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
- 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.
- 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.
Cited by:
- 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.
- Clément de Chaisemartin & Xavier d'Haultfoeuille & Félix Pasquier & Gonzalo Vazquez-Bare, 2022. "Difference-in-Differences Estimators for Treatments Continuously Distributed at Every Period," Working Papers hal-03873926, HAL.
- Cl'ement de Chaisemartin & Xavier D'Haultfoeuille & F'elix Pasquier & Gonzalo Vazquez-Bare, 2022. "Difference-in-Differences Estimators for Treatments Continuously Distributed at Every Period," Papers 2201.06898, arXiv.org, revised Dec 2023.
- 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.
- 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.).
- 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.
- 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:
- 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.
- 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.
- Fabian Dunker & Stefan Hoderlein & Hiroaki Kaido, 2022. "Nonparametric Identification of Random Coefficients in Endogenous and Heterogeneous Aggregate Demand Models," Papers 2201.06140, arXiv.org.
- Fabian Dunker & Stefan Hoderlein & Hiroaki Kaido, 2017. "Nonparametric identification of random coefficients in endogenous and heterogeneous aggregate demand models," CeMMAP working papers 11/17, Institute for Fiscal Studies.
Cited by:
- Nail Kashaev & Natalia Lazzati & Ruli Xiao, 2023. "Peer Effects in Consideration and Preferences," Papers 2310.12272, arXiv.org, revised Jan 2024.
- Babii, Andrii & Florens, Jean-Pierre, 2020.
"Is completeness necessary? Estimation in nonidentified linear models,"
TSE Working Papers
20-1091, Toulouse School of Economics (TSE).
- Andrii Babii & Jean-Pierre Florens, 2017. "Is completeness necessary? Estimation in nonidentified linear models," Papers 1709.03473, arXiv.org, revised Nov 2021.
- 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.
- Fabian Dunker & Konstantin Eckle & Katharina Proksch & Johannes Schmidt-Hieber, 2017. "Tests for qualitative features in the random coefficients model," Papers 1704.01066, arXiv.org, revised Mar 2018.
- 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.
- Roy Allen & John Rehbeck, 2020. "Identification of Random Coefficient Latent Utility Models," Papers 2003.00276, arXiv.org.
- 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.
- Fu Ouyang & Thomas T. Yang, 2023. "Semiparametric Discrete Choice Models for Bundles," Papers 2306.04135, arXiv.org, revised Nov 2023.
- 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.
- Wang, Ao, 2023. "Sieve BLP: A semi-nonparametric model of demand for differentiated products," Journal of Econometrics, Elsevier, vol. 235(2), pages 325-351.
- Allen, Roy & Rehbeck, John, 2022. "Latent complementarity in bundles models," Journal of Econometrics, Elsevier, vol. 228(2), pages 322-341.
- 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.
- Nail Kashaev, 2018. "Identification and estimation of multinomial choice models with latent special covariates," Papers 1811.05555, arXiv.org, revised Mar 2022.
- 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:
- 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.
- Fabian Dunker & Konstantin Eckle & Katharina Proksch & Johannes Schmidt-Hieber, 2017. "Tests for qualitative features in the random coefficients model," Papers 1704.01066, arXiv.org, revised Mar 2018.
- 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.
- 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:
- Andrii Babii & Jean-Pierre Florens, 2017.
"Are Unobservables Separable?,"
Papers
1705.01654, arXiv.org, revised Mar 2021.
- Andrii Babii & Jean-Pierre Florens, 2020. "Are unobservables separable?," Working Papers hal-02532383, HAL.
- Babii, Andrii & Florens, Jean-Pierre, 2017. "Are unobservables separable?," TSE Working Papers 17-802, Toulouse School of Economics (TSE).
- Su, Liangjun & Ura, Takuya & Zhang, Yichong, 2019.
"Non-separable models with high-dimensional data,"
Journal of Econometrics, Elsevier, vol. 212(2), pages 646-677.
- Su, Liangjun & Ura, Takuya & Zhang, Yichong, 2017. "Non-separable Models with High-dimensional Data," Economics and Statistics Working Papers 15-2017, Singapore Management University, School of Economics.
- Nir Billfeld & Moshe Kim, 2024. "Context-dependent Causality (the Non-Nonotonic Case)," Papers 2404.05021, arXiv.org.
- Christoph Breunig, 2019. "Specification Testing in Nonparametric Instrumental Quantile Regression," Papers 1909.10129, arXiv.org.
- Tatiana Komarova & Javier Hidalgo, 2019. "Testing nonparametric shape restrictions," Papers 1909.01675, arXiv.org, revised Jun 2020.
- Andrii Babii & Jean-Pierre Florens, 2017.
"Are Unobservables Separable?,"
Papers
1705.01654, arXiv.org, revised Mar 2021.
- 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.
- 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.
- Juan Carlos Escanciano & Stefan Hoderlein & Arthur Lewbel & Oliver Linton & Sorawoot Srisuma, 2010. "Nonparametric Euler Equation Identification and Estimation," Boston College Working Papers in Economics 757, Boston College Department of Economics, revised 15 Mar 2020.
- Juan Carlos Escanciano & Stefan Hoderlein & Arthur Lewbel & Oliver Linton & Sorawoot Srisuma, 2015. "Nonparametric Euler equation identification and estimation," CeMMAP working papers 61/15, Institute for Fiscal Studies.
- 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.
- Juan Carlos Escanciano & Stefan Hoderlein & Arthur Lewbel & Oliver Linton, 2015. "Nonparametric Euler Equation Identification andEstimation," Cambridge Working Papers in Economics 1560, Faculty of Economics, University of Cambridge.
Cited by:
- 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.
- Timothy M. Christensen, 2014. "Nonparametric identification of positive eigenfunctions," CeMMAP working papers CWP37/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- 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).
- Andreas Tryphonides, 2023.
"Online Appendix to "Identifying Preferences when Households are Financially Constrained","
Online Appendices
21-242, Review of Economic Dynamics.
- Andreas Tryphonides, 2023. "Identifying Preferences when Households are Financially Constrained," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 51, pages 521-546, December.
- 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.
- Xiaohong Chen & Victor Chernozhukov & Sokbae (Simon) Lee & Whitney K. Newey, 2011. "Local identification of nonparametric and semiparametric models," CeMMAP working papers 17/11, Institute for Fiscal Studies.
- Xiaohong Chen & Victor Chernozhukov & Sokbae Lee & Whitney K. Newey, 2014. "Local Identification of Nonparametric and Semiparametric Models," Econometrica, Econometric Society, vol. 82(2), pages 785-809, March.
- Xiaohong Chen & Victor Chernozhukov & Sokbae Lee & Whitney Newey, 2011. "Local Identification of Nonparametric and Semiparametric Models," Cowles Foundation Discussion Papers 1795, Cowles Foundation for Research in Economics, Yale University.
- Xiaohong Chen & Victor Chernozhukov & Sokbae (Simon) Lee & Whitney K. Newey, 2012. "Local identification of nonparametric and semiparametric models," CeMMAP working papers CWP37/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Xiaohong Chen & Victor Chernozhukov & Sokbae (Simon) Lee & Whitney K. Newey, 2012. "Local identification of nonparametric and semiparametric models," CeMMAP working papers 37/12, Institute for Fiscal Studies.
- Xiaohong Chen & Victor Chernozhukov & Sokbae (Simon) Lee & Whitney K. Newey, 2011. "Local identification of nonparametric and semiparametric models," CeMMAP working papers CWP17/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- 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).
- Sadegh Eshaghnia & James J. Heckman & Rasmus Landersø & Rafeh Qureshi, 2022. "Intergenerational Transmission of Family Influence," NBER Working Papers 30412, National Bureau of Economic Research, Inc.
- Dalderop, Jeroen, 2023. "Semiparametric estimation of latent variable asset pricing models," Journal of Econometrics, Elsevier, vol. 236(1).
- Marcel Fafchamps & Aditya Shrinivas, 2022. "Risk Pooling and Precautionary Saving in Village Economies," NBER Working Papers 30128, National Bureau of Economic Research, Inc.
- Brant Abbott & Giovanni Gallipoli, 2019.
"Permanent-Income Inequality,"
Working Papers
2019-011, Human Capital and Economic Opportunity Working Group.
- Brant Abbott & Giovanni Gallipoli, 2019. "Permanent-Income Inequality," Working Paper 1411, Economics Department, Queen's University.
- Brant Abbott & Giovanni Gallipoli, 2022. "Permanent‐income inequality," Quantitative Economics, Econometric Society, vol. 13(3), pages 1023-1060, July.
- Gallipoli, Giovanni & Abbott, Brant, 2019. "Permanent-Income Inequality," CEPR Discussion Papers 13540, C.E.P.R. Discussion Papers.
- Giovanni Gallipoli & Brant Abbott, 2017. ""Permanent Income" Inequality," 2017 Meeting Papers 1033, Society for Economic Dynamics.
- Victor H. Aguiar & Nail Kashaev, 2018.
"Stochastic Revealed Preferences with Measurement Error,"
Papers
1810.05287, arXiv.org, revised Sep 2020.
- Victor H Aguiar & Nail Kashaev, 2021. "Stochastic Revealed Preferences with Measurement Error [Consistency between Household-level Consumption Data from Registers and Surveys]," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 88(4), pages 2042-2093.
- 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.
- 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.
- 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.
- 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).
- Andreas Tryphonides, 2020.
"Identifying Preferences when Households are Financially Constrained,"
Papers
2005.02010, arXiv.org, revised Feb 2023.
- Andreas Tryphonides, 2023. "Identifying Preferences when Households are Financially Constrained," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 51, pages 521-546, December.
- 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.
- Hoderlein, Stefan & Holzmann, Hajo & Meister, Alexander, 2017. "The triangular model with random coefficients," Journal of Econometrics, Elsevier, vol. 201(1), pages 144-169.
- 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.
Cited by:
- Sokbae (Simon) Lee & Bernard Salanie, 2015.
"Identifying effects of multivalued treatments,"
CeMMAP working papers
72/15, Institute for Fiscal Studies.
- Sokbae (Simon) Lee & Bernard Salanie, 2015. "Identifying effects of multivalued treatments," CeMMAP working papers CWP72/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Sokbae Lee & Bernard Salanié, 2018. "Identifying Effects of Multivalued Treatments," Econometrica, Econometric Society, vol. 86(6), pages 1939-1963, November.
- Sokbae (Simon) Lee & Bernard Salanie, 2018. "Identifying effects of multivalued treatments," CeMMAP working papers CWP34/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Salanié, Bernard, 2015. "Identifying Effects of Multivalued Treatments," CEPR Discussion Papers 10970, C.E.P.R. Discussion Papers.
- Éric Gautier, 2021. "Relaxing Monotonicity in Endogenous Selection Models and Application to Surveys," Post-Print hal-03306234, HAL.
- 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.
- Fabian Dunker & Konstantin Eckle & Katharina Proksch & Johannes Schmidt-Hieber, 2017. "Tests for qualitative features in the random coefficients model," Papers 1704.01066, arXiv.org, revised Mar 2018.
- 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.
- 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.
- Arthur Lewbel & Krishna Pendakur, 2015. "Unobserved Preference Heterogeneity in Demand Using Generalized Random Coefficients," Discussion Papers dp15-12, Department of Economics, Simon Fraser University.
- Arthur Lewbel & Krishna Pendakur, 2012. "Unobserved Preference Heterogeneity in Demand Using Generalized Random Coefficients," Boston College Working Papers in Economics 791, Boston College Department of Economics, revised 01 Jul 2013.
- Arthur Lewbel & Krishna Pendakur, 2015. "Unobserved Preference Heterogeneity in Demand Using Generalized Random Coefficients," Discussion Papers dp16-03, Department of Economics, Simon Fraser University.
- 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.
- 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.
- Zhan Gao & M. Hashem Pesaran, 2023. "Identification and estimation of categorical random coefficient models," Empirical Economics, Springer, vol. 64(6), pages 2543-2588, June.
- Zhan Gao & M. Hashem Pesaran, 2022. "Identification and Estimation of Categorical Random Coefficient Models," CESifo Working Paper Series 9714, CESifo.
- Zhan Gao & M. Hashem Pesaran, 2023. "Identification and Estimation of Categorical Random Coefficient Models," Papers 2302.14380, arXiv.org.
- 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.
- Pereda-Fernández, Santiago, 2023. "Identification and estimation of triangular models with a binary treatment," Journal of Econometrics, Elsevier, vol. 234(2), pages 585-623.
- Breunig, Christoph & Hoderlein, Stefan, 2018.
"Specification Testing in Random Coefficient Models,"
Rationality and Competition Discussion Paper Series
77, CRC TRR 190 Rationality and Competition.
- Christoph Breunig & Stefan Hoderlein, "undated". "Specification Testing in Random Coefficient Models," SFB 649 Discussion Papers SFB649DP2015-053, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Christoph Breunig & Stefan Hoderlein, 2018. "Specification testing in random coefficient models," Quantitative Economics, Econometric Society, vol. 9(3), pages 1371-1417, November.
- Sloczynski, Tymon, 2021.
"When Should We (Not) Interpret Linear IV Estimands as LATE?,"
IZA Discussion Papers
14349, Institute of Labor Economics (IZA).
- Tymon Sloczynski, 2021. "When Should We (Not) Interpret Linear IV Estimands as LATE?," CESifo Working Paper Series 9064, CESifo.
- 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).
- Christophe Gaillac & Eric Gautier, 2021. "Nonparametric classes for identification in random coefficients models when regressors have limited variation," Working Papers hal-03231392, HAL.
- Christoph Breunig & Stefan Hoderlein, 2016. "Nonparametric Specification Testing in Random Parameter Models," Boston College Working Papers in Economics 897, Boston College Department of Economics.
- Christophe Gaillac & Eric Gautier, 2021.
