals, vol. 32(3), pages 273-317, November.
    38. Maes, Sebastiaan & Malhotra, Raghav, 2024. "Beyond the Mean : Testing Consumer Rationality through Higher Moments of Demand," CRETA Online Discussion Paper Series 85, Centre for Research in Economic Theory and its Applications CRETA.
    39. Sebastiaan Maes & Raghav Malhotra, 2023. "Robust Hicksian Welfare Analysis under Individual Heterogeneity," Papers 2303.01231, arXiv.org, revised Nov 2023.
    40. Halbert White & Karim Chalak, 2008. "Identifying Structural Effects in Nonseparable Systems Using Covariates," Boston College Working Papers in Economics 734, Boston College Department of Economics.
    41. Hoderlein, Stefan & Mihaleva, Sonya, 2008. "Increasing the price variation in a repeated cross section," Journal of Econometrics, Elsevier, vol. 147(2), pages 316-325, December.
    42. Maes, Sebastiaan & Malhotra, Raghav, 2024. "Robust Hicksian Welfare Analysis under Individual Heterogeneity," CRETA Online Discussion Paper Series 84, Centre for Research in Economic Theory and its Applications CRETA.

  23. Stefan Hoderlein, 2009. "Endogenous Semiparametric Binary Choice Models with Heteroscedasticity," Boston College Working Papers in Economics 747, Boston College Department of Economics, revised 29 Sep 2014.

    Cited by:

    1. Yingying Dong & Arthur Lewbel, 2015. "A Simple Estimator for Binary Choice Models with Endogenous Regressors," Econometric Reviews, Taylor & Francis Journals, vol. 34(1-2), pages 82-105, February.
    2. Arthur Lewbel & Yingying Dong & Thomas Tao Yang, 2012. "Comparing features of convenient estimators for binary choice models with endogenous regressors," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 45(3), pages 809-829, August.
    3. Andrew Chesher & Adam Rosen, 2012. "An instrumental variable random coefficients model for binary outcomes," CeMMAP working papers 34/12, Institute for Fiscal Studies.
    4. Hoderlein, Stefan & Sherman, Robert, 2015. "Identification and estimation in a correlated random coefficients binary response model," Journal of Econometrics, Elsevier, vol. 188(1), pages 135-149.
    5. Arthur Lewbel & Yingying Dong & Thomas Tao Yang, 2012. "Viewpoint: Comparing features of convenient estimators for binary choice models with endogenous regressors," Canadian Journal of Economics, Canadian Economics Association, vol. 45(3), pages 809-829, August.

  24. Stefan Hoderlein & Jörg Stoye, 2009. "Revealed Preferences in a Heterogeneous Population," Boston College Working Papers in Economics 745, Boston College Department of Economics.

    Cited by:

    1. Rahul Deb & Yuichi Kitamura & John Quah & Jorg Stoye, 2018. "Revealed price preference: theory and empirical analysis," CeMMAP working papers CWP57/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    2. Ian Crawford & Bram De Rock, 2014. "Empirical Revealed Preference," Annual Review of Economics, Annual Reviews, vol. 6(1), pages 503-524, August.
    3. Sam Cosaert & Thomas Demuynck, 2018. "Nonparametric welfare and demand analysis with unobserved individual heterogeneity," ULB Institutional Repository 2013/251988, ULB -- Universite Libre de Bruxelles.
    4. Nobuo Koida & Koji Shirai, 2024. "A dual approach to nonparametric characterization for random utility models," Papers 2403.04328, arXiv.org.
    5. Stoye, Jörg & Kitamura, Yuichi, 2013. "Nonparametric Analysis of Random Utility Models: Testing," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79753, Verein für Socialpolitik / German Economic Association.
    6. Kate Ho & Adam M. Rosen, 2015. "Partial Identification in Applied Research: Benefits and Challenges," NBER Working Papers 21641, National Bureau of Economic Research, Inc.
    7. Francesca Molinari, 2020. "Microeconometrics with Partial Identification," Papers 2004.11751, arXiv.org.
    8. Cherchye, Laurens & Cosaert, Sam & De Rock, Bram & Kerstens, Pieter Jan & Vermeulen, Frederic, 2018. "Individual welfare analysis for collective households," Journal of Public Economics, Elsevier, vol. 166(C), pages 98-114.
    9. Sokbae (Simon) Lee & Kyungchui (Kevin) Song & Yoon-Jae Whang, 2014. "Testing for a general class of functional inequalities," CeMMAP working papers CWP09/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    10. Arthur Lewbel & Krishna Pendakur, 2017. "Unobserved Preference Heterogeneity in Demand Using Generalized Random Coefficients," Journal of Political Economy, University of Chicago Press, vol. 125(4), pages 1100-1148.
    11. Richard Blundell & Joel L. Horowitz & Matthias Parey, 2013. "Nonparametric estimation of a heterogeneous demand function under the Slutsky inequality restriction," CeMMAP working papers 54/13, Institute for Fiscal Studies.
    12. Hoderlein, Stefan & Su, Liangjun & White, Halbert & Yang, Thomas Tao, 2016. "Testing for monotonicity in unobservables under unconfoundedness," Journal of Econometrics, Elsevier, vol. 193(1), pages 183-202.
    13. Laurens Cherchye & Thomas Demuynck & Bram De Rock, 2015. "Transitivity of Preferences: When Doest it Matter ?," Working Papers ECARES ECARES 2015-44, ULB -- Universite Libre de Bruxelles.
    14. Laurens Cherchye & Thomas Demuynck & Bram De Rock & Marijn Verschelde, 2018. "Nonparametric identification of unobserved technological heterogeneity in production," Working Paper Research 335, National Bank of Belgium.
    15. Victor Chernozhukov & Jerry A. Hausman & Whitney K. Newey, 2019. "Demand Analysis with Many Prices," NBER Working Papers 26424, National Bureau of Economic Research, Inc.
    16. Victor H. Aguiar & Per Hjertstrand & Roberto Serrano, 2020. "Rationalizable Incentives: Interim Implementation of Sets in Rationalizable Strategies," Working Papers 2020-16, Brown University, Department of Economics.
    17. Stefan Hoderlein & Jörg Stoye, 2015. "Testing stochastic rationality and predicting stochastic demand: the case of two goods," Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), vol. 3(2), pages 313-328, October.
    18. Bhattacharya, D., 2018. "The Empirical Content of Binary Choice Models," Cambridge Working Papers in Economics 1883, Faculty of Economics, University of Cambridge.
    19. Jorg Stoye & Yuichi Kitamura, 2017. "Nonparametric analysis of random utility models," CeMMAP working papers 56/17, Institute for Fiscal Studies.
    20. Richard Blundell & Dennis Kristensen & Rosa Matzkin, 2017. "Individual counterfactuals with multidimensional unobserved heterogeneity," CeMMAP working papers 60/17, Institute for Fiscal Studies.
    21. Laurens Cherchye & Thomas Demuynck & Bram De Rock & Frederic Vermeulen, 2017. "Household Consumption When the Marriage is Stable," ULB Institutional Repository 2013/251990, ULB -- Universite Libre de Bruxelles.
    22. Arman Bidarbakht Nia, 2017. "A generalization to QUAIDS," Empirical Economics, Springer, vol. 52(1), pages 393-410, February.
    23. Kobus, Martyna & Kurek, Radosław, 2018. "Copula-based measurement of interdependence for discrete distributions," Journal of Mathematical Economics, Elsevier, vol. 79(C), pages 27-39.
    24. Im, Changkuk & Rehbeck, John, 2022. "Non-rationalizable individuals and stochastic rationalizability," Economics Letters, Elsevier, vol. 219(C).
    25. Laurens CHERCHYE & Thomas DEMUYNCK & Bram DE ROCK, 2011. "Nash bargained consumption decisions: a revealed preference analysis," Working Papers of Department of Economics, Leuven ces11.07, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
    26. Francesca Molinari, 2019. "Econometrics with Partial Identification," CeMMAP working papers CWP25/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    27. Jerry A. Hausman & Whitney K. Newey, 2016. "Individual Heterogeneity and Average Welfare," Econometrica, Econometric Society, vol. 84, pages 1225-1248, May.
    28. Cherchye, Laurens & Demuynck, Thomas & Rock, Bram De, 2019. "Bounding counterfactual demand with unobserved heterogeneity and endogenous expenditures," Journal of Econometrics, Elsevier, vol. 211(2), pages 483-506.
    29. Mark Dean & Daniel Martin, 2011. "Testing for Rationality with Consumption Data: Demographics and Heterogeneity," Working Papers 2011-11, Brown University, Department of Economics.
    30. Ian Crawford & Matthew Polisson, 2015. "Demand analysis with partially observed prices," IFS Working Papers W15/16, Institute for Fiscal Studies.
    31. Nail Kashaev & Victor H. Aguiar, 2022. "Nonparametric Analysis of Dynamic Random Utility Models," Papers 2204.07220, arXiv.org.
    32. Jerry Hausman & Whitney K. Newey, 2013. "Individual heterogeneity and average welfare," CeMMAP working papers 34/13, Institute for Fiscal Studies.
    33. Sam Cosaert & Thomas Demuynck, 2015. "Revealed preference theory for finite choice sets," ULB Institutional Repository 2013/251997, ULB -- Universite Libre de Bruxelles.
    34. Cherchye, Laurens & Demuynck, Thomas & De Rock, Bram & Hjertstrand, Per, 2015. "Revealed preference tests for weak separability: An integer programming approach," Journal of Econometrics, Elsevier, vol. 186(1), pages 129-141.
    35. Apostolos Serletis & Maksim Isakin, "undated". "Stochastic Volatility Demand Systems," Working Papers 2014-74, Department of Economics, University of Calgary, revised 29 Sep 2014.
    36. Holger Dette & Stefan Hoderlein & Natalie Neumeyer, 2013. "Testing Multivariate Economic Restrictions Using Quantiles: The Example of Slutsky Negative Semidefiniteness," Boston College Working Papers in Economics 836, Boston College Department of Economics.
    37. Demuynck, Thomas & Hjertstrand, Per, 2019. "Samuelson's Approach to Revealed Preference Theory: Some Recent Advances," Working Paper Series 1274, Research Institute of Industrial Economics.
    38. Hubner, Stefan, 2016. "Topics in nonparametric identification and estimation," Other publications TiSEM 08fce56b-3193-46e0-871b-0, Tilburg University, School of Economics and Management.
    39. Victor H. Aguiar & Per Hjertstrand & Roberto Serrano, 2022. "A Rationalization of the Weak Axiom of Revealed Preference," University of Western Ontario, Departmental Research Report Series 20229, University of Western Ontario, Department of Economics.
    40. Rahul Deb & Yuichi Kitamura & John K.-H. Quah & Jorg Stoye, 2017. "Revealed Price Preference: Theory and Stochastic Testing," Cowles Foundation Discussion Papers 2087, Cowles Foundation for Research in Economics, Yale University.
    41. Bram De Rock & Laurens Cherchye & Bart Smeulders, 2019. "Nonparametric Analysis of Random Utility Models: Computational Tools for Statistical Testing," Working Papers ECARES 2019-19, ULB -- Universite Libre de Bruxelles.
    42. Maes, Sebastiaan & Malhotra, Raghav, 2024. "Beyond the Mean : Testing Consumer Rationality through Higher Moments of Demand," CRETA Online Discussion Paper Series 85, Centre for Research in Economic Theory and its Applications CRETA.
    43. Dieter Saelens, 2022. "Unitary or collective households? A nonparametric rationality and separability test using detailed data on consumption expenditures and time use," Empirical Economics, Springer, vol. 62(2), pages 637-677, February.
    44. Jerry Hausman & Whitney K. Newey, 2014. "Individual Heterogeneity and Average Welfare," CeMMAP working papers 42/14, Institute for Fiscal Studies.
    45. Daniele Caliari & Henrik Petri, 2024. "Irrational Random Utility Models," Papers 2403.10208, arXiv.org.
    46. Hubner, Stefan, 2023. "Identification of unobserved distribution factors and preferences in the collective household model," Journal of Econometrics, Elsevier, vol. 234(1), pages 301-326.

  25. Stefan Hoderlein & Halbert White, 2009. "Nonparametric Identification in Nonseparable Panel Data Models with Generalized Fixed Effects," Boston College Working Papers in Economics 746, Boston College Department of Economics.

    Cited by:

    1. Ivan Fernandez-Val & Hugo Freeman & Martin Weidner, 2020. "Low-rank approximations of nonseparable panel models," CeMMAP working papers CWP52/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    2. Yu-Chin Hsu & Ta-Cheng Huang & Haiqing Xu, 2018. "Testing for Unobserved Heterogeneous Treatment Effects with Observational Data," Papers 1803.07514, arXiv.org, revised Aug 2021.
    3. Shiu, Ji-Liang & Hu, Yingyao, 2013. "Identification and estimation of nonlinear dynamic panel data models with unobserved covariates," Journal of Econometrics, Elsevier, vol. 175(2), pages 116-131.
    4. Brantly Callaway & Tong Li, 2019. "Quantile treatment effects in difference in differences models with panel data," Quantitative Economics, Econometric Society, vol. 10(4), pages 1579-1618, November.
    5. Ivan Fernandez-Val & Martin Weidner, 2018. "Fixed effect estimation of large T panel data models," CeMMAP working papers CWP22/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    6. Irene Botosaru & Chris Muris, 2017. "Binarization for panel models with fixed effects," CeMMAP working papers CWP31/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    7. Victor Chernozhukov & Ivan Fernandez-Val & Stefan Hoderlein & Hajo Holzmann & Whitney K. Newey, 2013. "Nonparametric identification in panels using quantiles," CeMMAP working papers 66/13, Institute for Fiscal Studies.
    8. Laurent Davezies & Xavier D'Haultfoeuille & Louise Laage, 2021. "Identification and Estimation of Average Marginal Effects in Fixed Effects Logit Models," Papers 2105.00879, arXiv.org, revised Oct 2022.
    9. Botosaru, Irene & Muris, Chris & Pendakur, Krishna, 2023. "Identification of time-varying transformation models with fixed effects, with an application to unobserved heterogeneity in resource shares," Journal of Econometrics, Elsevier, vol. 232(2), pages 576-597.
    10. Cavit Pakel & Martin Weidner, 2023. "Bounds on Average Effects in Discrete Choice Panel Data Models," Papers 2309.09299, arXiv.org, revised May 2024.
    11. Khan, Shakeeb & Ponomareva, Maria & Tamer, Elie, 2016. "Identification of panel data models with endogenous censoring," Journal of Econometrics, Elsevier, vol. 194(1), pages 57-75.
    12. Ghanem, Dalia & Hirshleifer, Sarojini & Ortiz-Becerra, Karen, 2019. "Testing Attrition Bias in Field Experiments," 2019 Annual Meeting, July 21-23, Atlanta, Georgia 291215, Agricultural and Applied Economics Association.
    13. Ghanem, Dalia, 2017. "Testing identifying assumptions in nonseparable panel data models," Journal of Econometrics, Elsevier, vol. 197(2), pages 202-217.
    14. Rosen, Adam M., 2012. "Set identification via quantile restrictions in short panels," Journal of Econometrics, Elsevier, vol. 166(1), pages 127-137.
    15. Xavier D'Haultfoeuille & Stefan Hoderlein & Yuya Sasaki, 2013. "Nonlinear Difference-in-Differences in Repeated Cross Sections with Continuous Treatments," Boston College Working Papers in Economics 839, Boston College Department of Economics.
    16. Antonio Musolesi & Massimiliano Mazzanti, 2014. "Nonlinearity, heterogeneity and unobserved effects in the carbon dioxide emissions-economic developement relation for advanced countries," Post-Print hal-01123027, HAL.
    17. Čížek, Pavel & Lei, Jinghua, 2018. "Identification and estimation of nonseparable single-index models in panel data with correlated random effects," Journal of Econometrics, Elsevier, vol. 203(1), pages 113-128.
    18. Shakeeb Khan & Fu Ouyang & Elie Tamer, 2020. "Inference on Semiparametric Multinomial Response Models," Discussion Papers Series 627, School of Economics, University of Queensland, Australia.
    19. Gao, Yichen & Li, Cong & Liang, Zhongwen, 2015. "Binary response correlated random coefficient panel data models," Journal of Econometrics, Elsevier, vol. 188(2), pages 421-434.
    20. Eva Schlenker & Robert Maderitsch, 2015. "Monitoring household liquidity constraints across Europe: a panel approach," International Economics and Economic Policy, Springer, vol. 12(1), pages 75-91, March.
    21. Stefan Hoderlein & Yuya Sasaki, 2011. "On the role of time in nonseparable panel data models," CeMMAP working papers CWP15/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    22. Yingyao Hu & Ji‐Liang Shiu, 2018. "Identification and estimation of semi‐parametric censored dynamic panel data models of short time periods," Econometrics Journal, Royal Economic Society, vol. 21(1), pages 55-85, February.
    23. Dalia Ghanem & Pedro H. C. Sant'Anna & Kaspar Wuthrich, 2022. "Selection and parallel trends," Papers 2203.09001, arXiv.org, revised Mar 2024.
    24. Chen, Songnian & Wang, Xi, 2018. "Semiparametric estimation of panel data models without monotonicity or separability," Journal of Econometrics, Elsevier, vol. 206(2), pages 515-530.
    25. Ishihara, Takuya, 2020. "Identification and estimation of time-varying nonseparable panel data models without stayers," Journal of Econometrics, Elsevier, vol. 215(1), pages 184-208.
    26. D’Haultfœuille, Xavier & Hoderlein, Stefan & Sasaki, Yuya, 2023. "Nonparametric difference-in-differences in repeated cross-sections with continuous treatments," Journal of Econometrics, Elsevier, vol. 234(2), pages 664-690.
    27. Clément de Chaisemartin & Xavier d'Haultfoeuille & Félix Pasquier & Gonzalo Vazquez-Bare, 2022. "Difference-in-Differences Estimators for Treatments Continuously Distributed at Every Period," SciencePo Working papers Main hal-03873926, HAL.
    28. Sasaki, Yuya, 2015. "Heterogeneity and selection in dynamic panel data," Journal of Econometrics, Elsevier, vol. 188(1), pages 236-249.
    29. Shakeeb Khan & Fu Ouyang & Elie Tamer, 2019. "Inference on Semiparametric Multinomial Response Models," Boston College Working Papers in Economics 980, Boston College Department of Economics.
    30. Juan Rodriguez-Poo & Alexandra Soberón, 2015. "Differencing techniques in semi-parametric panel data varying coefficient models with fixed effects: a Monte Carlo study," Computational Statistics, Springer, vol. 30(3), pages 885-906, September.
    31. Louise Laage, 2020. "A Correlated Random Coefficient Panel Model with Time-Varying Endogeneity," Papers 2003.09367, arXiv.org, revised Nov 2022.
    32. Iv'an Fern'andez-Val & Hugo Freeman & Martin Weidner, 2020. "Low-Rank Approximations of Nonseparable Panel Models," Papers 2010.12439, arXiv.org, revised Mar 2021.
    33. Takuya Ishihara, 2020. "Panel Data Quantile Regression for Treatment Effect Models," Papers 2001.04324, arXiv.org, revised Nov 2021.
    34. Liangjun Su & Stefan Hoderlein & Halbert White, 2013. "Testing Monotonicity in Unobservables with Panel Data," Boston College Working Papers in Economics 892, Boston College Department of Economics, revised 01 Feb 2016.
    35. Linton, O. & Shiu, J-L., 2019. "Semiparametric Nonlinear Panel Data Models with Measurement Error," Cambridge Working Papers in Economics 1906, Faculty of Economics, University of Cambridge.
    36. Lu, Xun & White, Habert, 2015. "Testing For Treatment Dependence Of Effects Of A Continuous Treatment," Econometric Theory, Cambridge University Press, vol. 31(5), pages 1016-1053, October.
    37. Evgeniy M. Ozhegov & Daria Teterina, 2018. "The Ensemble Method For Censored Demand Prediction," HSE Working papers WP BRP 200/EC/2018, National Research University Higher School of Economics.
    38. Longhi, Christian & Musolesi, Antonio & Baumont, Catherine, 2014. "Modeling structural change in the European metropolitan areas during the process of economic integration," Economic Modelling, Elsevier, vol. 37(C), pages 395-407.
    39. Victor Chernozhukov & Ivan Fernandez-Val & Whitney K. Newey, 2017. "Nonseparable multinomial choice models in cross-section and panel data," CeMMAP working papers 33/17, Institute for Fiscal Studies.
    40. Tomasz Czekaj & Arne Henningsen, 2013. "Panel Data Specifications in Nonparametric Kernel Regression: An Application to Production Functions," IFRO Working Paper 2013/5, University of Copenhagen, Department of Food and Resource Economics.
    41. Yuya Sasaki & Takuya Ura, 2021. "Slow Movers in Panel Data," Papers 2110.12041, arXiv.org.
    42. Sarojini Hirshleifer & Dalia Ghanem & Karen Ortiz-Becerra, 2019. "Testing for Attrition Bias in Field Experiments," Working Papers 201919, University of California at Riverside, Department of Economics, revised Aug 2019.
    43. Sadikoglu, Serhan, 2019. "Essays in econometric theory," Other publications TiSEM 99d83644-f9dc-49e3-a4e1-5, Tilburg University, School of Economics and Management.
    44. Amaresh K Tiwari, 2021. "A Control Function Approach to Estimate Panel Data Binary Response Model," Papers 2102.12927, arXiv.org, revised Sep 2021.
    45. Cristian Bartolucci & Mathis Wagner & Claudia Villosio, 2013. "Who Migrates and Why?," Carlo Alberto Notebooks 333, Collegio Carlo Alberto.
    46. Irene Botosaru & Chris Muris & Krishna Pendakur, 2020. "Intertemporal Collective Household Models: Identification in Short Panels with Unobserved Heterogeneity in Resource Shares," Department of Economics Working Papers 2020-09, McMaster University.
    47. Sylvie Charlot & Riccardo Crescenzi & Antonio Musolesi, 2014. "Augmented and Unconstrained: revisiting the Regional Knowledge Production Function," SEEDS Working Papers 2414, SEEDS, Sustainability Environmental Economics and Dynamics Studies, revised Aug 2014.
    48. Cizek, Pavel & Sadikoglu, Serhan, 2022. "Nonseparable Panel Models with Index Structure and Correlated Random Effects," Discussion Paper 2022-009, Tilburg University, Center for Economic Research.
    49. Mugnier, Martin & Wang, Ao, 2022. "Identification and (Fast) Estimation of Large Nonlinear Panel Models with Two-Way Fixed Effects," The Warwick Economics Research Paper Series (TWERPS) 1422, University of Warwick, Department of Economics.
    50. Shakeeb Khan & Fu Ouyang & Elie Tamer, 2021. "Inference on semiparametric multinomial response models," Quantitative Economics, Econometric Society, vol. 12(3), pages 743-777, July.
    51. Crane-Droesch, Andrew, 2017. "Semiparametric Panel Data Using Neural Networks," 2017 Annual Meeting, July 30-August 1, Chicago, Illinois 258128, Agricultural and Applied Economics Association.
    52. Longhi, C. & Musolesi, A. & Baumont, C., 2013. "Modeling the industrial dynamics of the European metropolitan areas during the process of economic integration: a semiparametric approach," Working Papers 2013-10, Grenoble Applied Economics Laboratory (GAEL).
    53. Irene Botosaru & Chris Muris, 2022. "Identification of time-varying counterfactual parameters in nonlinear panel models," Papers 2212.09193, arXiv.org, revised Nov 2023.
    54. Hugo Freeman, 2022. "Multidimensional Interactive Fixed-Effects," Papers 2209.11691, arXiv.org, revised Mar 2023.
    55. Hubner, Stefan, 2023. "Identification of unobserved distribution factors and preferences in the collective household model," Journal of Econometrics, Elsevier, vol. 234(1), pages 301-326.