"Adaptive estimation in the linear random coefficients model when regressors have limited variation,"
Post-Print
hal-03374805, HAL.
- Gautier, Eric & Gaillac, Christophe, 2019. "Adaptive estimation in the linear random coefficients model when regressors have limited variation," TSE Working Papers 19-1026, Toulouse School of Economics (TSE).
- Christophe Gaillac & Eric Gautier, 2020. "Adaptive estimation in the linear random coefficients model when regressors have limited variation," Working Papers hal-02130472, HAL.
- Louise Laage, 2020. "A Correlated Random Coefficient Panel Model with Time-Varying Endogeneity," Papers 2003.09367, arXiv.org, revised Nov 2022.
- Sokbae Lee & Bernard Salani'e, 2018.
"Identifying Effects of Multivalued Treatments,"
Papers
1805.00057, arXiv.org.
- Sokbae (Simon) Lee & Bernard Salanie, 2015. "Identifying effects of multivalued treatments," CeMMAP working papers CWP72/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Sokbae Lee & Bernard Salanié, 2018. "Identifying Effects of Multivalued Treatments," Econometrica, Econometric Society, vol. 86(6), pages 1939-1963, November.
- Sokbae (Simon) Lee & Bernard Salanie, 2018. "Identifying effects of multivalued treatments," CeMMAP working papers CWP34/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Salanié, Bernard, 2015. "Identifying Effects of Multivalued Treatments," CEPR Discussion Papers 10970, C.E.P.R. Discussion Papers.
- 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).
- Eric Gautier & Erwann Le Pennec, 2011. "Adaptive Estimation in the Nonparametric Random Coefficients Binary Choice Model by Needlet Thresholding," Working Papers 2011-20, Center for Research in Economics and Statistics.
- Eric Gautier & Erwan Le Pennec, 2017. "Adaptive estimation in the nonparametric random coefficients binary choice model by needlet thresholding," Working Papers inria-00601274, HAL.
- 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.
- Breunig, Christoph, 2021. "Varying random coefficient models," Journal of Econometrics, Elsevier, vol. 221(2), pages 381-408.
- Escanciano, Juan Carlos, 2023. "Irregular identification of structural models with nonparametric unobserved heterogeneity," Journal of Econometrics, Elsevier, vol. 234(1), pages 106-127.
- 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.
- 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.
- Nail Kashaev, 2018. "Identification and estimation of multinomial choice models with latent special covariates," Papers 1811.05555, arXiv.org, revised Mar 2022.
- Juan Carlos Escanciano, 2020. "Irregular Identification of Structural Models with Nonparametric Unobserved Heterogeneity," Papers 2005.08611, arXiv.org.
- 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.
- 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.
Cited by:
- Andrii Babii & Jean-Pierre Florens, 2017.
"Are Unobservables Separable?,"
Papers
1705.01654, arXiv.org, revised Mar 2021.
- Andrii Babii & Jean-Pierre Florens, 2020. "Are unobservables separable?," Working Papers hal-02532383, HAL.
- Babii, Andrii & Florens, Jean-Pierre, 2017. "Are unobservables separable?," TSE Working Papers 17-802, Toulouse School of Economics (TSE).
- Su, Liangjun & Ura, Takuya & Zhang, Yichong, 2019.
"Non-separable models with high-dimensional data,"
Journal of Econometrics, Elsevier, vol. 212(2), pages 646-677.
- Su, Liangjun & Ura, Takuya & Zhang, Yichong, 2017. "Non-separable Models with High-dimensional Data," Economics and Statistics Working Papers 15-2017, Singapore Management University, School of Economics.
- Christoph Breunig, 2019. "Specification Testing in Nonparametric Instrumental Quantile Regression," Papers 1909.10129, arXiv.org.
- Tatiana Komarova & Javier Hidalgo, 2019. "Testing nonparametric shape restrictions," Papers 1909.01675, arXiv.org, revised Jun 2020.
- 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.
- 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.
- Stefan Hoderlein & Lars Nesheim & Anna Simoni, 2017. "Semiparametric Estimation Of Random Coefficients In Structural Economic Models," Post-Print hal-03089886, HAL.
- 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.
Cited by:
- 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.
- 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.
- Juan Carlos Escanciano & Stefan Hoderlein & Arthur Lewbel & Oliver Linton & Sorawoot Srisuma, 2010. "Nonparametric Euler Equation Identification and Estimation," Boston College Working Papers in Economics 757, Boston College Department of Economics, revised 15 Mar 2020.
- Juan Carlos Escanciano & Stefan Hoderlein & Arthur Lewbel & Oliver Linton & Sorawoot Srisuma, 2015. "Nonparametric Euler equation identification and estimation," CeMMAP working papers 61/15, Institute for Fiscal Studies.
- Juan Carlos Escanciano & Stefan Hoderlein & Arthur Lewbel & Oliver Linton, 2015. "Nonparametric Euler Equation Identification andEstimation," Cambridge Working Papers in Economics 1560, Faculty of Economics, University of Cambridge.
- 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.
- Babii, Andrii & Florens, Jean-Pierre, 2020.
"Is completeness necessary? Estimation in nonidentified linear models,"
TSE Working Papers
20-1091, Toulouse School of Economics (TSE).
- Andrii Babii & Jean-Pierre Florens, 2017. "Is completeness necessary? Estimation in nonidentified linear models," Papers 1709.03473, arXiv.org, revised Nov 2021.
- 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.
- Michele De Nadai & Arthur Lewbel, 2012. "Nonparametric Errors in Variables Models with Measurement Errors on both sides of the Equation," Boston College Working Papers in Economics 790, Boston College Department of Economics, revised 01 Jul 2013.
- Florens, Jean-Pierre & Simoni, Anna, 2013.
"Regularizing Priors for Linear Inverse Problems,"
TSE Working Papers
13-384, Toulouse School of Economics (TSE).
- Florens, Jean-Pierre & Simoni, Anna, 2013. "Regularizing Priors for Linear Inverse Problems," IDEI Working Papers 767, Institut d'Économie Industrielle (IDEI), Toulouse.
- Jean-Pierre Florens & Anna Simoni, 2016. "Regularizing Priors For Linear Inverse Problems," Post-Print hal-03089887, HAL.
- Anna Simoni & Jean-Pierre Florens, 2013. "Regularizing Priors for Linear Inverse Problems," THEMA Working Papers 2013-32, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
- Jean-Pierre Florens & Anna Simoni, 2013. "Regularizing Priors for Linear Inverse Problems," Working Papers hal-00873180, HAL.
- Florens, Jean-Pierre & Simoni, Anna, 2010. "Regularizing priors for linear inverse problems," TSE Working Papers 10-175, Toulouse School of Economics (TSE).
- Florens, Jean-Pierre & Simoni, Anna, 2016. "Regularizing Priors For Linear Inverse Problems," Econometric Theory, Cambridge University Press, vol. 32(1), pages 71-121, February.
- Florens, Jean-Pierre & Simoni, Anna, 2010. "Regularizing priors for linear inverse problems," IDEI Working Papers 621, Institut d'Économie Industrielle (IDEI), Toulouse.
- 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.
- Arthur Lewbel & Krishna Pendakur, 2015. "Unobserved Preference Heterogeneity in Demand Using Generalized Random Coefficients," Discussion Papers dp15-12, Department of Economics, Simon Fraser University.
- Arthur Lewbel & Krishna Pendakur, 2012. "Unobserved Preference Heterogeneity in Demand Using Generalized Random Coefficients," Boston College Working Papers in Economics 791, Boston College Department of Economics, revised 01 Jul 2013.
- Arthur Lewbel & Krishna Pendakur, 2015. "Unobserved Preference Heterogeneity in Demand Using Generalized Random Coefficients," Discussion Papers dp16-03, Department of Economics, Simon Fraser University.
- 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.
- 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.
- Ivan A. Canay & Andres Santos & Azeem M. Shaikh, 2012. "On the testability of identification in some nonparametric models with endogeneity," CeMMAP working papers 18/12, Institute for Fiscal Studies.
- Ivan A. Canay & Andres Santos & Azeem M. Shaikh, 2012. "On the testability of identification in some nonparametric models with endogeneity," CeMMAP working papers CWP18/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Nail Kashaev & Bruno Salcedo, 2019.
"Discerning Solution Concepts,"
University of Western Ontario, Departmental Research Report Series
20193, University of Western Ontario, Department of Economics.
- Nail Kashaev & Bruno Salcedo, 2019. "Discerning Solution Concepts," Papers 1909.09320, arXiv.org.
- Christoph Breunig & Enno Mammen & Anna Simoni, 2018.
"Nonparametric estimation in case of endogenous selection,"
Post-Print
hal-03089885, HAL.
- Christoph Breunig & Enno Mammen & Anna Simoni, "undated". "Nonparametric Estimation in case of Endogenous Selection," SFB 649 Discussion Papers SFB649DP2015-050, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Breunig, Christoph & Mammen, Enno & Simoni, Anna, 2017. "Nonparametric Estimation in Case of Endogenous Selection," Rationality and Competition Discussion Paper Series 58, CRC TRR 190 Rationality and Competition.
- Breunig, Christoph & Mammen, Enno & Simoni, Anna, 2018. "Nonparametric estimation in case of endogenous selection," Journal of Econometrics, Elsevier, vol. 202(2), pages 268-285.
- 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.
- 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.
- Botosaru, Irene, 2023. "Time-varying unobserved heterogeneity in earnings shocks," Journal of Econometrics, Elsevier, vol. 235(2), pages 1378-1393.
- 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.
- Gaurab Aryal & Federico Zincenko, 2014. "Identification and Estimation of Multidimensional Screening," Papers 1411.6250, arXiv.org, revised Mar 2024.
- 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.
- Fabian Dunker & Stefan Hoderlein & Hiroaki Kaido, 2014. "Nonparametric identification of endogenous and heterogeneous aggregate demand models: complements, bundles and the market level," CeMMAP working papers 23/14, Institute for Fiscal Studies.
- Fabian Dunker & Stefan Hoderlein & Hiroaki Kaido, 2014. "Nonparametric identification of endogenous and heterogeneous aggregate demand models: complements, bundles and the market level," CeMMAP working papers CWP23/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Fabian Dunker & Stefan Hoderlein & Hiroaki Kaido, 2014. "Nonparametric Identification of Endogenous and Heterogeneous Aggregate Demand Models: Complements, Bundles and the Market Level," Boston University - Department of Economics - Working Papers Series 2014-005, Boston University - Department of Economics.
- 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.
- 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 51/15, Institute for Fiscal Studies.
Cited by:
- Fabian Dunker & Stefan Hoderlein & Hiroaki Kaido, 2022.
"Nonparametric Identification of Random Coefficients in Endogenous and Heterogeneous Aggregate Demand Models,"
Papers
2201.06140, arXiv.org.
- 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.
- Fabian Dunker & Stefan Hoderlein & Hiroaki Kaido, 2017. "Nonparametric identification of random coefficients in endogenous and heterogeneous aggregate demand models," CeMMAP working papers 11/17, Institute for Fiscal Studies.
- Rui Wang, 2023. "Testing and Identifying Substitution and Complementarity Patterns," Papers 2304.00678, arXiv.org.
- Roy Allen & John Rehbeck, 2020. "Identification of Random Coefficient Latent Utility Models," Papers 2003.00276, arXiv.org.
- Fabian Dunker, 2015. "Adaptive estimation for some nonparametric instrumental variable models," Papers 1511.03977, arXiv.org, revised Aug 2021.
- 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:
- Christoph Breunig & Stephan Martin, 2020. "Nonclassical Measurement Error in the Outcome Variable," Papers 2009.12665, arXiv.org, revised May 2021.
- Leonard Goff, 2022. "Causal identification with subjective outcomes," Papers 2212.14622, arXiv.org, revised Feb 2023.
- 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.
- Brzozowski, Matthew & Crossley, Thomas F. & Winter, Joachim, 2017. "A comparison of recall and diary food expenditure data," Munich Reprints in Economics 49874, University of Munich, Department of Economics.
- 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.
- 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.
- Victor Chernozhukov & Ivan Fernandez-Val & Stefan Hoderlein & Whitney K. Newey, 2014. "Nonparametric identification in panels using quantiles," CeMMAP working papers 54/14, Institute for Fiscal Studies.
- 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.
- Victor Chernozhukov & Ivan Fernandez-Val & Stefan Hoderlein & Hajo Holzmann & Whitney K. Newey, 2013. "Nonparametric identification in panels using quantiles," CeMMAP working papers CWP66/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Ivan Fernandez-Val & Stefan Hoderlein & Hajo Holzmann & Whitney Newey, 2013. "Nonparametric Identification in Panels using Quantiles," Papers 1312.4094, arXiv.org, revised Aug 2014.
Cited by:
- 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.
- Irene Botosaru & Chris Muris, 2017. "Binarization for panel models with fixed effects," CeMMAP working papers 31/17, Institute for Fiscal Studies.
- 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.
- Manuel Arellano & Stéphane Bonhomme, 2015. "Nonlinear Panel Data Estimation via Quantile Regression," Working Papers wp2015_1505, CEMFI.
- Manuel Arellano & Stéphane Bonhomme, 2015. "Nonlinear panel data estimation via quantile regressions," CeMMAP working papers 40/15, Institute for Fiscal Studies.
- Manuel Arellano & Stéphane Bonhomme, 2016. "Nonlinear panel data estimation via quantile regressions," Econometrics Journal, Royal Economic Society, vol. 19(3), pages 61-94, October.
- 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.
- Irene Botosaru & Chris Muris & Krishna Pendakur, 2020. "Identification of Time-Varying Transformation Models with Fixed Effects, with an Application to Unobserved Heterogeneity in Resource Shares," Papers 2008.05507, arXiv.org, revised Apr 2021.
- Ghanem, Dalia, 2017. "Testing identifying assumptions in nonseparable panel data models," Journal of Econometrics, Elsevier, vol. 197(2), pages 202-217.
- 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.
- Jiaying Gu & Stanislav Volgushev, 2018. "Panel Data Quantile Regression with Grouped Fixed Effects," Papers 1801.05041, arXiv.org, revised Aug 2018.
- 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.
- Cizek, P. & Lei, J., 2013. "Identification and Estimation of Nonseparable Single-Index Models in Panel Data with Correlated Random Effects," Discussion Paper 2013-062, Tilburg University, Center for Economic Research.
- Cizek, P. & Lei, J., 2013. "Identification and Estimation of Nonseparable Single-Index Models in Panel Data with Correlated Random Effects," Other publications TiSEM 73e394eb-6799-4c79-af23-8, Tilburg University, School of Economics and Management.
- 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.
- Victor Chernozhukov & Ivan Fernandez-Val & Ye Luo, 2015. "The sorted effects method: discovering heterogeneous effects beyond their averages," CeMMAP working papers CWP74/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Ivan Fernandez-Val & Ye Luo, 2015. "The Sorted Effects Method: Discovering Heterogeneous Effects Beyond Their Averages," Papers 1512.05635, arXiv.org, revised May 2018.
- Victor Chernozhukov & Ivan Fernandez-Val & Ye Luo, 2015. "The sorted effects method: discovering heterogeneous effects beyond their averages," CeMMAP working papers 74/15, Institute for Fiscal Studies.
- Liang Chen, 2019. "Nonparametric Quantile Regressions for Panel Data Models with Large T," Papers 1911.01824, arXiv.org, revised Sep 2020.
- 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.
- Bryan S. Graham & Jinyong Hahn & Alexandre Poirier & James L. Powell, 2016. "A quantile correlated random coefficients panel data model," CeMMAP working papers CWP34/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Graham, Bryan S. & Hahn, Jinyong & Poirier, Alexandre & Powell, James L., 2018. "A quantile correlated random coefficients panel data model," Journal of Econometrics, Elsevier, vol. 206(2), pages 305-335.
- Galvao, Antonio F. & Kato, Kengo, 2016. "Smoothed quantile regression for panel data," Journal of Econometrics, Elsevier, vol. 193(1), pages 92-112.
- 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.
- 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.
- 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.
- Antonio F. Galvao & Jiaying Gu & Stanislav Volgushev, 2018. "On the Unbiased Asymptotic Normality of Quantile Regression with Fixed Effects," Papers 1807.11863, arXiv.org, revised Feb 2020.
- 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.
- 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.
- 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.
- Harding, Matthew & Lamarche, Carlos, 2019. "A panel quantile approach to attrition bias in Big Data: Evidence from a randomized experiment," Journal of Econometrics, Elsevier, vol. 211(1), pages 61-82.
- 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.
- Demian Pouzo & Zacharias Psaradakis & Martin Sola, 2016. "Maximum Likelihood Estimation in Markov Regime-Switching Models with Covariate-Dependent Transition Probabilities," Papers 1612.04932, arXiv.org, revised Dec 2021.
- Demian Pouzo & Zacharias Psaradakis & Martín Sola, 2021. "Maximum Likelihood Estimation in Markov Regime-Switching Models with Covariate-Dependent Transition Probabilities," Department of Economics Working Papers 2021_07, Universidad Torcuato Di Tella.
- Takuya Ishihara, 2020. "Panel Data Quantile Regression for Treatment Effect Models," Papers 2001.04324, arXiv.org, revised Nov 2021.
- 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.
- Bryan S. Graham & Jinyong Hahn & Alexandre Poirier & James L. Powell, 2015. "Quantile regression with panel data," CeMMAP working papers 12/15, Institute for Fiscal Studies.
- Bryan S. Graham & Jinyong Hahn & Alexandre Poirier & James L. Powell, 2015. "Quantile Regression with Panel Data," NBER Working Papers 21034, National Bureau of Economic Research, Inc.
- 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.
- Oliver Linton & Ji-Liang Shiu, 2018. "Semiparametric nonlinear panel data models with measurement error," CeMMAP working papers CWP09/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- 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.
- Victor Chernozhukov & Ivan Fernandez-Val & Whitney K. Newey, 2017. "Nonseparable multinomial choice models in cross-section and panel data," CeMMAP working papers CWP33/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Iv'an Fern'andez-Val & Whitney Newey, 2017. "Nonseparable Multinomial Choice Models in Cross-Section and Panel Data," Papers 1706.08418, arXiv.org, revised May 2018.
- Chernozhukov, Victor & Fernández-Val, Iván & Newey, Whitney K., 2019. "Nonseparable multinomial choice models in cross-section and panel data," Journal of Econometrics, Elsevier, vol. 211(1), pages 104-116.
- Yuya Sasaki & Takuya Ura, 2021. "Slow Movers in Panel Data," Papers 2110.12041, arXiv.org.
- 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.
- 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.
- Irene Botosaru & Chris Muris & Krishna Pendakur, 2020. "Intertemporal Collective Household Models: Identification in Short Panels with Unobserved Heterogeneity in Resource Shares," CeMMAP working papers CWP26/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- 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.
- Cizek, Pavel & Sadikoglu, Serhan, 2022. "Nonseparable Panel Models with Index Structure and Correlated Random Effects," Other publications TiSEM 7899deb9-0eda-47e6-a3b8-2, Tilburg University, School of Economics and Management.
- Gu, Jiaying & Volgushev, Stanislav, 2019. "Panel data quantile regression with grouped fixed effects," Journal of Econometrics, Elsevier, vol. 213(1), pages 68-91.
- Irene Botosaru & Chris Muris, 2022. "Identification of time-varying counterfactual parameters in nonlinear panel models," Papers 2212.09193, arXiv.org, revised Nov 2023.
- 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.
- 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.
- Holger Dette & Stefan Hoderlein & Natalie Neumeyer, 2011. "Testing multivariate economic restrictions using quantiles: the example of Slutsky negative semidefiniteness," CeMMAP working papers CWP14/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
Cited by:
- Sam Cosaert & Thomas Demuynck, 2018.
"Nonparametric welfare and demand analysis with unobserved individual heterogeneity,"
ULB Institutional Repository
2013/251988, ULB -- Universite Libre de Bruxelles.
- Sam Cosaert & Thomas Demuynck, 2018. "Nonparametric Welfare and Demand Analysis with Unobserved Individual Heterogeneity," The Review of Economics and Statistics, MIT Press, vol. 100(2), pages 349-361, May.
- Cosaert, S. & Demuynck, T., 2014. "Nonparametric welfare and demand analysis with unobserved individual heterogeneity," Research Memorandum 010, Maastricht University, Graduate School of Business and Economics (GSBE).
- 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.
- Soren Blomquist & Anil Kumar & Che-Yuan Liang & Whitney K. Newey, 2014. "Individual heterogeneity, nonlinear budget sets, and taxable income," CeMMAP working papers CWP21/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Blomquist, Sören & Kumar, Anil & Liang, Che-Yuan & Newey, Whitney K., 2014. "Individual Heterogeneity, Nonlinear Budget Sets, and Taxable Income," Working Paper Series, Center for Fiscal Studies 2014:1, Uppsala University, Department of Economics.
- Soren Blomquist & Anil Kumar & Che-Yuan Liang & Whitney K. Newey, 2014. "Individual heterogeneity, nonlinear budget sets, and taxable income," CeMMAP working papers 21/14, Institute for Fiscal Studies.
- Soren Blomquist & Anil Kumar & Che-Yuan Liang & Whitney K. Newey, 2015. "Individual heterogeneity, nonlinear budget sets and taxable income," CeMMAP working papers CWP21/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Sören Blomquist & Anil Kumar & Che-Yuan Liang & Whitney K. Newey, 2015. "Individual Heterogeneity, Nonlinear Budget Sets, and Taxable Income," CESifo Working Paper Series 5320, CESifo.
- 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.
- Alexandre Belloni & Victor Chernozhukov & Denis Chetverikov & Ivan Fernandez-Val, 2016. "Conditional quantile processes based on series or many regressors," CeMMAP working papers CWP46/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Alexandre Belloni & Victor Chernozhukov & Denis Chetverikov & Ivan Fernandez-Val, 2016. "Conditional quantile processes based on series or many regressors," CeMMAP working papers 46/16, Institute for Fiscal Studies.
- Alexandre Belloni & Victor Chernozhukov & Ivan Fernandez-Val, 2011. "Conditional quantile processes based on series or many regressors," CeMMAP working papers CWP19/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Alexandre Belloni & Victor Chernozhukov & Denis Chetverikov & Iv'an Fern'andez-Val, 2011. "Conditional Quantile Processes based on Series or Many Regressors," Papers 1105.6154, arXiv.org, revised Aug 2018.
- 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.
- Richard Blundell & Joel Horowitz & Matthias Parey, 2018. "Estimation of a Heterogeneous Demand Function with Berkson Errors," Papers 1811.10690, arXiv.org, revised Aug 2019.
- 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.
- 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.
- 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.
- Victor Chernozhukov & Jerry A. Hausman & Whitney K. Newey, 2019.
"Demand Analysis with Many Prices,"
NBER Working Papers
26424, National Bureau of Economic Research, Inc.
- Victor Chernozhukov & Jerry Hausman & Whitney K. Newey, 2019. "Demand analysis with many prices," CeMMAP working papers CWP59/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- 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.
- Sören Blomquist & Anil Kumar & Che-Yuan Liang & Whitney Newey, 2023. "Nonlinear Budget Set Regressions for the Random Utility Model," NBER Working Papers 31194, National Bureau of Economic Research, Inc.
- Bhattacharya, D., 2018.
"The Empirical Content of Binary Choice Models,"
Cambridge Working Papers in Economics
1883, Faculty of Economics, University of Cambridge.
- Debopam Bhattacharya, 2021. "The Empirical Content of Binary Choice Models," Econometrica, Econometric Society, vol. 89(1), pages 457-474, January.
- Debopam Bhattacharya, 2019. "The Empirical Content of Binary Choice Models," Papers 1902.11012, arXiv.org, revised Oct 2020.
- Jorg Stoye & Yuichi Kitamura, 2017.
"Nonparametric analysis of random utility models,"
CeMMAP working papers
56/17, Institute for Fiscal Studies.
- Yuichi Kitamura & Jörg Stoye, 2016. "Nonparametric analysis of random utility models," CeMMAP working papers 27/16, Institute for Fiscal Studies.
- Yuichi Kitamura & Jorg Stoye, 2016. "Nonparametric analysis of random utility models," CeMMAP working papers CWP27/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Jorg Stoye & Yuichi Kitamura, 2017. "Nonparametric analysis of random utility models," CeMMAP working papers CWP56/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Yuichi Kitamura & Jorg Stoye, 2016. "Nonparametric Analysis of Random Utility Models," Papers 1606.04819, arXiv.org, revised Sep 2018.
- Yuichi Kitamura & Jörg Stoye, 2018. "Nonparametric Analysis of Random Utility Models," Econometrica, Econometric Society, vol. 86(6), pages 1883-1909, November.
- Kaplan, David M. & Zhuo, Longhao, 2021.
"Frequentist properties of Bayesian inequality tests,"
Journal of Econometrics, Elsevier, vol. 221(1), pages 312-336.
- David M. Kaplan & Longhao Zhuo, 2019. "Frequentist properties of Bayesian inequality tests," Working Papers 1910, Department of Economics, University of Missouri.
- Arman Bidarbakht Nia, 2017. "A generalization to QUAIDS," Empirical Economics, Springer, vol. 52(1), pages 393-410, February.
- 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.
- David M. Kaplan & Longhao Zhuo, 2016. "Frequentist size of Bayesian inequality tests," Papers 1607.00393, arXiv.org, revised Feb 2018.
- David M. Kaplan & Longhao Zhuo, 2015. "Bayesian and frequentist inequality tests," Working Papers 1516, Department of Economics, University of Missouri, revised Feb 2018.
- David M. Kaplan & Longhao Zhuo, 2018. "Frequentist size of Bayesian inequality tests," Working Papers 1802, Department of Economics, University of Missouri, revised 14 Jul 2019.
- Laurens Cherchye & Bram De Rock & Frederic Vermeulen, 2023. "Nonparametric Models in Consumer Behaviour," Working Papers ECARES 2023-04, ULB -- Universite Libre de Bruxelles.
- 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.
- Lee, Y-Y. & Bhattacharya, D., 2018. "Applied Welfare Analysis for Discrete Choice with Interval-data on Income," Cambridge Working Papers in Economics 1882, Faculty of Economics, University of Cambridge.
- Jerry A. Hausman & Whitney K. Newey, 2016.
"Individual Heterogeneity and Average Welfare,"
Econometrica, Econometric Society, vol. 84, pages 1225-1248, May.
- Jerry Hausman & Whitney K. Newey, 2013. "Individual heterogeneity and average welfare," CeMMAP working papers CWP34/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Jerry Hausman & Whitney K. Newey, 2014. "Individual Heterogeneity and Average Welfare," CeMMAP working papers CWP42/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- 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.
- Laurens Cherchye & Thomas Demuynck & Bram De Rock, 2017. "Bounding counterfactual demand with unobserved heterogeneity and endogenous expenditures," Working Papers of Department of Economics, Leuven 598907, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
- Laurens Cherchye & Bram De Rock & Thomas Demuynck, 2017. "Bounding Counterfactual Demand with Unobserved Heterogeneity and Endogenous Expenditures," Working Papers ECARES ECARES 2017-41, ULB -- Universite Libre de Bruxelles.
- 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.
- Bart Capéau & Liebrecht De Sadeleer & Sebastiaan Maes & André Decoster, 2020. "Nonparametric welfare analysis for discrete choice: levels and differences of individual and social welfare," Working Papers of Department of Economics, Leuven 674666, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
- Jerry Hausman & Whitney K. Newey, 2013. "Individual heterogeneity and average welfare," CeMMAP working papers 34/13, Institute for Fiscal Studies.