  26. Hoderlein, Stefan & Winter, Joachim, 2009. "Structural Measurement Errors in Nonseparable Models," Discussion Papers in Economics 9192, University of Munich, Department of Economics.

    Cited by:

    1. Hoderlein, Stefan & Winter, Joachim, 2010. "Structural measurement errors in nonseparable models," Munich Reprints in Economics 19445, University of Munich, Department of Economics.
    2. Schennach, Susanne & White, Halbert & Chalak, Karim, 2012. "Local indirect least squares and average marginal effects in nonseparable structural systems," Journal of Econometrics, Elsevier, vol. 166(2), pages 282-302.
    3. Stefan Hoderlein & Bettina Siflinger & Joachim Winter, 2015. "Identification of structural models in the presence of measurement error due to rounding in survey responses," Boston College Working Papers in Economics 869, Boston College Department of Economics.
    4. Susanne M. Schennach, 2012. "Measurement error in nonlinear models - a review," CeMMAP working papers 41/12, Institute for Fiscal Studies.
    5. Battistin, Erich & De Nadai, Michele & Krishnan, Nandini, 2020. "The Insights and Illusions of Consumption Measurements," IZA Discussion Papers 13222, Institute of Labor Economics (IZA).
    6. Paul Ruud & Daniel Schunk & Joachim Winter, 2014. "Uncertainty causes rounding: an experimental study," Experimental Economics, Springer;Economic Science Association, vol. 17(3), pages 391-413, September.
    7. Christoph Breunig & Stephan Martin, 2020. "Nonclassical Measurement Error in the Outcome Variable," Papers 2009.12665, arXiv.org, revised May 2021.
    8. Battistin, Erich & De Nadai, Michele & Krishnan, Nandini, 2023. "The insights and illusions of consumption measurements," Journal of Development Economics, Elsevier, vol. 161(C).
    9. von Gaudecker, Hans-Martin & Drerup, Tilman & Enke, Benjamin, 2015. "Measurement Error in Subjective Expectations and the Empirical Content of Economic Models," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 112871, Verein für Socialpolitik / German Economic Association.
    10. Thomas F. Crossley & Joachim K. Winter, 2013. "Asking Households About Expenditures: What Have We Learned?," NBER Working Papers 19543, National Bureau of Economic Research, Inc.
    11. Sriya Iyer & Chander Velu & Melvyn Weeks, 2014. "Divine Competition: Religious Organisations and Service Provision in India," Cambridge Working Papers in Economics 1409, Faculty of Economics, University of Cambridge.
    12. Thomas Crossley & Peter Levell & Stavros Poupakis, 2020. "Regression with an imputed dependent variable," IFS Working Papers W20/25, Institute for Fiscal Studies.
    13. Ian B. Page & Erik Lichtenberg & Monica Saavoss, 2020. "Estimating Willingness to Pay from Count Data When Survey Responses are Rounded," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 75(3), pages 657-675, March.
    14. Drerup, Tilman & Enke, Benjamin & von Gaudecker, Hans-Martin, 2017. "The precision of subjective data and the explanatory power of economic models," Journal of Econometrics, Elsevier, vol. 200(2), pages 378-389.

  27. Stefan Hoderlein & Hajo Holzmann, 2008. "Demand Analysis as an Ill-Posed Inverse Problem with Semiparametric Specification," Boston College Working Papers in Economics 752, Boston College Department of Economics.

    Cited by:

    1. Yevgeniy Kovchegov & Nese Yildiz, 2014. "Orthogonal Polynomials for Seminonparametric Instrumental Variables Model," Papers 1409.1620, arXiv.org.
    2. Joel L. Horowitz, 2013. "Ill-posed inverse problems in economics," CeMMAP working papers CWP37/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    3. Centorrino Samuele & Feve Frederique & Florens Jean-Pierre, 2017. "Additive Nonparametric Instrumental Regressions: A Guide to Implementation," Journal of Econometric Methods, De Gruyter, vol. 6(1), pages 1-25, January.
    4. Gagliardini, Patrick & Scaillet, Olivier, 2012. "Tikhonov regularization for nonparametric instrumental variable estimators," Journal of Econometrics, Elsevier, vol. 167(1), pages 61-75.
    5. Cohen, Michael & Shaw, Philip & Chen, Tao, 2008. "Nonparametric Instrumental Variable Estimation in Practice," Research Reports 149936, University of Connecticut, Food Marketing Policy Center.
    6. Joel L. Horowitz, 2013. "Ill-posed inverse problems in economics," CeMMAP working papers 37/13, Institute for Fiscal Studies.

  28. Stefan Hoderlein & Arthur Lewbel, 2007. "Regressor Dimension Reduction with Economic Constraints: The Example of Demand Systems with Many Goods," Boston College Working Papers in Economics 668, Boston College Department of Economics, revised 23 Feb 2011.

    Cited by:

    1. Victor Chernozhukov & Jerry A. Hausman & Whitney K. Newey, 2019. "Demand Analysis with Many Prices," NBER Working Papers 26424, National Bureau of Economic Research, Inc.

  29. Christoph Breunig & Stefan Hoderlein, "undated". "Specification Testing in Random Coefficient Models," SFB 649 Discussion Papers SFB649DP2015-053, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.

    Cited by:

    1. Gao, Z. & Pesaran, M. H., 2022. "Identification and Estimation of Categorical Random Coeficient Models," Cambridge Working Papers in Economics 2228, Faculty of Economics, University of Cambridge.
    2. Christophe Gaillac & Eric Gautier, 2021. "Adaptive estimation in the linear random coefficients model when regressors have limited variation," Post-Print hal-03374805, HAL.
    3. Breunig, Christoph, 2021. "Varying random coefficient models," Journal of Econometrics, Elsevier, vol. 221(2), pages 381-408.

Articles

  1. Escanciano, Juan Carlos & Hoderlein, Stefan & Lewbel, Arthur & Linton, Oliver & Srisuma, Sorawoot, 2021. "Nonparametric Euler Equation Identification And Estimation," Econometric Theory, Cambridge University Press, vol. 37(5), pages 851-891, October.
    See citations under working paper version above.
  2. Christoph Breunig & Stefan Hoderlein, 2018. "Specification testing in random coefficient models," Quantitative Economics, Econometric Society, vol. 9(3), pages 1371-1417, November.
    See citations under working paper version above.
  3. Stefan Hoderlein & Anne Vanhems, 2018. "Estimating the distribution of welfare effects using quantiles," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(1), pages 52-72, January.
    See citations under working paper version above.
  4. Dunker, Fabian & Hoderlein, Stefan & Kaido, Hiroaki & Sherman, Robert, 2018. "Nonparametric identification of the distribution of random coefficients in binary response static games of complete information," Journal of Econometrics, Elsevier, vol. 206(1), pages 83-102.