- Victor H. Aguiar & Nail Kashaev, 2018.
"Stochastic Revealed Preferences with Measurement Error,"
Papers
1810.05287, arXiv.org, revised Sep 2020.
- Victor H Aguiar & Nail Kashaev, 2021. "Stochastic Revealed Preferences with Measurement Error [Consistency between Household-level Consumption Data from Registers and Surveys]," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 88(4), pages 2042-2093.
- Zheng Fang & Juwon Seo, 2019. "A Projection Framework for Testing Shape Restrictions That Form Convex Cones," Papers 1910.07689, arXiv.org, revised Sep 2021.
- Hubner, Stefan, 2016. "Topics in nonparametric identification and estimation," Other publications TiSEM 08fce56b-3193-46e0-871b-0, Tilburg University, School of Economics and Management.
- Tatiana Komarova & Javier Hidalgo, 2019. "Testing nonparametric shape restrictions," Papers 1909.01675, arXiv.org, revised Jun 2020.
- 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.
- Sebastiaan Maes & Raghav Malhotra, 2023. "Robust Hicksian Welfare Analysis under Individual Heterogeneity," Papers 2303.01231, arXiv.org, revised Nov 2023.
- Edvard Bakhitov, 2020. "Frequentist Shrinkage under Inequality Constraints," Papers 2001.10586, arXiv.org.
- Christopher Dobronyi & Christian Gouri'eroux, 2020. "Consumer Theory with Non-Parametric Taste Uncertainty and Individual Heterogeneity," Papers 2010.13937, arXiv.org, revised Jan 2021.
- Jerry Hausman & Whitney K. Newey, 2014. "Individual Heterogeneity and Average Welfare," CeMMAP working papers 42/14, Institute for Fiscal Studies.
- Florian Gunsilius, 2019. "A path-sampling method to partially identify causal effects in instrumental variable models," Papers 1910.09502, arXiv.org, revised Jun 2020.
- 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.
- 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.
- Stefan Hoderlein & Yuya Sasaki, 2013.
"Outcome conditioned treatment effects,"
CeMMAP working papers
CWP39/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Stefan Hoderlein & Yuya Sasaki, 2013. "Outcome Conditioned Treatment Effects," Boston College Working Papers in Economics 840, Boston College Department of Economics.
- Stefan Hoderlein & Yuya Sasaki, 2013. "Outcome conditioned treatment effects," CeMMAP working papers 39/13, Institute for Fiscal Studies.
Cited by:
- 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.
- Xavier d'Haultfoeuille & Stefan Hoderlein & Yuya Sasaki, 2013. "Nonlinear difference-in-differences in repeated cross sections with continuous treatments," CeMMAP working papers 40/13, Institute for Fiscal Studies.
- 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.
- Kasy, Maximilian, "undated". "Instrumental variables with unrestricted heterogeneity and continuous treatment - DON'T CITE! SEE ERRATUM BELOW," Working Paper 33257, Harvard University OpenScholar.
- 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.
- 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.
- 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.
- 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.
Cited by:
- Sam Cosaert & Thomas Demuynck, 2018.
"Nonparametric welfare and demand analysis with unobserved individual heterogeneity,"
ULB Institutional Repository
2013/251988, ULB -- Universite Libre de Bruxelles.
- Sam Cosaert & Thomas Demuynck, 2018. "Nonparametric Welfare and Demand Analysis with Unobserved Individual Heterogeneity," The Review of Economics and Statistics, MIT Press, vol. 100(2), pages 349-361, May.
- Cosaert, S. & Demuynck, T., 2014. "Nonparametric welfare and demand analysis with unobserved individual heterogeneity," Research Memorandum 010, Maastricht University, Graduate School of Business and Economics (GSBE).
- 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.
- Richard Blundell & Joel Horowitz & Matthias Parey, 2018. "Estimation of a Heterogeneous Demand Function with Berkson Errors," Papers 1811.10690, arXiv.org, revised Aug 2019.
- 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.
- Michael Bates & Seolah Kim, 2023. "Estimating the price elasticity of gasoline demand in correlated random coefficient models with endogeneity," German Stata Conference 2023 04, Stata Users Group.
- Michael Bates & Seolah Kim, 2019. "Estimating the Price Elasticity of Gasoline Demand in Correlated Random Coefficient Models with Endogeneity," Working Papers 202304, University of California at Riverside, Department of Economics, revised Aug 2023.
- 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.
- Laurens Cherchye & Thomas Demuynck & Bram De Rock, 2017. "Bounding counterfactual demand with unobserved heterogeneity and endogenous expenditures," Working Papers of Department of Economics, Leuven 598907, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
- Laurens Cherchye & Bram De Rock & Thomas Demuynck, 2017. "Bounding Counterfactual Demand with Unobserved Heterogeneity and Endogenous Expenditures," Working Papers ECARES ECARES 2017-41, ULB -- Universite Libre de Bruxelles.
- Sebastiaan Maes & Raghav Malhotra, 2023. "Robust Hicksian Welfare Analysis under Individual Heterogeneity," Papers 2303.01231, arXiv.org, revised Nov 2023.
- Escanciano, Juan Carlos, 2023. "Irregular identification of structural models with nonparametric unobserved heterogeneity," Journal of Econometrics, Elsevier, vol. 234(1), pages 106-127.
- 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.
- 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.
- 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.
- Xavier d'Haultfoeuille & Stefan Hoderlein & Yuya Sasaki, 2013. "Nonlinear difference-in-differences in repeated cross sections with continuous treatments," CeMMAP working papers 40/13, Institute for Fiscal Studies.
Cited by:
- 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.
- Irene Botosaru & Chris Muris, 2017. "Binarization for panel models with fixed effects," CeMMAP working papers 31/17, Institute for Fiscal Studies.
- 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.
- Clément de Chaisemartin, 2012.
"Fuzzy differences in differences,"
PSE Working Papers
halshs-00671368, HAL.
- Clément de Chaisemartin, 2011. "Fuzzy Differences in Differences," Working Papers 2011-10, Center for Research in Economics and Statistics.
- Clément de Chaisemartin & Xavier d'Haultfoeuille, 2015. "Fuzzy differences-in-differences," CeMMAP working papers 69/15, Institute for Fiscal Studies.
- Clément de Chaisemartin & Xavier d'Haultfoeuille, 2015. "Fuzzy differences-in-differences," CeMMAP working papers CWP69/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- de Chaisemartin, Clement & D'Haultfoeuille, Xavier, 2015. "Fuzzy Differences-in-Differences," The Warwick Economics Research Paper Series (TWERPS) 1065, University of Warwick, Department of Economics.
- Clément de CHAISEMARTIN, 2010. "Fuzzy Differences in Differences," Working Papers 2010-08, Center for Research in Economics and Statistics.
- de Chaisemartin, Clement & D'Haultfoeuille, Xavier, "undated". "Fuzzy Differences-in-Differences," Economic Research Papers 270218, University of Warwick - Department of Economics.
- Clément de Chaisemartin, 2012. "Fuzzy differences in differences," Working Papers halshs-00671368, HAL.
- C de Chaisemartin & X D’HaultfŒuille, 2018. "Fuzzy Differences-in-Differences," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 85(2), pages 999-1028.
- Ghanem, Dalia, 2017. "Testing identifying assumptions in nonseparable panel data models," Journal of Econometrics, Elsevier, vol. 197(2), pages 202-217.
- Clément de Chaisemartin & Xavier d'Haultfoeuille, 2014.
"Fuzzy Changes-in-Changes,"
Working Papers
2014-18, Center for Research in Economics and Statistics.
- de Chaisemartin, Clement & D'Haultfoeuille, Xavier, 2015. "Fuzzy Differences-in-Differences," The Warwick Economics Research Paper Series (TWERPS) 1065, University of Warwick, Department of Economics.
- de Chaisemartin, Clement & D'Haultfoeuille, Xavier, 2014. "Fuzzy Changes-in Changes," CAGE Online Working Paper Series 184, Competitive Advantage in the Global Economy (CAGE).
- Alejo, Javier & Galvao, Antonio F. & Montes-Rojas, Gabriel, 2018. "Quantile continuous treatment effects," Econometrics and Statistics, Elsevier, vol. 8(C), pages 13-36.
- Michela Maria Tincani, 2017. "Heterogeneous Peer Effects and Rank Concerns: Theory and Evidence," CESifo Working Paper Series 6331, CESifo.
- 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.
- 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.
- Florian Gunsilius, 2018. "Point-identification in multivariate nonseparable triangular models," Papers 1806.09680, arXiv.org.
- Michela Tincani, 2017. "Heterogeneous Peer Effects and Rank Concerns: Theory and Evidence," Working Papers 2017-006, Human Capital and Economic Opportunity Working Group.
- Takuya Ishihara, 2020. "Panel Data Quantile Regression for Treatment Effect Models," Papers 2001.04324, arXiv.org, revised Nov 2021.
- 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.
- Fabian Dunker & Stefan Hoderlein & Hiroaki Kaido, 2013. "Random coefficients in static games of complete information," CeMMAP working papers 12/13, Institute for Fiscal Studies.
- 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.
Cited by:
- Fabian Dunker & Stefan Hoderlein & Hiroaki Kaido, 2022.
"Nonparametric Identification of Random Coefficients in Endogenous and Heterogeneous Aggregate Demand Models,"
Papers
2201.06140, arXiv.org.
- 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.
- Fabian Dunker & Stefan Hoderlein & Hiroaki Kaido, 2017. "Nonparametric identification of random coefficients in endogenous and heterogeneous aggregate demand models," CeMMAP working papers 11/17, Institute for Fiscal Studies.
- 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.
- Fabian Dunker & Stefan Hoderlein & Hiroaki Kaido, 2014. "Nonparametric identification of endogenous and heterogeneous aggregate demand models: complements, bundles and the market level," CeMMAP working papers 23/14, Institute for Fiscal Studies.
- Fabian Dunker & Stefan Hoderlein & Hiroaki Kaido, 2014. "Nonparametric identification of endogenous and heterogeneous aggregate demand models: complements, bundles and the market level," CeMMAP working papers CWP23/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- 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.
- Fabian Dunker & Stefan Hoderlein & Hiroaki Kaido, 2014. "Nonparametric Identification of Endogenous and Heterogeneous Aggregate Demand Models: Complements, Bundles and the Market Level," Boston University - Department of Economics - Working Papers Series 2014-005, Boston University - Department of Economics.
- 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 51/15, Institute for Fiscal Studies.
- 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.
- Fabian Dunker & Konstantin Eckle & Katharina Proksch & Johannes Schmidt-Hieber, 2017. "Tests for qualitative features in the random coefficients model," Papers 1704.01066, arXiv.org, revised Mar 2018.
- Breunig, Christoph & Hoderlein, Stefan, 2018.
"Specification Testing in Random Coefficient Models,"
Rationality and Competition Discussion Paper Series
77, CRC TRR 190 Rationality and Competition.
- Christoph Breunig & Stefan Hoderlein, "undated". "Specification Testing in Random Coefficient Models," SFB 649 Discussion Papers SFB649DP2015-053, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Christoph Breunig & Stefan Hoderlein, 2018. "Specification testing in random coefficient models," Quantitative Economics, Econometric Society, vol. 9(3), pages 1371-1417, November.
- Christoph Breunig & Stefan Hoderlein, 2016. "Nonparametric Specification Testing in Random Parameter Models," Boston College Working Papers in Economics 897, Boston College Department of Economics.
- Jeremy Fox & Natalia Lazzati, 2013.
"Identification of discrete choice models for bundles and binary games,"
CeMMAP working papers
04/13, Institute for Fiscal Studies.
- Jeremy Fox & Natalia Lazzati, 2013. "Identification of discrete choice models for bundles and binary games," CeMMAP working papers CWP04/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Matzkin, Rosa L., 2019. "Constructive identification in some nonseparable discrete choice models," Journal of Econometrics, Elsevier, vol. 211(1), pages 83-103.
- 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.
- 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.
- 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.
- Stefan Hoderlein & Robert Sherman, 2012. "Identification And Estimation In A Correlated Random Coefficients Binary Response Model," Boston College Working Papers in Economics 837, Boston College Department of Economics.
Cited by:
- 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.
- 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.
- Hoderlein, Stefan & Holzmann, Hajo & Meister, Alexander, 2017. "The triangular model with random coefficients," Journal of Econometrics, Elsevier, vol. 201(1), pages 144-169.
- 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.
- Breunig, Christoph & Hoderlein, Stefan, 2018.
"Specification Testing in Random Coefficient Models,"
Rationality and Competition Discussion Paper Series
77, CRC TRR 190 Rationality and Competition.
- Christoph Breunig & Stefan Hoderlein, "undated". "Specification Testing in Random Coefficient Models," SFB 649 Discussion Papers SFB649DP2015-053, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Christoph Breunig & Stefan Hoderlein, 2018. "Specification testing in random coefficient models," Quantitative Economics, Econometric Society, vol. 9(3), pages 1371-1417, November.
- 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.
- Fabian Dunker & Stefan Hoderlein & Hiroaki Kaido, 2013. "Random coefficients in static games of complete information," CeMMAP working papers 12/13, Institute for Fiscal Studies.
- 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.
- Stefan Hoderlein & Hajo Holzmann & Alexander Meister, 2015. "The triangular model with random coefficients," CeMMAP working papers 33/15, Institute for Fiscal Studies.
- Christoph Breunig & Stefan Hoderlein, 2016. "Nonparametric Specification Testing in Random Parameter Models," Boston College Working Papers in Economics 897, Boston College Department of Economics.
- Amaresh K Tiwari, 2021. "A Control Function Approach to Estimate Panel Data Binary Response Model," Papers 2102.12927, arXiv.org, revised Sep 2021.
- Escanciano, Juan Carlos, 2023. "Irregular identification of structural models with nonparametric unobserved heterogeneity," Journal of Econometrics, Elsevier, vol. 234(1), pages 106-127.
- Juan Carlos Escanciano, 2020. "Irregular Identification of Structural Models with Nonparametric Unobserved Heterogeneity," Papers 2005.08611, arXiv.org.
- 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).
- 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.
- 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.
- Eric Gautier & Stefan Hoderlein, 2012. "A Triangular Treatment Effect Model With Random Coefficients In The Selection Equation," Boston College Working Papers in Economics 838, Boston College Department of Economics, revised 15 Sep 2015.
Cited by:
- Sokbae (Simon) Lee & Bernard Salanie, 2015.
"Identifying effects of multivalued treatments,"
CeMMAP working papers
72/15, Institute for Fiscal Studies.
- Sokbae (Simon) Lee & Bernard Salanie, 2015. "Identifying effects of multivalued treatments," CeMMAP working papers CWP72/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Sokbae Lee & Bernard Salanié, 2018. "Identifying Effects of Multivalued Treatments," Econometrica, Econometric Society, vol. 86(6), pages 1939-1963, November.
- Sokbae (Simon) Lee & Bernard Salanie, 2018. "Identifying effects of multivalued treatments," CeMMAP working papers CWP34/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Salanié, Bernard, 2015. "Identifying Effects of Multivalued Treatments," CEPR Discussion Papers 10970, C.E.P.R. Discussion Papers.
- Éric Gautier, 2021. "Relaxing Monotonicity in Endogenous Selection Models and Application to Surveys," Post-Print hal-03306234, HAL.
- 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.
- Fabian Dunker & Konstantin Eckle & Katharina Proksch & Johannes Schmidt-Hieber, 2017. "Tests for qualitative features in the random coefficients model," Papers 1704.01066, arXiv.org, revised Mar 2018.
- 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.
- 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.
- Zhan Gao & M. Hashem Pesaran, 2023. "Identification and estimation of categorical random coefficient models," Empirical Economics, Springer, vol. 64(6), pages 2543-2588, June.
- Zhan Gao & M. Hashem Pesaran, 2022. "Identification and Estimation of Categorical Random Coefficient Models," CESifo Working Paper Series 9714, CESifo.
- Zhan Gao & M. Hashem Pesaran, 2023. "Identification and Estimation of Categorical Random Coefficient Models," Papers 2302.14380, arXiv.org.
- Breunig, Christoph & Hoderlein, Stefan, 2018.
"Specification Testing in Random Coefficient Models,"
Rationality and Competition Discussion Paper Series
77, CRC TRR 190 Rationality and Competition.
- Christoph Breunig & Stefan Hoderlein, "undated". "Specification Testing in Random Coefficient Models," SFB 649 Discussion Papers SFB649DP2015-053, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Christoph Breunig & Stefan Hoderlein, 2018. "Specification testing in random coefficient models," Quantitative Economics, Econometric Society, vol. 9(3), pages 1371-1417, November.
- Sloczynski, Tymon, 2021.
"When Should We (Not) Interpret Linear IV Estimands as LATE?,"
IZA Discussion Papers
14349, Institute of Labor Economics (IZA).
- Tymon Sloczynski, 2021. "When Should We (Not) Interpret Linear IV Estimands as LATE?," CESifo Working Paper Series 9064, CESifo.
- Christoph Breunig & Stefan Hoderlein, 2016. "Nonparametric Specification Testing in Random Parameter Models," Boston College Working Papers in Economics 897, Boston College Department of Economics.
- Christophe Gaillac & Eric Gautier, 2021.
"Adaptive estimation in the linear random coefficients model when regressors have limited variation,"
Post-Print
hal-03374805, HAL.
- Gautier, Eric & Gaillac, Christophe, 2019. "Adaptive estimation in the linear random coefficients model when regressors have limited variation," TSE Working Papers 19-1026, Toulouse School of Economics (TSE).
- Christophe Gaillac & Eric Gautier, 2020. "Adaptive estimation in the linear random coefficients model when regressors have limited variation," Working Papers hal-02130472, HAL.
- Kasy, Maximilian, "undated". "Instrumental variables with unrestricted heterogeneity and continuous treatment - DON'T CITE! SEE ERRATUM BELOW," Working Paper 33257, Harvard University OpenScholar.
- Sokbae Lee & Bernard Salani'e, 2018.
"Identifying Effects of Multivalued Treatments,"
Papers
1805.00057, arXiv.org.
- Sokbae (Simon) Lee & Bernard Salanie, 2015. "Identifying effects of multivalued treatments," CeMMAP working papers CWP72/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Sokbae Lee & Bernard Salanié, 2018. "Identifying Effects of Multivalued Treatments," Econometrica, Econometric Society, vol. 86(6), pages 1939-1963, November.
- Sokbae (Simon) Lee & Bernard Salanie, 2018. "Identifying effects of multivalued treatments," CeMMAP working papers CWP34/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Salanié, Bernard, 2015. "Identifying Effects of Multivalued Treatments," CEPR Discussion Papers 10970, C.E.P.R. Discussion Papers.
- 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).
- Eric Gautier & Erwann Le Pennec, 2011. "Adaptive Estimation in the Nonparametric Random Coefficients Binary Choice Model by Needlet Thresholding," Working Papers 2011-20, Center for Research in Economics and Statistics.
- Eric Gautier & Erwan Le Pennec, 2017. "Adaptive estimation in the nonparametric random coefficients binary choice model by needlet thresholding," Working Papers inria-00601274, HAL.
- 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.
- 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.
- 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.
- Nail Kashaev, 2018. "Identification and estimation of multinomial choice models with latent special covariates," Papers 1811.05555, arXiv.org, revised Mar 2022.
- Gaurab Aryal & Federico Zincenko, 2014. "Identification and Estimation of Multidimensional Screening," Papers 1411.6250, arXiv.org, revised Mar 2024.
- 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.
- 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:
- 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.
- Arthur Lewbel & Krishna Pendakur, 2015. "Unobserved Preference Heterogeneity in Demand Using Generalized Random Coefficients," Discussion Papers dp15-12, Department of Economics, Simon Fraser University.
- Arthur Lewbel & Krishna Pendakur, 2012. "Unobserved Preference Heterogeneity in Demand Using Generalized Random Coefficients," Boston College Working Papers in Economics 791, Boston College Department of Economics, revised 01 Jul 2013.
- Arthur Lewbel & Krishna Pendakur, 2015. "Unobserved Preference Heterogeneity in Demand Using Generalized Random Coefficients," Discussion Papers dp16-03, Department of Economics, Simon Fraser University.
- 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.
- Richard Blundell & Joel L. Horowitz & Matthias Parey, 2013. "Nonparametric estimation of a heterogeneous demand function under the Slutsky inequality restriction," CeMMAP working papers CWP54/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Debopam Bhattacharya, 2013.
"Nonparametric Welfare Analysis for Discrete Choice,"
Economics Series Working Papers
669, University of Oxford, Department of Economics.
- Debopam Bhattacharya, 2015. "Nonparametric Welfare Analysis for Discrete Choice," Econometrica, Econometric Society, vol. 83, pages 617-649, March.
- Jerry A. Hausman & Whitney K. Newey, 2016.
"Individual Heterogeneity and Average Welfare,"
Econometrica, Econometric Society, vol. 84, pages 1225-1248, May.
- Jerry Hausman & Whitney K. Newey, 2013. "Individual heterogeneity and average welfare," CeMMAP working papers CWP34/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Jerry Hausman & Whitney K. Newey, 2014. "Individual Heterogeneity and Average Welfare," CeMMAP working papers CWP42/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- 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.
- 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:
- 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.
- 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.
- Stefan Hoderlein, 2009.
"How Many Consumers are Rational?,"
Boston College Working Papers in Economics
748, Boston College Department of Economics.
- Hoderlein, Stefan, 2011. "How many consumers are rational?," Journal of Econometrics, Elsevier, vol. 164(2), pages 294-309, October.
- Stefan Hoderlein, 2009. "How many consumers are rational?," CeMMAP working papers CWP32/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
Cited by:
- Hoderlein, Stefan & Winter, Joachim, 2010.
"Structural measurement errors in nonseparable models,"
Munich Reprints in Economics
19445, University of Munich, Department of Economics.
- Hoderlein, Stefan & Winter, Joachim, 2010. "Structural measurement errors in nonseparable models," Journal of Econometrics, Elsevier, vol. 157(2), pages 432-440, August.
- Stefan Hoderlein & Joachim Winter, 2009. "Structural Measurement Errors in Nonseparable Models," Boston College Working Papers in Economics 750, Boston College Department of Economics.
- Hoderlein, Stefan & Winter, Joachim, 2009. "Structural Measurement Errors in Nonseparable Models," Discussion Papers in Economics 9192, University of Munich, Department of Economics.
- Sam Cosaert & Thomas Demuynck, 2018.
"Nonparametric welfare and demand analysis with unobserved individual heterogeneity,"
ULB Institutional Repository
2013/251988, ULB -- Universite Libre de Bruxelles.
- Sam Cosaert & Thomas Demuynck, 2018. "Nonparametric Welfare and Demand Analysis with Unobserved Individual Heterogeneity," The Review of Economics and Statistics, MIT Press, vol. 100(2), pages 349-361, May.
- Cosaert, S. & Demuynck, T., 2014. "Nonparametric welfare and demand analysis with unobserved individual heterogeneity," Research Memorandum 010, Maastricht University, Graduate School of Business and Economics (GSBE).
- 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.
- Yuichi Kitamura & Jorg Stoye, 2013. "Nonparametric analysis of random utility models: testing," CeMMAP working papers CWP36/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Yuichi Kitamura & Jorg Stoye, 2013. "Nonparametric Analysis of Random Utility Models: Testing," Cowles Foundation Discussion Papers 1902, Cowles Foundation for Research in Economics, Yale University.
- Yuichi Kitamura & Jörg Stoye, 2013. "Nonparametric analysis of random utility models: testing," CeMMAP working papers 36/13, Institute for Fiscal Studies.
- Jean-Pierre H. Dubé, 2018. "Microeconometric Models of Consumer Demand," NBER Working Papers 25215, National Bureau of Economic Research, Inc.
- 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.
- Susanne Schennach & Halbert White & Karim Chalak, 2007. "Local Indirect Least Squares and Average Marginal Effects in Nonseparable Structural Systems," Boston College Working Papers in Economics 680, Boston College Department of Economics, revised 26 Dec 2009.
- 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.
- Kemp-Benedict, Eric, 2013. "Resource Return on Investment under Markup Pricing," MPRA Paper 49154, University Library of Munich, Germany.
- Arie Beresteanu, 2021.
"Identification of Incomplete Preferences,"
Working Paper
7145, Department of Economics, University of Pittsburgh.
- Luca Rigotti & Arie Beresteanu, 2021. "Identification of Incomplete Preferences," Papers 2108.06282, arXiv.org, revised Jun 2022.
- 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.
- Hoderlein, Stefan & Holzmann, Hajo & Meister, Alexander, 2017. "The triangular model with random coefficients," Journal of Econometrics, Elsevier, vol. 201(1), pages 144-169.
- 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.
- INOSE Junya, 2014. "Representative Agent in a Form of Probability Distribution," Discussion papers 14038, Research Institute of Economy, Trade and Industry (RIETI).
- 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.
- 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).
- Anyck Dauphin & Abdel-Rahmen El Lahga & Bernard Fortin & Guy Lacroix, 2008. "Are Children Decision-Makers Within the Household?," Cahiers de recherche 0829, CIRPEE.
- Anyck Dauphin & Abdel‐Rahmen El Lahga & Bernard Fortin & Guy Lacroix, 2011. "Are Children Decision‐Makers within the Household?," Economic Journal, Royal Economic Society, vol. 121(553), pages 871-903, June.
- Anyck Dauphin & Abdel-Rahmen El Lahga & Bernard Fortin & Guy Lacroix, 2010. "Are Children Decision-Makers Within the Household?," CIRANO Working Papers 2010s-17, CIRANO.
- 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.
- 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.
- 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.
- 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.
- Stefan Hoderlein & Halbert White, 2009. "Nonparametric identification in nonseparable panel data models with generalized fixed effects," CeMMAP working papers CWP33/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Halbert White & Karim Chalak, 2010.
"Testing a Conditional Form of Exogeneity,"
Boston College Working Papers in Economics
733, Boston College Department of Economics.
- White, Halbert & Chalak, Karim, 2010. "Testing a conditional form of exogeneity," Economics Letters, Elsevier, vol. 109(2), pages 88-90, November.
- 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.
- Bhattacharya, D., 2018.
"The Empirical Content of Binary Choice Models,"
Cambridge Working Papers in Economics
1883, Faculty of Economics, University of Cambridge.
- Debopam Bhattacharya, 2021. "The Empirical Content of Binary Choice Models," Econometrica, Econometric Society, vol. 89(1), pages 457-474, January.
- Debopam Bhattacharya, 2019. "The Empirical Content of Binary Choice Models," Papers 1902.11012, arXiv.org, revised Oct 2020.
- Jorg Stoye & Yuichi Kitamura, 2017.
"Nonparametric analysis of random utility models,"
CeMMAP working papers
56/17, Institute for Fiscal Studies.
- Yuichi Kitamura & Jörg Stoye, 2016. "Nonparametric analysis of random utility models," CeMMAP working papers 27/16, Institute for Fiscal Studies.
- Yuichi Kitamura & Jorg Stoye, 2016. "Nonparametric analysis of random utility models," CeMMAP working papers CWP27/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Jorg Stoye & Yuichi Kitamura, 2017. "Nonparametric analysis of random utility models," CeMMAP working papers CWP56/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Yuichi Kitamura & Jorg Stoye, 2016. "Nonparametric Analysis of Random Utility Models," Papers 1606.04819, arXiv.org, revised Sep 2018.
- Yuichi Kitamura & Jörg Stoye, 2018. "Nonparametric Analysis of Random Utility Models," Econometrica, Econometric Society, vol. 86(6), pages 1883-1909, November.