    Cited by:

    1. Fabian Dunker & Stefan Hoderlein & Hiroaki Kaido, 2022. "Nonparametric Identification of Random Coefficients in Endogenous and Heterogeneous Aggregate Demand Models," Papers 2201.06140, arXiv.org.
    2. Fabian Dunker & Stefan Hoderlein & Hiroaki Kaido, 2023. "Nonparametric identification of random coefficients in aggregate demand models for differentiated products," The Econometrics Journal, Royal Economic Society, vol. 26(2), pages 279-306.
    3. Roy Allen & John Rehbeck, 2020. "Identification of Random Coefficient Latent Utility Models," Papers 2003.00276, arXiv.org.

  5. Stefan Hoderlein & Hajo Holzmann & Maximilian Kasy & Alexander Meister, 2017. "Corrigendum: Instrumental Variables with Unrestricted Heterogeneity and Continuous Treatment," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 84(2), pages 964-968.

    Cited by:

    1. Gunsilius, Florian F., 2023. "A condition for the identification of multivariate models with binary instruments," Journal of Econometrics, Elsevier, vol. 235(1), pages 220-238.
    2. Nir Billfeld & Moshe Kim, 2024. "Context-dependent Causality (the Non-Nonotonic Case)," Papers 2404.05021, arXiv.org.

  6. Hoderlein, Stefan & Nesheim, Lars & Simoni, Anna, 2017. "Semiparametric Estimation Of Random Coefficients In Structural Economic Models," Econometric Theory, Cambridge University Press, vol. 33(6), pages 1265-1305, December.
    See citations under working paper version above.
  7. Hoderlein, Stefan & Holzmann, Hajo & Meister, Alexander, 2017. "The triangular model with random coefficients," Journal of Econometrics, Elsevier, vol. 201(1), pages 144-169.
    See citations under working paper version above.
  8. Dette, Holger & Hoderlein, Stefan & Neumeyer, Natalie, 2016. "Testing multivariate economic restrictions using quantiles: The example of Slutsky negative semidefiniteness," Journal of Econometrics, Elsevier, vol. 191(1), pages 129-144.
    See citations under working paper version above.
  9. Hoderlein, Stefan & Su, Liangjun & White, Halbert & Yang, Thomas Tao, 2016. "Testing for monotonicity in unobservables under unconfoundedness," Journal of Econometrics, Elsevier, vol. 193(1), pages 183-202.
    See citations under working paper version above.
  10. Chernozhukov, Victor & Fernández-Val, Iván & Hoderlein, Stefan & Holzmann, Hajo & Newey, Whitney, 2015. "Nonparametric identification in panels using quantiles," Journal of Econometrics, Elsevier, vol. 188(2), pages 378-392.
    See citations under working paper version above.
  11. Hoderlein, Stefan & Sherman, Robert, 2015. "Identification and estimation in a correlated random coefficients binary response model," Journal of Econometrics, Elsevier, vol. 188(1), pages 135-149.
    See citations under working paper version above.
  12. Stefan Hoderlein & Jörg Stoye, 2015. "Testing stochastic rationality and predicting stochastic demand: the case of two goods," Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), vol. 3(2), pages 313-328, October.

    Cited by:

    1. Sam Cosaert & Thomas Demuynck, 2018. "Nonparametric welfare and demand analysis with unobserved individual heterogeneity," ULB Institutional Repository 2013/251988, ULB -- Universite Libre de Bruxelles.
    2. Stoye, Jörg & Kitamura, Yuichi, 2013. "Nonparametric Analysis of Random Utility Models: Testing," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79753, Verein für Socialpolitik / German Economic Association.
    3. Changkuk Im & John Rehbeck, 2021. "Non-rationalizable Individuals, Stochastic Rationalizability, and Sampling," Papers 2102.03436, arXiv.org, revised Oct 2021.
    4. Jorg Stoye & Yuichi Kitamura, 2017. "Nonparametric analysis of random utility models," CeMMAP working papers 56/17, Institute for Fiscal Studies.
    5. Richard Blundell & Dennis Kristensen & Rosa Matzkin, 2017. "Individual counterfactuals with multidimensional unobserved heterogeneity," CeMMAP working papers 60/17, Institute for Fiscal Studies.
    6. Im, Changkuk & Rehbeck, John, 2022. "Non-rationalizable individuals and stochastic rationalizability," Economics Letters, Elsevier, vol. 219(C).
    7. Roy Allen & John Rehbeck, 2020. "Counterfactual and Welfare Analysis with an Approximate Model," Papers 2009.03379, arXiv.org.
    8. Adams-Prassl, Abigail, 2019. "Mutually Consistent Revealed Preference Demand Predictions," CEPR Discussion Papers 13580, C.E.P.R. Discussion Papers.
    9. Stoye, Jörg, 2019. "Revealed Stochastic Preference: A one-paragraph proof and generalization," Economics Letters, Elsevier, vol. 177(C), pages 66-68.
    10. Ian Crawford & Matthew Polisson, 2015. "Demand analysis with partially observed prices," IFS Working Papers W15/16, Institute for Fiscal Studies.
    11. Timothy Christensen & Hyungsik Roger Moon & Frank Schorfheide, 2022. "Optimal Decision Rules when Payoffs are Partially Identified," Papers 2204.11748, arXiv.org, revised May 2023.
    12. Charles F. Manski, 2014. "Identification of income–leisure preferences and evaluation of income tax policy," Quantitative Economics, Econometric Society, vol. 5, pages 145-174, March.
    13. Maes, Sebastiaan & Malhotra, Raghav, 2024. "Beyond the Mean : Testing Consumer Rationality through Higher Moments of Demand," CRETA Online Discussion Paper Series 85, Centre for Research in Economic Theory and its Applications CRETA.
    14. Sebastiaan Maes & Raghav Malhotra, 2023. "Robust Hicksian Welfare Analysis under Individual Heterogeneity," Papers 2303.01231, arXiv.org, revised Nov 2023.
    15. Yuichi Kitamura & Jorg Stoye, 2019. "Nonparametric Counterfactuals in Random Utility Models," Papers 1902.08350, arXiv.org, revised May 2019.
    16. Daniele Caliari & Henrik Petri, 2024. "Irrational Random Utility Models," Papers 2403.10208, arXiv.org.
    17. Allen, Roy & Dziewulski, Paweł & Rehbeck, John, 2022. "Making sense of monkey business: Re-examining tests of animal rationality," Journal of Economic Behavior & Organization, Elsevier, vol. 196(C), pages 220-228.
    18. Hubner, Stefan, 2023. "Identification of unobserved distribution factors and preferences in the collective household model," Journal of Econometrics, Elsevier, vol. 234(1), pages 301-326.

  13. Stefan Hoderlein & Jörg Stoye, 2014. "Revealed Preferences in a Heterogeneous Population," The Review of Economics and Statistics, MIT Press, vol. 96(2), pages 197-213, May.
    See citations under working paper version above.
  14. Hoderlein, Stefan & Lewbel, Arthur, 2012. "Regressor Dimension Reduction With Economic Constraints: The Example Of Demand Systems With Many Goods," Econometric Theory, Cambridge University Press, vol. 28(5), pages 1087-1120, October.
    See citations under working paper version above.
  15. Hoderlein, Stefan & White, Halbert, 2012. "Nonparametric identification in nonseparable panel data models with generalized fixed effects," Journal of Econometrics, Elsevier, vol. 168(2), pages 300-314.
    See citations under working paper version above.
  16. Hoderlein, Stefan, 2011. "How many consumers are rational?," Journal of Econometrics, Elsevier, vol. 164(2), pages 294-309, October.
    See citations under working paper version above.
  17. Hoderlein, Stefan & Holzmann, Hajo, 2011. "Demand Analysis As An Ill-Posed Inverse Problem With Semiparametric Specification," Econometric Theory, Cambridge University Press, vol. 27(3), pages 609-638, June.
    See citations under working paper version above.
  18. Stefan Hoderlein & Enno Mammen & Kyusang Yu, 2011. "Non‐parametric models in binary choice fixed effects panel data," Econometrics Journal, Royal Economic Society, vol. 14(3), pages 351-367, October.

    Cited by:

    1. Setareh Ranjbar & Stefan Sperlich, 2020. "A Note on Empirical Studies of Life-Satisfaction: Unhappy with Semiparametrics?," Journal of Happiness Studies, Springer, vol. 21(6), pages 2193-2212, August.
    2. Boneva, Lena & Linton, Oliver & Vogt, Michael, 2015. "A semiparametric model for heterogeneous panel data with fixed effects," Journal of Econometrics, Elsevier, vol. 188(2), pages 327-345.
    3. Enno Mammen & Byeong U. Park & Melanie Schienle, 2012. "Additive Models: Extensions and Related Models," SFB 649 Discussion Papers SFB649DP2012-045, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
    4. Matteo Richiardi & Ambra Poggi, 2012. "Imputing Individual Effects in Dynamic Microsimulation Models. An application of the Rank Method," Carlo Alberto Notebooks 267, Collegio Carlo Alberto.
    5. Lena Boneva (Körber) & Oliver Linton & Michael Vogt, 2013. "A semiparametric model for heterogeneous panel data with fixed effects," CeMMAP working papers 02/13, Institute for Fiscal Studies.
    6. Ambra Poggi & Matteo Richiardi, 2012. "Accounting for Unobserved Heterogeneity in Discrete-time, Discrete-choice Dynamic Microsimulation Models. An application to Labor Supply and Household Formation in Italy," LABORatorio R. Revelli Working Papers Series 117, LABORatorio R. Revelli, Centre for Employment Studies.
    7. Matteo Richiardi & Ambra Poggi, 2014. "Imputing Individual Effects in Dynamic Microsimulation Models. An application to household formation and labour market participation in Italy," International Journal of Microsimulation, International Microsimulation Association, vol. 7(2), pages 3-39.
    8. Kézdi, Gábor & Mátyás, László & Balázsi, László & Divényi, János Károly, 2014. "A közgazdasági adatforradalom és a panelökonometria [The revolution in economic data and panel econometrics]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(11), pages 1319-1340.
    9. Lee, Jungyoon & Robinson, Peter M., 2015. "Panel nonparametric regression with fixed effects," Journal of Econometrics, Elsevier, vol. 188(2), pages 346-362.