- Breunig, Christoph & Hoderlein, Stefan, 2018.
"Specification Testing in Random Coefficient Models,"
Rationality and Competition Discussion Paper Series
77, CRC TRR 190 Rationality and Competition.
- Christoph Breunig & Stefan Hoderlein, "undated". "Specification Testing in Random Coefficient Models," SFB 649 Discussion Papers SFB649DP2015-053, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Christoph Breunig & Stefan Hoderlein, 2018. "Specification testing in random coefficient models," Quantitative Economics, Econometric Society, vol. 9(3), pages 1371-1417, November.
- Arman Bidarbakht Nia, 2017. "A generalization to QUAIDS," Empirical Economics, Springer, vol. 52(1), pages 393-410, February.
- Christoph Breunig & Stefan Hoderlein, 2016. "Nonparametric Specification Testing in Random Parameter Models," Boston College Working Papers in Economics 897, Boston College Department of Economics.
- 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.
- 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.
- 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.
- 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.
- Laurens Cherchye & Thomas Demuynck & Bram De Rock, 2017. "Bounding counterfactual demand with unobserved heterogeneity and endogenous expenditures," Working Papers of Department of Economics, Leuven 598907, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
- Laurens Cherchye & Bram De Rock & Thomas Demuynck, 2017. "Bounding Counterfactual Demand with Unobserved Heterogeneity and Endogenous Expenditures," Working Papers ECARES ECARES 2017-41, ULB -- Universite Libre de Bruxelles.
- Mark Dean & Daniel Martin, 2011. "Testing for Rationality with Consumption Data: Demographics and Heterogeneity," Working Papers 2011-11, Brown University, Department of Economics.
- 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.
- Susanne Schennach & Halbert White & Karim Chalak, 2007. "Local Indirect Least Squares and Average Marginal Effects in Nonseparable Structural Systems," Boston College Working Papers in Economics 680, Boston College Department of Economics, revised 26 Dec 2009.
- Ian Crawford & Matthew Polisson, 2015.
"Demand analysis with partially observed prices,"
IFS Working Papers
W15/16, Institute for Fiscal Studies.
- Ian Crawford & Matthew Polisson, 2015. "Demand Analysis with Partially Observed Prices," Discussion Papers in Economics 15/12, Division of Economics, School of Business, University of Leicester, revised Dec 2016.
- Sam Cosaert & Thomas Demuynck, 2015.
"Revealed preference theory for finite choice sets,"
ULB Institutional Repository
2013/251997, ULB -- Universite Libre de Bruxelles.
- Sam Cosaert & Thomas Demuynck, 2015. "Revealed preference theory for finite choice sets," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 59(1), pages 169-200, May.
- Sam COSAERT & Thomas DEMUYNCK, 2013. "Revealed preference theory for finite choice sets," Working Papers of Department of Economics, Leuven ces13.08, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
- Zheng Fang & Juwon Seo, 2019. "A Projection Framework for Testing Shape Restrictions That Form Convex Cones," Papers 1910.07689, arXiv.org, revised Sep 2021.
- 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.
- Apostolos Serletis & Maksim Isakin, "undated".
"Stochastic Volatility Demand Systems,"
Working Papers
2014-74, Department of Economics, University of Calgary, revised 29 Sep 2014.
- Apostolos Serletis & Maksim Isakin, 2017. "Stochastic volatility demand systems," Econometric Reviews, Taylor & Francis Journals, vol. 36(10), pages 1111-1122, November.
- 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.
- 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.
- Holger Dette & Stefan Hoderlein & Natalie Neumeyer, 2011. "Testing multivariate economic restrictions using quantiles: the example of Slutsky negative semidefiniteness," CeMMAP working papers CWP14/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- 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.
- Hubner, Stefan, 2016. "Topics in nonparametric identification and estimation," Other publications TiSEM 08fce56b-3193-46e0-871b-0, Tilburg University, School of Economics and Management.
- Lu, Xun & White, Halbert, 2014. "Testing for separability in structural equations," Journal of Econometrics, Elsevier, vol. 182(1), pages 14-26.
- 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.
- 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.
- 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.
- Sebastiaan Maes & Raghav Malhotra, 2023. "Robust Hicksian Welfare Analysis under Individual Heterogeneity," Papers 2303.01231, arXiv.org, revised Nov 2023.
- 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.
- 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.
- 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.
- 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.
- Stefan Hoderlein, 2009. "Endogenous semiparametric binary choice models with heteroscedasticity," CeMMAP working papers CWP34/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
Cited by:
- 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.
- Yingying Dong & Arthur Lewbel, 2004. "A Simple Estimator for Binary Choice Models with Endogenous Regressors," Boston College Working Papers in Economics 604, Boston College Department of Economics, revised 15 Jun 2012.
- Yingying Dong & Arthur Lewbel, 2012. "Simple Estimators for Binary Choice Models with Endogenous Regressors," Working Papers 111204, University of California-Irvine, Department of Economics.
- Yingying Dong & Arthur Lewbel, 2012. "A Simple Estimator for Binary Choice Models With Endogenous Regressors," Boston College Working Papers in Economics 807, Boston College Department of Economics.
- 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.
- Yingying Dong & Arthur Lewbel & Thomas Tao Yang, 2012. "Comparing Features of Convenient Estimators for Binary Choice Models With Endogenous Regressors," Boston College Working Papers in Economics 789, Boston College Department of Economics, revised 15 May 2012.
- Andrew Chesher & Adam Rosen, 2012.
"An instrumental variable random coefficients model for binary outcomes,"
CeMMAP working papers
34/12, Institute for Fiscal Studies.
- Andrew Chesher & Adam Rosen, 2012. "An instrumental variable random coefficients model for binary outcomes," CeMMAP working papers CWP34/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Andrew Chesher & Adam M. Rosen, 2014. "An instrumental variable random‐coefficients model for binary outcomes," Econometrics Journal, Royal Economic Society, vol. 17(2), pages 1-19, June.
- 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.
- Stefan Hoderlein & Robert Sherman, 2012. "Identification And Estimation In A Correlated Random Coefficients Binary Response Model," Boston College Working Papers in Economics 837, Boston College Department of Economics.
- 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.
- 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.
- Stefan Hoderlein & Jörg Stoye, 2009.
"Revealed Preferences in a Heterogeneous Population,"
Boston College Working Papers in Economics
745, Boston College Department of Economics.
- 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.
Cited by:
- 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.
- Rahul Deb & Yuichi Kitamura & John K. -H. Quah & Jorg Stoye, 2018. "Revealed Price Preference: Theory and Empirical Analysis," Papers 1801.02702, arXiv.org, revised Apr 2021.
- Rahul Deb & Yuichi Kitamura & John K H Quah & Jörg Stoye, 2023. "Revealed Price Preference: Theory and Empirical Analysis," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 90(2), pages 707-743.
- Ian Crawford & Bram De Rock, 2014.
"Empirical Revealed Preference,"
Annual Review of Economics, Annual Reviews, vol. 6(1), pages 503-524, August.
- Ian Crawford & Bram De Rock, 2013. "Empirical Revealed Preference," Working Papers ECARES ECARES 2013-32, ULB -- Universite Libre de Bruxelles.
- Sam Cosaert & Thomas Demuynck, 2018.
"Nonparametric welfare and demand analysis with unobserved individual heterogeneity,"
ULB Institutional Repository
2013/251988, ULB -- Universite Libre de Bruxelles.
- Sam Cosaert & Thomas Demuynck, 2018. "Nonparametric Welfare and Demand Analysis with Unobserved Individual Heterogeneity," The Review of Economics and Statistics, MIT Press, vol. 100(2), pages 349-361, May.
- Cosaert, S. & Demuynck, T., 2014. "Nonparametric welfare and demand analysis with unobserved individual heterogeneity," Research Memorandum 010, Maastricht University, Graduate School of Business and Economics (GSBE).
- Nobuo Koida & Koji Shirai, 2024. "A dual approach to nonparametric characterization for random utility models," Papers 2403.04328, arXiv.org.
- 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.
- Yuichi Kitamura & Jorg Stoye, 2013. "Nonparametric analysis of random utility models: testing," CeMMAP working papers CWP36/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Yuichi Kitamura & Jorg Stoye, 2013. "Nonparametric Analysis of Random Utility Models: Testing," Cowles Foundation Discussion Papers 1902, Cowles Foundation for Research in Economics, Yale University.
- Yuichi Kitamura & Jörg Stoye, 2013. "Nonparametric analysis of random utility models: testing," CeMMAP working papers 36/13, Institute for Fiscal Studies.
- Kate Ho & Adam M. Rosen, 2015.
"Partial Identification in Applied Research: Benefits and Challenges,"
NBER Working Papers
21641, National Bureau of Economic Research, Inc.
- Kate Ho & Adam Rosen, 2016. "Partial identification in applied research: benefits and challenges," CeMMAP working papers 45/16, Institute for Fiscal Studies.
- Kate Ho & Adam Rosen, 2015. "Partial identification in applied research: benefits and challenges," CeMMAP working papers 64/15, Institute for Fiscal Studies.
- Kate Ho & Adam Rosen, 2016. "Partial identification in applied research: benefits and challenges," CeMMAP working papers CWP45/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Kate Ho & Adam Rosen, 2015. "Partial identification in applied research: benefits and challenges," CeMMAP working papers CWP64/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Ho, Kate & Rosen, Adam M., 2015. "Partial Identification in Applied Research: Benefits and Challenges," CEPR Discussion Papers 10883, C.E.P.R. Discussion Papers.
- Francesca Molinari, 2020.
"Microeconometrics with Partial Identification,"
Papers
2004.11751, arXiv.org.
- Francesca Molinari, 2020. "Microeconometrics with Partial Identi?cation," CeMMAP working papers CWP15/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- 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.
- Laurens Cherchye & Sam Cosaert & Bram De Rock & Pieter Jan Kerstens & Frederic Vermeulen, 2017. "Individual Welfare Analysis for Collective Households," Working Papers ECARES ECARES 2017-44, ULB -- Universite Libre de Bruxelles.
- Laurens Cherchye & Sam Cosaert & Bram De Rock & Pieter Jan Kerstens & Frederic Vermeulen, 2017. "Individual welfare analysis for collective households," Working Papers of Department of Economics, Leuven 599737, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
- 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.
- Lee, Sokbae & Song, Kyungchul & Whang, Yoon-Jae, 2018. "Testing For A General Class Of Functional Inequalities," Econometric Theory, Cambridge University Press, vol. 34(5), pages 1018-1064, October.
- Sokbae Lee & Kyungchul Song & Yoon-Jae Whang, 2014. "Testing For A General Class Of Functional Inequalities," KIER Working Papers 889, Kyoto University, Institute of Economic Research.
- 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.
- Arthur Lewbel & Krishna Pendakur, 2015. "Unobserved Preference Heterogeneity in Demand Using Generalized Random Coefficients," Discussion Papers dp15-12, Department of Economics, Simon Fraser University.
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Journal of Econometrics, Elsevier, vol. 211(2), pages 483-506.
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"Revealed preference theory for finite choice sets,"
ULB Institutional Repository
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"Revealed preference tests for weak separability: An integer programming approach,"
Journal of Econometrics, Elsevier, vol. 186(1), pages 129-141.
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"Testing Multivariate Economic Restrictions Using Quantiles: The Example of Slutsky Negative Semidefiniteness,"
Boston College Working Papers in Economics
836, Boston College Department of Economics.
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Cowles Foundation Discussion Papers
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"Low-rank approximations of nonseparable panel models,"
CeMMAP working papers
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"Fixed effect estimation of large T panel data models,"
CeMMAP working papers
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- Ivan Fernandez-Val & Martin Weidner, 2017. "Fixed effect estimation of large T panel data models," CeMMAP working papers CWP42/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
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"Nonparametric identification in panels using quantiles,"
CeMMAP working papers
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- Victor Chernozhukov & Ivan Fernandez-Val & Stefan Hoderlein & Whitney K. Newey, 2014. "Nonparametric identification in panels using quantiles," CeMMAP working papers 54/14, Institute for Fiscal Studies.
- 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.
- Victor Chernozhukov & Ivan Fernandez-Val & Stefan Hoderlein & Hajo Holzmann & Whitney K. Newey, 2013. "Nonparametric identification in panels using quantiles," CeMMAP working papers CWP66/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
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2019 Annual Meeting, July 21-23, Atlanta, Georgia
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"Set identification via quantile restrictions in short panels,"
Journal of Econometrics, Elsevier, vol. 166(1), pages 127-137.
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- 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.
- Xavier d'Haultfoeuille & Stefan Hoderlein & Yuya Sasaki, 2013. "Nonlinear difference-in-differences in repeated cross sections with continuous treatments," CeMMAP working papers 40/13, Institute for Fiscal Studies.
- 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.
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"Nonlinearity, heterogeneity and unobserved effects in the carbon dioxide emissions-economic developement relation for advanced countries,"
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- 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.
- Cizek, P. & Lei, J., 2013. "Identification and Estimation of Nonseparable Single-Index Models in Panel Data with Correlated Random Effects," Discussion Paper 2013-062, Tilburg University, Center for Economic Research.
- Cizek, P. & Lei, J., 2013. "Identification and Estimation of Nonseparable Single-Index Models in Panel Data with Correlated Random Effects," Other publications TiSEM 73e394eb-6799-4c79-af23-8, Tilburg University, School of Economics and Management.
- Shakeeb Khan & Fu Ouyang & Elie Tamer, 2020. "Inference on Semiparametric Multinomial Response Models," Discussion Papers Series 627, School of Economics, University of Queensland, Australia.
- 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.
- 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.
- 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.
- 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.
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"Selection and parallel trends,"
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2203.09001, arXiv.org, revised Mar 2024.
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"Nonparametric difference-in-differences in repeated cross-sections with continuous treatments,"
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- Louise Laage, 2020. "A Correlated Random Coefficient Panel Model with Time-Varying Endogeneity," Papers 2003.09367, arXiv.org, revised Nov 2022.
- 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.
- Takuya Ishihara, 2020. "Panel Data Quantile Regression for Treatment Effect Models," Papers 2001.04324, arXiv.org, revised Nov 2021.
- 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.
- 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.
- Oliver Linton & Ji-Liang Shiu, 2018. "Semiparametric nonlinear panel data models with measurement error," CeMMAP working papers CWP09/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- 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.
- 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.
- 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.
- Christian Longhi & Antonio Musolesi & Catherine Baumont, 2014. "Modeling structural change in the European metropolitan areas during the process of economic integration," Post-Print halshs-01228053, HAL.
- 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.
- Victor Chernozhukov & Ivan Fernandez-Val & Whitney K. Newey, 2017. "Nonseparable multinomial choice models in cross-section and panel data," CeMMAP working papers CWP33/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Iv'an Fern'andez-Val & Whitney Newey, 2017. "Nonseparable Multinomial Choice Models in Cross-Section and Panel Data," Papers 1706.08418, arXiv.org, revised May 2018.
- Chernozhukov, Victor & Fernández-Val, Iván & Newey, Whitney K., 2019. "Nonseparable multinomial choice models in cross-section and panel data," Journal of Econometrics, Elsevier, vol. 211(1), pages 104-116.
- 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.
- Yuya Sasaki & Takuya Ura, 2021. "Slow Movers in Panel Data," Papers 2110.12041, arXiv.org.
- 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.
- Dalia Ghanem & Sarojini Hirshleifer & Karen Ortiz-Becerra, 2019. "Testing for Attrition Bias in Field Experiments," Working Papers 202010, University of California at Riverside, Department of Economics, revised Mar 2020.
- Sadikoglu, Serhan, 2019. "Essays in econometric theory," Other publications TiSEM 99d83644-f9dc-49e3-a4e1-5, Tilburg University, School of Economics and Management.
- Amaresh K Tiwari, 2021. "A Control Function Approach to Estimate Panel Data Binary Response Model," Papers 2102.12927, arXiv.org, revised Sep 2021.
- Cristian Bartolucci & Mathis Wagner & Claudia Villosio, 2013. "Who Migrates and Why?," Carlo Alberto Notebooks 333, Collegio Carlo Alberto.
- 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.
- Irene Botosaru & Chris Muris & Krishna Pendakur, 2020. "Intertemporal Collective Household Models: Identification in Short Panels with Unobserved Heterogeneity in Resource Shares," CeMMAP working papers CWP26/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- 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.
- 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.
- Cizek, Pavel & Sadikoglu, Serhan, 2022. "Nonseparable Panel Models with Index Structure and Correlated Random Effects," Other publications TiSEM 7899deb9-0eda-47e6-a3b8-2, Tilburg University, School of Economics and Management.
- 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.
- Shakeeb Khan & Fu Ouyang & Elie Tamer, 2021. "Inference on semiparametric multinomial response models," Quantitative Economics, Econometric Society, vol. 12(3), pages 743-777, July.
- 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.
- 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).
- Irene Botosaru & Chris Muris, 2022. "Identification of time-varying counterfactual parameters in nonlinear panel models," Papers 2212.09193, arXiv.org, revised Nov 2023.
- Hugo Freeman, 2022. "Multidimensional Interactive Fixed-Effects," Papers 2209.11691, arXiv.org, revised Mar 2023.
- 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.
- Hoderlein, Stefan & Winter, Joachim, 2009.
"Structural Measurement Errors in Nonseparable Models,"
Discussion Papers in Economics
9192, University of Munich, Department of Economics.
- Hoderlein, Stefan & Winter, Joachim, 2010. "Structural measurement errors in nonseparable models," Journal of Econometrics, Elsevier, vol. 157(2), pages 432-440, August.
- Hoderlein, Stefan & Winter, Joachim, 2010. "Structural measurement errors in nonseparable models," Munich Reprints in Economics 19445, University of Munich, Department of Economics.
- Stefan Hoderlein & Joachim Winter, 2009. "Structural Measurement Errors in Nonseparable Models," Boston College Working Papers in Economics 750, Boston College Department of Economics.
Cited by:
- Hoderlein, Stefan & Winter, Joachim, 2010.
"Structural measurement errors in nonseparable models,"
Munich Reprints in Economics
19445, University of Munich, Department of Economics.
- Hoderlein, Stefan & Winter, Joachim, 2010. "Structural measurement errors in nonseparable models," Journal of Econometrics, Elsevier, vol. 157(2), pages 432-440, August.
- Stefan Hoderlein & Joachim Winter, 2009. "Structural Measurement Errors in Nonseparable Models," Boston College Working Papers in Economics 750, Boston College Department of Economics.
- Hoderlein, Stefan & Winter, Joachim, 2009. "Structural Measurement Errors in Nonseparable Models," Discussion Papers in Economics 9192, University of Munich, Department of Economics.
- 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.
- Susanne Schennach & Halbert White & Karim Chalak, 2007. "Local Indirect Least Squares and Average Marginal Effects in Nonseparable Structural Systems," Boston College Working Papers in Economics 680, Boston College Department of Economics, revised 26 Dec 2009.
- 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.
- Susanne M. Schennach, 2012.
"Measurement error in nonlinear models - a review,"
CeMMAP working papers
41/12, Institute for Fiscal Studies.
- Susanne M. Schennach, 2012. "Measurement error in nonlinear models - a review," CeMMAP working papers CWP41/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Battistin, Erich & De Nadai, Michele & Krishnan, Nandini, 2020.
"The Insights and Illusions of Consumption Measurements,"
IZA Discussion Papers
13222, Institute of Labor Economics (IZA).
- Battistin,Erich & De Nadai,Michele & Krishnan,Nandini, 2020. "The Insights and Illusions of Consumption Measurements," Policy Research Working Paper Series 9255, The World Bank.
- Battistin, Erich & De Nadai, Michele & Krishnan, Nandini, 2020. "The Insights and Illusions of Consumption Measurements," CEPR Discussion Papers 14730, C.E.P.R. Discussion Papers.
- 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.
- Christoph Breunig & Stephan Martin, 2020. "Nonclassical Measurement Error in the Outcome Variable," Papers 2009.12665, arXiv.org, revised May 2021.
- Battistin, Erich & De Nadai, Michele & Krishnan, Nandini, 2023. "The insights and illusions of consumption measurements," Journal of Development Economics, Elsevier, vol. 161(C).
- 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.
- Drerup, Tilman & Enke, Benjamin & von Gaudecker, Hans-Martin, 2014. "Measurement Error in Subjective Expectation and the Empirical Content of Economic Models," MEA discussion paper series 201414, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy.
- Drerup, Tilman & Enke, Benjamin & Gaudecker, Hans-Martin von, 2014. "Measurement Error in Subjective Expectations and the Empirical Content of Economic Models," IZA Discussion Papers 8535, Institute of Labor Economics (IZA).
- 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.
- Thomas F. Crossley & Joachim K. Winter, 2014. "Asking Households about Expenditures: What Have We Learned?," NBER Chapters, in: Improving the Measurement of Consumer Expenditures, pages 23-50, National Bureau of Economic Research, Inc.
- 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.
- Thomas Crossley & Peter Levell & Stavros Poupakis, 2020.
"Regression with an imputed dependent variable,"
IFS Working Papers
W20/25, Institute for Fiscal Studies.
- F. Crossley, Thomas & Levell, Peter & Poupakis, Stavros, 2019. "Regression with an imputed dependent variable," ISER Working Paper Series 2019-07, Institute for Social and Economic Research.
- Thomas F. Crossley & Peter Levell & Stavros Poupakis, 2022. "Regression with an imputed dependent variable," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(7), pages 1277-1294, November.
- Thomas Crossley & Peter Levell & Stavros Poupakis, 2019. "Regression with an Imputed Dependent Variable," IFS Working Papers W19/16, Institute for Fiscal Studies.
- 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.
- 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.
- 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.
- 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.
Cited by:
- Yevgeniy Kovchegov & Nese Yildiz, 2014. "Orthogonal Polynomials for Seminonparametric Instrumental Variables Model," Papers 1409.1620, arXiv.org.
- 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.
- 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.
- Samuele Centorrino & Frederique Feve & Jean-Pierre Florens, 2017. "Additive Nonparametric Instrumental Regressions: A Guide to Implementation," Department of Economics Working Papers 17-06, Stony Brook University, Department of Economics.
- Gagliardini, Patrick & Scaillet, Olivier, 2012. "Tikhonov regularization for nonparametric instrumental variable estimators," Journal of Econometrics, Elsevier, vol. 167(1), pages 61-75.
- Cohen, Michael & Shaw, Philip & Chen, Tao, 2008.
"Nonparametric Instrumental Variable Estimation in Practice,"
Research Reports
149936, University of Connecticut, Food Marketing Policy Center.
- Michael Cohen & Philip Shaw & Tao Chen, 2008. "Nonparametric Instrumental Variable Estimation in Practice," Food Marketing Policy Center Research Reports 111, University of Connecticut, Department of Agricultural and Resource Economics, Charles J. Zwick Center for Food and Resource Policy.
- Shaw Philip & Cohen Michael Andrew & Chen Tao, 2016. "Nonparametric Instrumental Variable Estimation in Practice," Journal of Econometric Methods, De Gruyter, vol. 5(1), pages 153-177, January.
- Joel L. Horowitz, 2013. "Ill-posed inverse problems in economics," CeMMAP working papers 37/13, Institute for Fiscal Studies.
- 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.
- 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.
Cited by:
- Victor Chernozhukov & Jerry A. Hausman & Whitney K. Newey, 2019.
"Demand Analysis with Many Prices,"
NBER Working Papers
26424, National Bureau of Economic Research, Inc.
- Victor Chernozhukov & Jerry Hausman & Whitney K. Newey, 2019. "Demand analysis with many prices," CeMMAP working papers CWP59/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Christoph Breunig & Stefan Hoderlein, "undated".
"Specification Testing in Random Coefficient Models,"
SFB 649 Discussion Papers
SFB649DP2015-053, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Christoph Breunig & Stefan Hoderlein, 2018. "Specification testing in random coefficient models," Quantitative Economics, Econometric Society, vol. 9(3), pages 1371-1417, November.
- Breunig, Christoph & Hoderlein, Stefan, 2018. "Specification Testing in Random Coefficient Models," Rationality and Competition Discussion Paper Series 77, CRC TRR 190 Rationality and Competition.
Cited by:
- 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.
- Zhan Gao & M. Hashem Pesaran, 2023. "Identification and estimation of categorical random coefficient models," Empirical Economics, Springer, vol. 64(6), pages 2543-2588, June.
- Zhan Gao & M. Hashem Pesaran, 2022. "Identification and Estimation of Categorical Random Coefficient Models," CESifo Working Paper Series 9714, CESifo.
- Zhan Gao & M. Hashem Pesaran, 2023. "Identification and Estimation of Categorical Random Coefficient Models," Papers 2302.14380, arXiv.org.
- Christophe Gaillac & Eric Gautier, 2021.
"Adaptive estimation in the linear random coefficients model when regressors have limited variation,"
Post-Print
hal-03374805, HAL.
- Gautier, Eric & Gaillac, Christophe, 2019. "Adaptive estimation in the linear random coefficients model when regressors have limited variation," TSE Working Papers 19-1026, Toulouse School of Economics (TSE).
- Christophe Gaillac & Eric Gautier, 2020. "Adaptive estimation in the linear random coefficients model when regressors have limited variation," Working Papers hal-02130472, HAL.
- Breunig, Christoph, 2021. "Varying random coefficient models," Journal of Econometrics, Elsevier, vol. 221(2), pages 381-408.
Articles
- 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.
- 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.
- Juan Carlos Escanciano & Stefan Hoderlein & Arthur Lewbel & Oliver Linton & Sorawoot Srisuma, 2010. "Nonparametric Euler Equation Identification and Estimation," Boston College Working Papers in Economics 757, Boston College Department of Economics, revised 15 Mar 2020.
- Juan Carlos Escanciano & Stefan Hoderlein & Arthur Lewbel & Oliver Linton & Sorawoot Srisuma, 2015. "Nonparametric Euler equation identification and estimation," CeMMAP working papers 61/15, Institute for Fiscal Studies.
- 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.
- Juan Carlos Escanciano & Stefan Hoderlein & Arthur Lewbel & Oliver Linton, 2015. "Nonparametric Euler Equation Identification andEstimation," Cambridge Working Papers in Economics 1560, Faculty of Economics, University of Cambridge.
- 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.
- Breunig, Christoph & Hoderlein, Stefan, 2018. "Specification Testing in Random Coefficient Models," Rationality and Competition Discussion Paper Series 77, CRC TRR 190 Rationality and Competition.
- Christoph Breunig & Stefan Hoderlein, "undated". "Specification Testing in Random Coefficient Models," SFB 649 Discussion Papers SFB649DP2015-053, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- 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.
- 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.
- 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:
- Fabian Dunker & Stefan Hoderlein & Hiroaki Kaido, 2022.
"Nonparametric Identification of Random Coefficients in Endogenous and Heterogeneous Aggregate Demand Models,"
Papers
2201.06140, arXiv.org.
- 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.
- Fabian Dunker & Stefan Hoderlein & Hiroaki Kaido, 2017. "Nonparametric identification of random coefficients in endogenous and heterogeneous aggregate demand models," CeMMAP working papers 11/17, Institute for Fiscal Studies.
- 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.
- Roy Allen & John Rehbeck, 2020. "Identification of Random Coefficient Latent Utility Models," Papers 2003.00276, arXiv.org.
- Fabian Dunker & Stefan Hoderlein & Hiroaki Kaido, 2022.