  19. Hoderlein, Stefan & Winter, Joachim, 2010. "Structural measurement errors in nonseparable models," Journal of Econometrics, Elsevier, vol. 157(2), pages 432-440, August.
    See citations under working paper version above.
  20. Hoderlein, Stefan & Klemelä, Jussi & Mammen, Enno, 2010. "Analyzing The Random Coefficient Model Nonparametrically," Econometric Theory, Cambridge University Press, vol. 26(3), pages 804-837, June.

    Cited by:

    1. Breitung, Jörg & Salish, Nazarii, 2021. "Estimation of heterogeneous panels with systematic slope variations," Journal of Econometrics, Elsevier, vol. 220(2), pages 399-415.
    2. Bissantz, Nicolai & Holzmann, Hajo & Proksch, Katharina, 2014. "Confidence regions for images observed under the Radon transform," Journal of Multivariate Analysis, Elsevier, vol. 128(C), pages 86-107.
    3. Eric Gautier & Stefan Soderlein, 2011. "Estimating the Distribution of Treatment Effects," Working Papers 2011-25, Center for Research in Economics and Statistics.
    4. Fabian Dunker & Stefan Hoderlein & Hiroaki Kaido, 2022. "Nonparametric Identification of Random Coefficients in Endogenous and Heterogeneous Aggregate Demand Models," Papers 2201.06140, arXiv.org.
    5. Stefan Hoderlein & Lars Nesheim & Anna Simoni, 2012. "Semiparametric estimation of random coefficients in structural economic models," CeMMAP working papers CWP09/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    6. Dunker, Fabian & Hoderlein, Stefan & Kaido, Hiroaki, 2014. "Nonparametric Identification of Endogenous and Heterogeneous Aggregate Demand Models: Complements, Bundles and the Market Level," Economics Series 307, Institute for Advanced Studies.
    7. Christoph Breunig, 2018. "Varying Random Coefficient Models," Papers 1804.03110, arXiv.org, revised Aug 2020.
    8. Joel L. Horowitz, 2013. "Ill-posed inverse problems in economics," CeMMAP working papers CWP37/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    9. Stefan Hoderlein & Hajo Holzmann & Alexander Meister, 2015. "The triangular model with random coefficients," CeMMAP working papers CWP33/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    10. Chalak, Karim, 2019. "A note on the robustness of quantile treatment effect estimands," Economics Letters, Elsevier, vol. 185(C).
    11. Fabian Dunker & Konstantin Eckle & Katharina Proksch & Johannes Schmidt-Hieber, 2017. "Tests for qualitative features in the random coefficients model," Courant Research Centre: Poverty, Equity and Growth - Discussion Papers 225, Courant Research Centre PEG.
    12. Arthur Lewbel & Krishna Pendakur, 2017. "Unobserved Preference Heterogeneity in Demand Using Generalized Random Coefficients," Journal of Political Economy, University of Chicago Press, vol. 125(4), pages 1100-1148.
    13. Giovanni Compiani & Yuichi Kitamura, 2016. "Using mixtures in econometric models: a brief review and some new results," Econometrics Journal, Royal Economic Society, vol. 19(3), pages 95-127, October.
    14. Gao, Z. & Pesaran, M. H., 2022. "Identification and Estimation of Categorical Random Coeficient Models," Cambridge Working Papers in Economics 2228, Faculty of Economics, University of Cambridge.
    15. Hoderlein, Stefan, 2011. "How many consumers are rational?," Journal of Econometrics, Elsevier, vol. 164(2), pages 294-309, October.
    16. Manuel Arellano & Stéphane Bonhomme, 2009. "Identifying Distributional Characteristics in Random Coefficients Panel Data Models," Working Papers wp2009_0904, CEMFI.
    17. Boneva, Lena & Linton, Oliver & Vogt, Michael, 2015. "A semiparametric model for heterogeneous panel data with fixed effects," Journal of Econometrics, Elsevier, vol. 188(2), pages 327-345.
    18. Stefan Hoderlein & Jörg Stoye, 2015. "Testing stochastic rationality and predicting stochastic demand: the case of two goods," Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), vol. 3(2), pages 313-328, October.
    19. Joel L. Horowitz, 2013. "Ill-posed inverse problems in economics," CeMMAP working papers 37/13, Institute for Fiscal Studies.
    20. Gao, Yichen & Li, Cong & Liang, Zhongwen, 2015. "Binary response correlated random coefficient panel data models," Journal of Econometrics, Elsevier, vol. 188(2), pages 421-434.
    21. Fabian Dunker & Stefan Hoderlein & Hiroaki Kaido, 2013. "Random coefficients in static games of complete information," CeMMAP working papers CWP12/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    22. Olatunji Abdul Shobande, 2021. "Decomposing the Persistent and Transitory Effect of Information and Communication Technology on Environmental Impacts Assessment in Africa: Evidence from Mundlak Specification," Sustainability, MDPI, vol. 13(9), pages 1-12, April.
    23. Krishna Pendakur, 2018. "Welfare analysis when people are different," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 51(2), pages 321-360, May.
    24. Christophe Gaillac & Eric Gautier, 2021. "Adaptive estimation in the linear random coefficients model when regressors have limited variation," Post-Print hal-03374805, HAL.
    25. Gimenes, Nathalie & Guerre, Emmanuel, 2022. "Quantile regression methods for first-price auctions," Journal of Econometrics, Elsevier, vol. 226(2), pages 224-247.
    26. Lena Boneva (Körber) & Oliver Linton & Michael Vogt, 2013. "A semiparametric model for heterogeneous panel data with fixed effects," CeMMAP working papers 02/13, Institute for Fiscal Studies.
    27. Gautier, Eric & Hoderlein, Stefan, 2011. "A triangular treatment effect model with random coefficients in the selection equation," TSE Working Papers 15-598, Toulouse School of Economics (TSE), revised 25 Aug 2015.
    28. Jeremy T. Fox & Amit Gandhi, 2011. "Identifying Demand with Multidimensional Unobservables: A Random Functions Approach," NBER Working Papers 17557, National Bureau of Economic Research, Inc.
    29. Gautier, Eric & Le Pennec, Erwan, 2016. "Adaptive estimation in the nonparametric random coefficients binary choice model by needlet thresholding," TSE Working Papers 16-713, Toulouse School of Economics (TSE).
    30. Maximilian Kasy, 2014. "Instrumental Variables with Unrestricted Heterogeneity and Continuous Treatment," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 81(4), pages 1614-1636.
    31. Arthur Lewbel, 2012. "An Overview of the Special Regressor Method," Boston College Working Papers in Economics 810, Boston College Department of Economics.
    32. Zheqi Wang & Dehui Wang & Jianhua Cheng, 2023. "A new autoregressive process driven by explanatory variables and past observations: an application to PM 2.5," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 32(2), pages 619-658, June.
    33. Breunig, Christoph, 2021. "Varying random coefficient models," Journal of Econometrics, Elsevier, vol. 221(2), pages 381-408.
    34. Wang, Ao, 2023. "Sieve BLP: A semi-nonparametric model of demand for differentiated products," Journal of Econometrics, Elsevier, vol. 235(2), pages 325-351.
    35. Jayeeta Bhattacharya, 2020. "Quantile regression with generated dependent variable and covariates," Papers 2012.13614, arXiv.org.
    36. Ben-Moshe, Dan, 2018. "Identification Of Joint Distributions In Dependent Factor Models," Econometric Theory, Cambridge University Press, vol. 34(1), pages 134-165, February.
    37. Escanciano, Juan Carlos, 2023. "Irregular identification of structural models with nonparametric unobserved heterogeneity," Journal of Econometrics, Elsevier, vol. 234(1), pages 106-127.
    38. Dunker, Fabian & Hoderlein, Stefan & Kaido, Hiroaki & Sherman, Robert, 2018. "Nonparametric identification of the distribution of random coefficients in binary response static games of complete information," Journal of Econometrics, Elsevier, vol. 206(1), pages 83-102.
    39. Juan Carlos Escanciano, 2020. "Irregular Identification of Structural Models with Nonparametric Unobserved Heterogeneity," Papers 2005.08611, arXiv.org.
    40. Irene Botosaru, 2017. "Identifying Distributions in a Panel Model with Heteroskedasticity: An Application to Earnings Volatility," Discussion Papers dp17-11, Department of Economics, Simon Fraser University.

  21. Haag, Berthold R. & Hoderlein, Stefan & Pendakur, Krishna, 2009. "Testing and imposing Slutsky symmetry in nonparametric demand systems," Journal of Econometrics, Elsevier, vol. 153(1), pages 33-50, November.

    Cited by:

    1. Victor Aguiar & Roberto Serrano, 2015. "Slutsky Matrix Norms and Revealed Preference Tests of Consumer Behaviour," Working Papers 2015-1, Brown University, Department of Economics.
    2. Pendakur, Krishna & Scholz, Michael & Sperlich, Stefan, 2010. "Semiparametric indirect utility and consumer demand," Computational Statistics & Data Analysis, Elsevier, vol. 54(11), pages 2763-2775, November.
    3. Joel L. Horowitz, 2013. "Ill-posed inverse problems in economics," CeMMAP working papers CWP37/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    4. Krishna Pendakur & Stefan Sperlich, 2010. "Semiparametric estimation of consumer demand systems in real expenditure," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(3), pages 420-457.
    5. Aguiar, Victor H. & Serrano, Roberto, 2017. "Slutsky matrix norms: The size, classification, and comparative statics of bounded rationality," Journal of Economic Theory, Elsevier, vol. 172(C), pages 163-201.
    6. Dauphin, Anyck & El Lahga, Abdel Rahmen & Fortin, Bernard & Lacroix, Guy, 2008. "Are Children Decision-Makers Within the Household?," IZA Discussion Papers 3728, Institute of Labor Economics (IZA).
    7. André De Palma & Mogens Fosgerau & Julien Monardo, 2021. "The Inverse Product Differentiation Logit Model," THEMA Working Papers 2021-04, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
    8. Hoderlein, Stefan, 2011. "How many consumers are rational?," Journal of Econometrics, Elsevier, vol. 164(2), pages 294-309, October.
    9. Stefan Hoderlein & Jörg Stoye, 2015. "Testing stochastic rationality and predicting stochastic demand: the case of two goods," Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), vol. 3(2), pages 313-328, October.
    10. Joel L. Horowitz, 2013. "Ill-posed inverse problems in economics," CeMMAP working papers 37/13, Institute for Fiscal Studies.
    11. Victor Chernozhukov & Whitney K. Newey & Andres Santos, 2015. "Constrained conditional moment restriction models," CeMMAP working papers CWP59/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    12. Adams-Prassl, Abigail, 2019. "Mutually Consistent Revealed Preference Demand Predictions," CEPR Discussion Papers 13580, C.E.P.R. Discussion Papers.
    13. Dudel, Christian & Garbuszus, Jan Marvin & Schmied, Julian, 2017. "Assessing differences in household needs: A comparison of approaches for the estimation of equivalence scales using German expenditure data," Ruhr Economic Papers 723, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
    14. Blundell, Richard & Kristensen, Dennis & Matzkin, Rosa, 2014. "Bounding quantile demand functions using revealed preference inequalities," Journal of Econometrics, Elsevier, vol. 179(2), pages 112-127.
    15. Ian Crawford & Matthew Polisson, 2015. "Demand analysis with partially observed prices," IFS Working Papers W15/16, Institute for Fiscal Studies.
    16. Holger Dette & Stefan Hoderlein & Natalie Neumeyer, 2013. "Testing Multivariate Economic Restrictions Using Quantiles: The Example of Slutsky Negative Semidefiniteness," Boston College Working Papers in Economics 836, Boston College Department of Economics.
    17. Peter Levell, 2014. "Revealed preference and consumption behaviour at retirement," IFS Working Papers W14/29, Institute for Fiscal Studies.
    18. Hubner, Stefan, 2016. "Topics in nonparametric identification and estimation," Other publications TiSEM 08fce56b-3193-46e0-871b-0, Tilburg University, School of Economics and Management.
    19. Juan Carlos Caro & Shu Wen Ng & Ricardo Bonilla & Jorge Tovar & Barry M Popkin, 2017. "Sugary drinks taxation, projected consumption and fiscal revenues in Colombia: Evidence from a QUAIDS model," PLOS ONE, Public Library of Science, vol. 12(12), pages 1-16, December.
    20. Ou Yang & Peter Sivey & Andrea M. de Silva & Anthony Scott, 2016. "Preschool Children’s Demand for Sugar Sweetened Beverages: Evidence from Stated-Preference Panel Data," Melbourne Institute Working Paper Series wp2016n25, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
    21. Hoderlein, Stefan & Mihaleva, Sonya, 2008. "Increasing the price variation in a repeated cross section," Journal of Econometrics, Elsevier, vol. 147(2), pages 316-325, December.
    22. Fabrizio Balli, 2012. "Are Traditional Equivalence Scales Still Useful? A Review and A Possible Answer," Department of Economics University of Siena 656, Department of Economics, University of Siena.

  22. Stefan Hoderlein & Enno Mammen, 2009. "Identification and estimation of local average derivatives in non-separable models without monotonicity," Econometrics Journal, Royal Economic Society, vol. 12(1), pages 1-25, March.

    Cited by:

    1. Stefan Hoderlein & Yuya Sasaki, 2013. "Outcome Conditioned Treatment Effects," Boston College Working Papers in Economics 840, Boston College Department of Economics.
    2. Belloni, Alexandre & Chernozhukov, Victor & Chetverikov, Denis & Fernández-Val, Iván, 2019. "Conditional quantile processes based on series or many regressors," Journal of Econometrics, Elsevier, vol. 213(1), pages 4-29.
    3. Peter Reinhard Hansen & Zhuo Huang, 2012. "Exponential GARCH Modeling with Realized Measures of Volatility," Economics Working Papers ECO2012/26, European University Institute.
    4. Ghanem, Dalia, 2017. "Testing identifying assumptions in nonseparable panel data models," Journal of Econometrics, Elsevier, vol. 197(2), pages 202-217.
    5. Hoderlein, Stefan & Su, Liangjun & White, Halbert & Yang, Thomas Tao, 2016. "Testing for monotonicity in unobservables under unconfoundedness," Journal of Econometrics, Elsevier, vol. 193(1), pages 183-202.
    6. Kasy, Maximilian, 2022. "Who wins, who loses? Identification of conditional causal effects, and the welfare impact of changing wages," Journal of Econometrics, Elsevier, vol. 226(1), pages 155-170.
    7. Sokbae Lee & Yoon-Jae Whang, 2009. "Nonparametric Tests of Conditional Treatment Effects," Cowles Foundation Discussion Papers 1740, Cowles Foundation for Research in Economics, Yale University.
    8. Chen, Songnian & Wang, Xi, 2018. "Semiparametric estimation of panel data models without monotonicity or separability," Journal of Econometrics, Elsevier, vol. 206(2), pages 515-530.
    9. Nir Billfeld & Moshe Kim, 2024. "Context-dependent Causality (the Non-Nonotonic Case)," Papers 2404.05021, arXiv.org.
    10. Blundell, Richard & Kristensen, Dennis & Matzkin, Rosa, 2014. "Bounding quantile demand functions using revealed preference inequalities," Journal of Econometrics, Elsevier, vol. 179(2), pages 112-127.
    11. Lu, Xun & White, Habert, 2015. "Testing For Treatment Dependence Of Effects Of A Continuous Treatment," Econometric Theory, Cambridge University Press, vol. 31(5), pages 1016-1053, October.
    12. Jiun-Hua Su, 2019. "Counterfactual Inference in Duration Models with Random Censoring," Papers 1902.08502, arXiv.org.
    13. Hubner, Stefan, 2016. "Topics in nonparametric identification and estimation," Other publications TiSEM 08fce56b-3193-46e0-871b-0, Tilburg University, School of Economics and Management.
    14. Lu, Xun & White, Halbert, 2014. "Testing for separability in structural equations," Journal of Econometrics, Elsevier, vol. 182(1), pages 14-26.
    15. Zequn Jin & Lihua Lin & Zhengyu Zhang, 2022. "Identification and Auto-debiased Machine Learning for Outcome Conditioned Average Structural Derivatives," Papers 2211.07903, arXiv.org.
    16. Mammen, Enno & Van Keilegom, Ingrid & Yu, Kyusang, 2013. "Expansion for Moments of Regression Quantiles with Applications to Nonparametric Testing," LIDAM Discussion Papers ISBA 2013027, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    17. Hubner, Stefan, 2023. "Identification of unobserved distribution factors and preferences in the collective household model," Journal of Econometrics, Elsevier, vol. 234(1), pages 301-326.

  23. Hoderlein, Stefan & Mihaleva, Sonya, 2008. "Increasing the price variation in a repeated cross section," Journal of Econometrics, Elsevier, vol. 147(2), pages 316-325, December.

    Cited by:

    1. Jean-paul Chavas & Martina Menon & Federico Perali, 2014. "The Sharing Rule: Where Is It?," Working Papers 27/2014, University of Verona, Department of Economics.
    2. Boonsaeng, Tullaya & Carpio, Carlos E. & Zhen, Chen & Okrent, Abigail M., 2012. "The Effect of Supplemental Nutrition Assistance Program on Food Spending Among Low-Income Households," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington 124839, Agricultural and Applied Economics Association.
    3. Lucia Mangiavacchi & Federico Perali & Luca Piccoli, 2014. "Intrahousehold distribution in migrant-sending families," DEA Working Papers 63, Universitat de les Illes Balears, Departament d'Economía Aplicada.
    4. Martina Menon & Federico Perali & Ranjan Ray & Nicola Tommasi, 2019. "The Tale of the Two Italies: Regional Price Parities Accounting for Differences in the Quality of Services," Working Papers 20/2019, University of Verona, Department of Economics.
    5. Koksal, Aycan & Wohlgenant, Michael, 2013. "Pseudo Panel Data Estimation Technique and Rational Addiction Model: An Analysis of Tobacco, Alcohol and Coffee Demands," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 150457, Agricultural and Applied Economics Association.
    6. Federico Tagliati, 2018. "Welfare effects of an in-kind transfer program: evidence from Mexico," Working Papers 1850, Banco de España.
    7. Thomas Douenne, 2018. "The vertical and horizontal distributive effects of energy taxes," Working Papers 2018.10, FAERE - French Association of Environmental and Resource Economists.
    8. Boonsaeng, Tullaya & Carpio, Carlos E., 2019. "A Comparison of Food Demand Estimation from Homescan and Consumer Expenditure Survey Data," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 44(1), January.
    9. Nikodinoska, Dragana & Schröder, Carsten, 2016. "On the emissions–inequality and emissions–welfare trade-offs in energy taxation: Evidence on the German car fuels tax," Resource and Energy Economics, Elsevier, vol. 44(C), pages 206-233.
    10. Arthur Lewbel & Krishna Pendakur, 2017. "Unobserved Preference Heterogeneity in Demand Using Generalized Random Coefficients," Journal of Political Economy, University of Chicago Press, vol. 125(4), pages 1100-1148.
    11. Tiemen M. Woutersen & John Ham, 2013. "Calculating confidence intervals for continuous and discontinuous functions of parameters," CeMMAP working papers 23/13, Institute for Fiscal Studies.
    12. Jean-Paul Chavas & Martina Menon & Elisa Pagani & Federico Perali, 2017. "Collective Household Welfare and Intra-household Inequality," CHILD Working Papers Series 56 JEL Classification: D1, Centre for Household, Income, Labour and Demographic Economics (CHILD) - CCA.
    13. Echeverría, Lucía, 2020. "Modelos colectivos de consumo y distribución intra-hogar. Teoría y aplicaciones," Nülan. Deposited Documents 3832, Universidad Nacional de Mar del Plata, Facultad de Ciencias Económicas y Sociales, Centro de Documentación.
    14. Hoderlein, Stefan, 2011. "How many consumers are rational?," Journal of Econometrics, Elsevier, vol. 164(2), pages 294-309, October.
    15. Chen Zhen & Mary Muth & Abigail Okrent & Shawn Karns & Derick Brown & Peter Siegel, 2019. "Do differences in reported expenditures between household scanner data and expenditure surveys matter in health policy research?," Health Economics, John Wiley & Sons, Ltd., vol. 28(6), pages 782-800, June.
    16. Lucía Echeverria & Martina Menon & Federico Perali & Miriam Berges, 2019. "Intra-Household Inequality and Child Welfare in Argentina," CEDLAS, Working Papers 0241, CEDLAS, Universidad Nacional de La Plata.
    17. Nikodinoska, Dragana & Schröder, Carsten, 2015. "On the emissions-inequality trade-off in energy taxation: Evidence on the German car fuel tax," Discussion Papers 2015/6, Free University Berlin, School of Business & Economics.
    18. Berges, Miriam & Pace Guerrero, Ignacio & Echeverría, Lucía, 2012. "La utilización de precios implícitos o de pseudo precios implícitos en la estimación de un sistema de demandas QUAIDS para alimentos," Nülan. Deposited Documents 1675, Universidad Nacional de Mar del Plata, Facultad de Ciencias Económicas y Sociales, Centro de Documentación.
    19. Sandoval M, Luis A. & Carpio, Carlos E., 2020. "The nutritional impact of policies: reduced form models versus consumer demand systems," 2020 Annual Meeting, July 26-28, Kansas City, Missouri 304215, Agricultural and Applied Economics Association.
    20. Aycan Koksal & Michael K. Wohlgenant, 2016. "How do smoking bans in restaurants affect restaurant and at-home alcohol consumption?," Empirical Economics, Springer, vol. 50(4), pages 1193-1213, June.
    21. Tauchmann, Harald & Lenz, Silja & Requate, Till & Schmidt, Christoph M., 2013. "Tobacco and alcohol: complements or substitutes?," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 45(1), pages 539-566.
    22. Boonsaeng, Tullaya & Carpio, Carlos E., 2017. "Budget Allocation Patterns of American Household across Income Level in the 21 Century," 2017 Annual Meeting, July 30-August 1, Chicago, Illinois 258245, Agricultural and Applied Economics Association.
    23. Arman Bidarbakht Nia, 2017. "A generalization to QUAIDS," Empirical Economics, Springer, vol. 52(1), pages 393-410, February.
    24. Javier García-Enríquez & Cruz A. Echevarría, 2018. "Demand for culture in Spain and the 2012 VAT rise," Journal of Cultural Economics, Springer;The Association for Cultural Economics International, vol. 42(3), pages 469-506, August.
    25. Martina Menon & Federico Perali & Luca Piccoli, 2018. "Collective consumption: an application to the passive drinking effect," Review of Economics of the Household, Springer, vol. 16(1), pages 143-169, March.
    26. Schulte, Isabella & Heindl, Peter, 2017. "Price and income elasticities of residential energy demand in Germany," Energy Policy, Elsevier, vol. 102(C), pages 512-528.
    27. Carpio, Carlos E. & Boonsaeng, Tullaya & Chen, Zhen & Okrent, Abigail, 2014. "The Effect of Supplemental Nutrition Assistance Program on Food and Nonfood Spending Among Low-Income Households," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota 170650, Agricultural and Applied Economics Association.
    28. Javier García-Enríquez & Cruz A. Echevarría, 2016. "Consistent Estimation of a Censored Demand System and Welfare Analysis: The 2012 VAT Reform in Spain," Journal of Agricultural Economics, Wiley Blackwell, vol. 67(2), pages 324-347, June.
    29. Richard Ochmann & Stefan Bach & Martin Beznoska, 2012. "The Retrospective Evaluation of Elements of the VAT System: The Case of Germany; Research Project on Behalf of the European Commission, TAXUD," DIW Berlin: Politikberatung kompakt, DIW Berlin, German Institute for Economic Research, volume 63, number pbk63, September.
    30. Martina Menon & Federico Perali & Luca Piccoli, 2012. "The Passive Drinking Effect: A Collective Demand Application," Working Papers 05/2012, University of Verona, Department of Economics.
    31. Ji Yong Lee & Yiwei Qian & Geir Wæhler Gustavsen & Rodolfo M. Nayga & Kyrre Rickertsen, 2020. "Effects of consumer cohorts and age on meat expenditures in the United States," Agricultural Economics, International Association of Agricultural Economists, vol. 51(4), pages 505-517, July.
    32. Castellon, Cesar E. & Boonsaeng, Tullaya & Carpio, Carlos E., 2012. "Demand System Estimation in the Absence of Price Data: an Application of Stone-Lewbel Price Indices," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington 124819, Agricultural and Applied Economics Association.
    33. Cherif, Olfa & Ayadi, Mohamed, 2010. "Latent separability and price variation in the estimation of demand System," MPRA Paper 36491, University Library of Munich, Germany.
    34. Sebastiaan Maes & Raghav Malhotra, 2023. "Robust Hicksian Welfare Analysis under Individual Heterogeneity," Papers 2303.01231, arXiv.org, revised Nov 2023.
    35. Preety Srivastava & Ou Yang & Xueyan Zhao, 2022. "Equal Tax for Equal Alcohol? Beverage Types and Antisocial and Unlawful Behaviours," The Economic Record, The Economic Society of Australia, vol. 98(323), pages 354-372, December.
    36. Pablo Gálvez & Petr Mariel & David Hoyos, 2016. "Análisis de la demanda residencial de los servicios básicos en España usando un modelo QUAIDS censurado," Estudios de Economia, University of Chile, Department of Economics, vol. 43(1 Year 20), pages 5-28, June.
    37. Ou Yang & Peter Sivey & Andrea M. de Silva & Anthony Scott, 2016. "Preschool Children’s Demand for Sugar Sweetened Beverages: Evidence from Stated-Preference Panel Data," Melbourne Institute Working Paper Series wp2016n25, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
    38. Keith R. McLaren & Ou Yang, 2014. "A Class of Demand Systems Satisfying Global Regularity and Having Complete Rank Flexibility," Monash Econometrics and Business Statistics Working Papers 6/14, Monash University, Department of Econometrics and Business Statistics.

  24. Stefan Hoderlein & Enno Mammen, 2007. "Identification of Marginal Effects in Nonseparable Models Without Monotonicity," Econometrica, Econometric Society, vol. 75(5), pages 1513-1518, September.

    Cited by:

    1. Osmani, Ahmad Reshad, 2020. "Conditional Cash Incentive and Use of Health Care Services: New Evidence from a Household Experiment," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, issue forthcomi.
    2. Stefan Hoderlein & Yuya Sasaki, 2013. "Outcome Conditioned Treatment Effects," Boston College Working Papers in Economics 840, Boston College Department of Economics.
    3. Karim Chalak & Halbert White, 2011. "Viewpoint: An extended class of instrumental variables for the estimation of causal effects," Canadian Journal of Economics, Canadian Economics Association, vol. 44(1), pages 1-51, February.
    4. Yingyao Hu & Susanne M. Schennach, 2008. "Instrumental Variable Treatment of Nonclassical Measurement Error Models," Econometrica, Econometric Society, vol. 76(1), pages 195-216, January.
    5. Schennach, Susanne & White, Halbert & Chalak, Karim, 2012. "Local indirect least squares and average marginal effects in nonseparable structural systems," Journal of Econometrics, Elsevier, vol. 166(2), pages 282-302.
    6. Sasaki, Yuya, 2015. "What Do Quantile Regressions Identify For General Structural Functions?," Econometric Theory, Cambridge University Press, vol. 31(5), pages 1102-1116, October.
    7. Stefan Hoderlein & Bettina Siflinger & Joachim Winter, 2015. "Identification of structural models in the presence of measurement error due to rounding in survey responses," Boston College Working Papers in Economics 869, Boston College Department of Economics.
    8. Song, Suyong, 2015. "Semiparametric estimation of models with conditional moment restrictions in the presence of nonclassical measurement errors," Journal of Econometrics, Elsevier, vol. 185(1), pages 95-109.
    9. Sokbae (Simon) Lee & Bernard Salanie, 2015. "Identifying effects of multivalued treatments," CeMMAP working papers 72/15, Institute for Fiscal Studies.
    10. Victor Chernozhukov & Ivan Fernandez-Val & Stefan Hoderlein & Hajo Holzmann & Whitney K. Newey, 2013. "Nonparametric identification in panels using quantiles," CeMMAP working papers 66/13, Institute for Fiscal Studies.
    11. Christoph Rothe, 2012. "Partial Distributional Policy Effects," Econometrica, Econometric Society, vol. 80(5), pages 2269-2301, September.
    12. Stefan Hoderlein & Hajo Holzmann & Alexander Meister, 2015. "The triangular model with random coefficients," CeMMAP working papers CWP33/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    13. Chalak, Karim, 2019. "A note on the robustness of quantile treatment effect estimands," Economics Letters, Elsevier, vol. 185(C).
    14. Xavier D'Haultfoeuille & Stefan Hoderlein & Yuya Sasaki, 2013. "Nonlinear Difference-in-Differences in Repeated Cross Sections with Continuous Treatments," Boston College Working Papers in Economics 839, Boston College Department of Economics.
    15. De Nadai, Michele & Lewbel, Arthur, 2016. "Nonparametric errors in variables models with measurement errors on both sides of the equation," Journal of Econometrics, Elsevier, vol. 191(1), pages 19-32.
    16. Arthur Lewbel & Krishna Pendakur, 2017. "Unobserved Preference Heterogeneity in Demand Using Generalized Random Coefficients," Journal of Political Economy, University of Chicago Press, vol. 125(4), pages 1100-1148.
    17. Hoderlein, Stefan & Su, Liangjun & White, Halbert & Yang, Thomas Tao, 2016. "Testing for monotonicity in unobservables under unconfoundedness," Journal of Econometrics, Elsevier, vol. 193(1), pages 183-202.
    18. Hoderlein, Stefan & White, Halbert, 2012. "Nonparametric identification in nonseparable panel data models with generalized fixed effects," Journal of Econometrics, Elsevier, vol. 168(2), pages 300-314.
    19. Halbert White & Karim Chalak, 2010. "Testing a Conditional Form of Exogeneity," Boston College Working Papers in Economics 733, Boston College Department of Economics.
    20. Kasy, Maximilian, 2022. "Who wins, who loses? Identification of conditional causal effects, and the welfare impact of changing wages," Journal of Econometrics, Elsevier, vol. 226(1), pages 155-170.
    21. Taylor, Luke & Otsu, Taisuke, 2016. "Estimation of nonseparable models with censored dependent variables and endogenous regressors," LSE Research Online Documents on Economics 68678, London School of Economics and Political Science, LSE Library.
    22. Karim Chalak & Halbert White, 2007. "An Extended Class of Instrumental Variables for the Estimation of Causal Effects," Boston College Working Papers in Economics 692, Boston College Department of Economics, revised 30 Nov 2009.
    23. Su, Liangjun & Ura, Takuya & Zhang, Yichong, 2019. "Non-separable models with high-dimensional data," Journal of Econometrics, Elsevier, vol. 212(2), pages 646-677.
    24. Stefan Hoderlein & Hajo Holzmann & Alexander Meister, 2015. "The triangular model with random coefficients," CeMMAP working papers 33/15, Institute for Fiscal Studies.
    25. Hu, Yingyao & Schennach, Susanne & Shiu, Ji-Liang, 2022. "Identification of nonparametric monotonic regression models with continuous nonclassical measurement errors," Journal of Econometrics, Elsevier, vol. 226(2), pages 269-294.
    26. Nir Billfeld & Moshe Kim, 2024. "Context-dependent Causality (the Non-Nonotonic Case)," Papers 2404.05021, arXiv.org.
    27. Whitney K. Newey & Sami Stouli, 2018. "Control variables, discrete instruments, and identification of structural functions," CeMMAP working papers CWP55/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    28. Arthur Lewbel & Xun Lu & Liangjun Su, 2012. "Specification Testing for Transformation Models with an Application to Generalized Accelerated Failure-time Models," Boston College Working Papers in Economics 817, Boston College Department of Economics, revised 01 May 2013.
    29. Joseph G. Altonji & Hidehiko Ichimura & Taisuke Otsu, 2008. "Estimating Derivatives in Nonseparable Models with Limited Dependent Variables," Cowles Foundation Discussion Papers 1668R, Cowles Foundation for Research in Economics, Yale University, revised May 2011.
    30. Koen Jochmans, 2023. "Peer effects and endogenous social interactions," Post-Print hal-04164668, HAL.
    31. Andrew Chesher & Adam Rosen, 2013. "Generalized instrumental variable models," CeMMAP working papers CWP43/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    32. Rothe, Christoph, 2010. "Nonparametric estimation of distributional policy effects," Journal of Econometrics, Elsevier, vol. 155(1), pages 56-70, March.
    33. Feve, Frederique & Florens, Jean-Pierre & Van Keilegom, Ingrid, 2012. "Estimation of conditional ranks and tests of exogeneity in nonparametric nonseparable models," LIDAM Discussion Papers ISBA 2012036, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    34. Blundell, Richard & Kristensen, Dennis & Matzkin, Rosa, 2014. "Bounding quantile demand functions using revealed preference inequalities," Journal of Econometrics, Elsevier, vol. 179(2), pages 112-127.
    35. Christoph Breunig, 2016. "Specification Testing in Nonparametric Instrumental Quantile Regression," SFB 649 Discussion Papers SFB649DP2016-032, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
    36. Susanne M. Schennach & Halbert White & Karim Chalak, 2007. "Estimating average marginal effects in nonseparable structural systems," CeMMAP working papers CWP31/07, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    37. Kasy, Maximilian, "undated". "Instrumental variables with unrestricted heterogeneity and continuous treatment - DON'T CITE! SEE ERRATUM BELOW," Working Paper 33257, Harvard University OpenScholar.
    38. Jinyong Hahn & Geert Ridder, 2011. "Conditional Moment Restrictions and Triangular Simultaneous Equations," The Review of Economics and Statistics, MIT Press, vol. 93(2), pages 683-689, May.
    39. Sokbae Lee & Bernard Salani'e, 2018. "Identifying Effects of Multivalued Treatments," Papers 1805.00057, arXiv.org.
    40. Liangjun Su & Stefan Hoderlein & Halbert White, 2013. "Testing Monotonicity in Unobservables with Panel Data," Boston College Working Papers in Economics 892, Boston College Department of Economics, revised 01 Feb 2016.
    41. Holger Dette & Stefan Hoderlein & Natalie Neumeyer, 2013. "Testing Multivariate Economic Restrictions Using Quantiles: The Example of Slutsky Negative Semidefiniteness," Boston College Working Papers in Economics 836, Boston College Department of Economics.
    42. Linton, O. & Shiu, J-L., 2019. "Semiparametric Nonlinear Panel Data Models with Measurement Error," Cambridge Working Papers in Economics 1906, Faculty of Economics, University of Cambridge.
    43. Lu, Xun & White, Habert, 2015. "Testing For Treatment Dependence Of Effects Of A Continuous Treatment," Econometric Theory, Cambridge University Press, vol. 31(5), pages 1016-1053, October.
    44. Giovanni Forchini, 2014. "A General Result on Observational Equivalence in a Class of Nonparametric Structural Equations Models," School of Economics Discussion Papers 0114, School of Economics, University of Surrey.
    45. Giovanni Forchini, 2012. "Structural Equations and Invariance," School of Economics Discussion Papers 0312, School of Economics, University of Surrey.
    46. Victor Chernozhukov & Ivan Fernandez-Val & Whitney K. Newey, 2017. "Nonseparable multinomial choice models in cross-section and panel data," CeMMAP working papers 33/17, Institute for Fiscal Studies.
    47. Xiaohong Chen & Yingyao Hu, 2006. "Identification and Inference of Nonlinear Models Using Two Samples with Arbitrary Measurement Errors," Cowles Foundation Discussion Papers 1590, Cowles Foundation for Research in Economics, Yale University.
    48. Jeremy T. Fox & Amit Gandhi, 2009. "Identifying Heterogeneity in Economic Choice Models," NBER Working Papers 15147, National Bureau of Economic Research, Inc.
    49. Maximilian Kasy, 2014. "Instrumental Variables with Unrestricted Heterogeneity and Continuous Treatment," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 81(4), pages 1614-1636.
    50. Xavier d'Haultfoeuille & Philippe Février, 2011. "Identification of Nonseparable Modes with Endogeneity and Discrete Instruments," Working Papers 2011-28, Center for Research in Economics and Statistics.
    51. Hubner, Stefan, 2016. "Topics in nonparametric identification and estimation," Other publications TiSEM 08fce56b-3193-46e0-871b-0, Tilburg University, School of Economics and Management.
    52. Stefan Hoderlein & Hajo Holzmann & Maximilian Kasy & Alexander Meister, 2015. "Erratum regarding “Instrumental variables with unrestricted heterogeneity and continuous treatment”," Boston College Working Papers in Economics 896, Boston College Department of Economics, revised 01 Feb 2016.
    53. Paluch, Michal & Kneip, Alois & Hildenbrand, Werner, 2007. "Individual versus Aggregate Income Elasticities for Heterogeneous Populations," Bonn Econ Discussion Papers 13/2007, University of Bonn, Bonn Graduate School of Economics (BGSE).
    54. David M. Kaplan, 2014. "Nonparametric Inference on Quantile Marginal Effects," Working Papers 1413, Department of Economics, University of Missouri.
    55. Christoph Breunig, 2019. "Specification Testing in Nonparametric Instrumental Quantile Regression," Papers 1909.10129, arXiv.org.
    56. Rothe, Christoph, 2009. "Identification of Unconditional Partial Effects in Non Separable Models," TSE Working Papers 09-054, Toulouse School of Economics (TSE).
    57. Halbert White & Karim Chalak, 2013. "Identification and Identification Failure for Treatment Effects Using Structural Systems," Econometric Reviews, Taylor & Francis Journals, vol. 32(3), pages 273-317, November.
    58. Sebastiaan Maes & Raghav Malhotra, 2023. "Robust Hicksian Welfare Analysis under Individual Heterogeneity," Papers 2303.01231, arXiv.org, revised Nov 2023.
    59. Liangjun Su & Yundong Tu & Aman Ullah, 2015. "Testing Additive Separability of Error Term in Nonparametric Structural Models," Econometric Reviews, Taylor & Francis Journals, vol. 34(6-10), pages 1057-1088, December.
    60. Hu, Yingyao, 2017. "The Econometrics of Unobservables -- Latent Variable and Measurement Error Models and Their Applications in Empirical Industrial Organization and Labor Economics [The Econometrics of Unobservables]," Economics Working Paper Archive 64578, The Johns Hopkins University,Department of Economics, revised 2021.
    61. Zequn Jin & Lihua Lin & Zhengyu Zhang, 2022. "Identification and Auto-debiased Machine Learning for Outcome Conditioned Average Structural Derivatives," Papers 2211.07903, arXiv.org.
    62. Halbert White & Karim Chalak, 2008. "Identifying Structural Effects in Nonseparable Systems Using Covariates," Boston College Working Papers in Economics 734, Boston College Department of Economics.
    63. Rothe, Christoph, 2010. "Identification of unconditional partial effects in nonseparable models," Economics Letters, Elsevier, vol. 109(3), pages 171-174, December.
    64. Santiago Pereda Fernández, 2016. "Estimation of counterfactual distributions with a continuous endogenous treatment," Temi di discussione (Economic working papers) 1053, Bank of Italy, Economic Research and International Relations Area.
    65. Maes, Sebastiaan & Malhotra, Raghav, 2024. "Robust Hicksian Welfare Analysis under Individual Heterogeneity," CRETA Online Discussion Paper Series 84, Centre for Research in Economic Theory and its Applications CRETA.
    66. Hubner, Stefan, 2023. "Identification of unobserved distribution factors and preferences in the collective household model," Journal of Econometrics, Elsevier, vol. 234(1), pages 301-326.

  25. Norbert Christopeit & Stefan G. N. Hoderlein, 2006. "Local Partitioned Regression," Econometrica, Econometric Society, vol. 74(3), pages 787-817, May.

    Cited by:

    1. Marco Costanigro & Ron C. Mittelhammer & Jill J. McCluskey, 2009. "Estimating class-specific parametric models under class uncertainty: local polynomial regression clustering in an hedonic analysis of wine markets," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(7), pages 1117-1135.
    2. Damian Kozbur, 2013. "Inference in additively separable models with a high-dimensional set of conditioning variables," ECON - Working Papers 284, Department of Economics - University of Zurich, revised Apr 2018.
    3. Norbert Christopeit & Michael Massmann, 2015. "Estimating Structural Parameters in Regression Models with Adaptive Learning," Tinbergen Institute Discussion Papers 15-106/III, Tinbergen Institute.
    4. Berthold R. Haag, 2008. "Non‐parametric Regression Tests Using Dimension Reduction Techniques," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 35(4), pages 719-738, December.

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