"Nonparametric Identification of Random Coefficients in Endogenous and Heterogeneous Aggregate Demand Models,"
Papers
2201.06140, arXiv.org.
- 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:
- 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.
- Nir Billfeld & Moshe Kim, 2024. "Context-dependent Causality (the Non-Nonotonic Case)," Papers 2404.05021, arXiv.org.
- 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.
- 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.
- Stefan Hoderlein & Lars Nesheim & Anna Simoni, 2017. "Semiparametric Estimation Of Random Coefficients In Structural Economic Models," Post-Print hal-03089886, HAL.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- Holger Dette & Stefan Hoderlein & Natalie Neumeyer, 2011. "Testing multivariate economic restrictions using quantiles: the example of Slutsky negative semidefiniteness," CeMMAP working papers CWP14/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- 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.
- 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.
- 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.
- Victor Chernozhukov & Ivan Fernandez-Val & Stefan Hoderlein & Whitney K. Newey, 2014. "Nonparametric identification in panels using quantiles," CeMMAP working papers 54/14, Institute for Fiscal Studies.
- 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.
- 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.
- Victor Chernozhukov & Ivan Fernandez-Val & Stefan Hoderlein & Hajo Holzmann & Whitney K. Newey, 2013. "Nonparametric identification in panels using quantiles," CeMMAP working papers CWP66/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Ivan Fernandez-Val & Stefan Hoderlein & Hajo Holzmann & Whitney Newey, 2013. "Nonparametric Identification in Panels using Quantiles," Papers 1312.4094, arXiv.org, revised Aug 2014.
- 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.
- Stefan Hoderlein & Robert Sherman, 2012. "Identification And Estimation In A Correlated Random Coefficients Binary Response Model," Boston College Working Papers in Economics 837, Boston College Department of Economics.
- 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.
- 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:
- Sam Cosaert & Thomas Demuynck, 2018.
"Nonparametric welfare and demand analysis with unobserved individual heterogeneity,"
ULB Institutional Repository
2013/251988, ULB -- Universite Libre de Bruxelles.
- Sam Cosaert & Thomas Demuynck, 2018. "Nonparametric Welfare and Demand Analysis with Unobserved Individual Heterogeneity," The Review of Economics and Statistics, MIT Press, vol. 100(2), pages 349-361, May.
- Cosaert, S. & Demuynck, T., 2014. "Nonparametric welfare and demand analysis with unobserved individual heterogeneity," Research Memorandum 010, Maastricht University, Graduate School of Business and Economics (GSBE).
- 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.
- Yuichi Kitamura & Jorg Stoye, 2013. "Nonparametric analysis of random utility models: testing," CeMMAP working papers CWP36/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Yuichi Kitamura & Jorg Stoye, 2013. "Nonparametric Analysis of Random Utility Models: Testing," Cowles Foundation Discussion Papers 1902, Cowles Foundation for Research in Economics, Yale University.
- Yuichi Kitamura & Jörg Stoye, 2013. "Nonparametric analysis of random utility models: testing," CeMMAP working papers 36/13, Institute for Fiscal Studies.
- Changkuk Im & John Rehbeck, 2021. "Non-rationalizable Individuals, Stochastic Rationalizability, and Sampling," Papers 2102.03436, arXiv.org, revised Oct 2021.
- Jorg Stoye & Yuichi Kitamura, 2017.
"Nonparametric analysis of random utility models,"
CeMMAP working papers
56/17, Institute for Fiscal Studies.
- Yuichi Kitamura & Jörg Stoye, 2016. "Nonparametric analysis of random utility models," CeMMAP working papers 27/16, Institute for Fiscal Studies.
- Yuichi Kitamura & Jorg Stoye, 2016. "Nonparametric analysis of random utility models," CeMMAP working papers CWP27/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Jorg Stoye & Yuichi Kitamura, 2017. "Nonparametric analysis of random utility models," CeMMAP working papers CWP56/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Yuichi Kitamura & Jorg Stoye, 2016. "Nonparametric Analysis of Random Utility Models," Papers 1606.04819, arXiv.org, revised Sep 2018.
- Yuichi Kitamura & Jörg Stoye, 2018. "Nonparametric Analysis of Random Utility Models," Econometrica, Econometric Society, vol. 86(6), pages 1883-1909, November.
- Richard Blundell & Dennis Kristensen & Rosa Matzkin, 2017.
"Individual counterfactuals with multidimensional unobserved heterogeneity,"
CeMMAP working papers
60/17, Institute for Fiscal Studies.
- Richard Blundell & Dennis Kristensen & Rosa Matzkin, 2017. "Individual counterfactuals with multidimensional unobserved heterogeneity," CeMMAP working papers CWP60/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Im, Changkuk & Rehbeck, John, 2022. "Non-rationalizable individuals and stochastic rationalizability," Economics Letters, Elsevier, vol. 219(C).
- Roy Allen & John Rehbeck, 2020. "Counterfactual and Welfare Analysis with an Approximate Model," Papers 2009.03379, arXiv.org.
- Adams-Prassl, Abigail, 2019. "Mutually Consistent Revealed Preference Demand Predictions," CEPR Discussion Papers 13580, C.E.P.R. Discussion Papers.
- Stoye, Jörg, 2019.
"Revealed Stochastic Preference: A one-paragraph proof and generalization,"
Economics Letters, Elsevier, vol. 177(C), pages 66-68.
- Jorg Stoye, 2018. "Revealed Stochastic Preference: A One-Paragraph Proof and Generalization," Papers 1810.10604, arXiv.org, revised Feb 2019.
- Ian Crawford & Matthew Polisson, 2015.
"Demand analysis with partially observed prices,"
IFS Working Papers
W15/16, Institute for Fiscal Studies.
- Ian Crawford & Matthew Polisson, 2015. "Demand Analysis with Partially Observed Prices," Discussion Papers in Economics 15/12, Division of Economics, School of Business, University of Leicester, revised Dec 2016.
- Timothy Christensen & Hyungsik Roger Moon & Frank Schorfheide, 2022. "Optimal Decision Rules when Payoffs are Partially Identified," Papers 2204.11748, arXiv.org, revised May 2023.
- 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.
- Charles F. Manski, 2012. "Identification of income-leisure preferences and evaluation of income tax policy," CeMMAP working papers 07/12, Institute for Fiscal Studies.
- Charles F. Manski, 2012. "Identification of income-leisure preferences and evaluation of income tax policy," CeMMAP working papers CWP07/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- 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.
- Sebastiaan Maes & Raghav Malhotra, 2023. "Robust Hicksian Welfare Analysis under Individual Heterogeneity," Papers 2303.01231, arXiv.org, revised Nov 2023.
- Yuichi Kitamura & Jorg Stoye, 2019. "Nonparametric Counterfactuals in Random Utility Models," Papers 1902.08350, arXiv.org, revised May 2019.
- Daniele Caliari & Henrik Petri, 2024. "Irrational Random Utility Models," Papers 2403.10208, arXiv.org.
- 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.
- Pawel Dziewulski & Roy Allen & John Rehbeck, 2021. "Making sense of monkey business: Re-examining tests of animal rationality," Working Paper Series 0321, Department of Economics, University of Sussex Business School.
- 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.
- Sam Cosaert & Thomas Demuynck, 2018.
"Nonparametric welfare and demand analysis with unobserved individual heterogeneity,"
ULB Institutional Repository
2013/251988, ULB -- Universite Libre de Bruxelles.
- 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.
- Stefan Hoderlein & Jörg Stoye, 2009. "Revealed Preferences in a Heterogeneous Population," Boston College Working Papers in Economics 745, Boston College Department of Economics.
- 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.
- 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.
- 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.
- 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.
- Stefan Hoderlein & Halbert White, 2009. "Nonparametric identification in nonseparable panel data models with generalized fixed effects," CeMMAP working papers CWP33/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- 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.
- Stefan Hoderlein, 2009. "How Many Consumers are Rational?," Boston College Working Papers in Economics 748, Boston College Department of Economics.
- Stefan Hoderlein, 2009. "How many consumers are rational?," CeMMAP working papers CWP32/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- 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.
- 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.
- 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:
- 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.
- 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.
- Lena Boneva (Körber) & Oliver Linton & Michael Vogt, 2013. "A semiparametric model for heterogeneous panel data with fixed effects," CeMMAP working papers CWP02/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- 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.
- 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.
- Richiardi Matteo & Poggi Ambra, 2012. "Imputing Individual Effects in Dynamic Microsimulation Models. An application of the Rank Method," Department of Economics and Statistics Cognetti de Martiis. Working Papers 201213, University of Turin.
- Ambra Poggi & Matteo G. Richiardi, 2012. "Imputing Individual Effects in Dynamic Microsimulation Models.An application of the Rank Method," LABORatorio R. Revelli Working Papers Series 124, LABORatorio R. Revelli, Centre for Employment Studies.
- 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.
- 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.
- 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.
- 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.
- Lee, Jungyoon & Robinson, Peter M., 2015. "Panel nonparametric regression with fixed effects," Journal of Econometrics, Elsevier, vol. 188(2), pages 346-362.
- 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.
- Hoderlein, Stefan & Winter, Joachim, 2010. "Structural measurement errors in nonseparable models," Munich Reprints in Economics 19445, University of Munich, Department of Economics.
- Stefan Hoderlein & Joachim Winter, 2009. "Structural Measurement Errors in Nonseparable Models," Boston College Working Papers in Economics 750, Boston College Department of Economics.
- Hoderlein, Stefan & Winter, Joachim, 2009. "Structural Measurement Errors in Nonseparable Models," Discussion Papers in Economics 9192, University of Munich, Department of Economics.
- 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:
- Breitung, Jörg & Salish, Nazarii, 2021. "Estimation of heterogeneous panels with systematic slope variations," Journal of Econometrics, Elsevier, vol. 220(2), pages 399-415.
- 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.
- Eric Gautier & Stefan Soderlein, 2011. "Estimating the Distribution of Treatment Effects," Working Papers 2011-25, Center for Research in Economics and Statistics.
- Fabian Dunker & Stefan Hoderlein & Hiroaki Kaido, 2022.
"Nonparametric Identification of Random Coefficients in Endogenous and Heterogeneous Aggregate Demand Models,"
Papers
2201.06140, arXiv.org.
- 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.
- Fabian Dunker & Stefan Hoderlein & Hiroaki Kaido, 2017. "Nonparametric identification of random coefficients in endogenous and heterogeneous aggregate demand models," CeMMAP working papers 11/17, Institute for Fiscal Studies.
- 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.
- 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.
- 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.
- Stefan Hoderlein & Lars Nesheim & Anna Simoni, 2017. "Semiparametric Estimation Of Random Coefficients In Structural Economic Models," Post-Print hal-03089886, HAL.
- 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.
- Fabian Dunker & Stefan Hoderlein & Hiroaki Kaido, 2014. "Nonparametric identification of endogenous and heterogeneous aggregate demand models: complements, bundles and the market level," CeMMAP working papers 23/14, Institute for Fiscal Studies.
- Fabian Dunker & Stefan Hoderlein & Hiroaki Kaido, 2014. "Nonparametric identification of endogenous and heterogeneous aggregate demand models: complements, bundles and the market level," CeMMAP working papers CWP23/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- 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.
- Fabian Dunker & Stefan Hoderlein & Hiroaki Kaido, 2014. "Nonparametric Identification of Endogenous and Heterogeneous Aggregate Demand Models: Complements, Bundles and the Market Level," Boston University - Department of Economics - Working Papers Series 2014-005, Boston University - Department of Economics.
- 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 51/15, Institute for Fiscal Studies.
- Christoph Breunig, 2018. "Varying Random Coefficient Models," Papers 1804.03110, arXiv.org, revised Aug 2020.
- 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.
- 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.
- Hoderlein, Stefan & Holzmann, Hajo & Meister, Alexander, 2017. "The triangular model with random coefficients," Journal of Econometrics, Elsevier, vol. 201(1), pages 144-169.
- 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.
- Chalak, Karim, 2019. "A note on the robustness of quantile treatment effect estimands," Economics Letters, Elsevier, vol. 185(C).
- 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.
- Fabian Dunker & Konstantin Eckle & Katharina Proksch & Johannes Schmidt-Hieber, 2017. "Tests for qualitative features in the random coefficients model," Papers 1704.01066, arXiv.org, revised Mar 2018.
- 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.
- Arthur Lewbel & Krishna Pendakur, 2015. "Unobserved Preference Heterogeneity in Demand Using Generalized Random Coefficients," Discussion Papers dp15-12, Department of Economics, Simon Fraser University.
- Arthur Lewbel & Krishna Pendakur, 2012. "Unobserved Preference Heterogeneity in Demand Using Generalized Random Coefficients," Boston College Working Papers in Economics 791, Boston College Department of Economics, revised 01 Jul 2013.
- Arthur Lewbel & Krishna Pendakur, 2015. "Unobserved Preference Heterogeneity in Demand Using Generalized Random Coefficients," Discussion Papers dp16-03, Department of Economics, Simon Fraser University.
- 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.
- 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.
- Zhan Gao & M. Hashem Pesaran, 2023. "Identification and estimation of categorical random coefficient models," Empirical Economics, Springer, vol. 64(6), pages 2543-2588, June.
- Zhan Gao & M. Hashem Pesaran, 2022. "Identification and Estimation of Categorical Random Coefficient Models," CESifo Working Paper Series 9714, CESifo.
- Zhan Gao & M. Hashem Pesaran, 2023. "Identification and Estimation of Categorical Random Coefficient Models," Papers 2302.14380, arXiv.org.
- Hoderlein, Stefan, 2011.
"How many consumers are rational?,"
Journal of Econometrics, Elsevier, vol. 164(2), pages 294-309, October.
- Stefan Hoderlein, 2009. "How Many Consumers are Rational?," Boston College Working Papers in Economics 748, Boston College Department of Economics.
- Stefan Hoderlein, 2009. "How many consumers are rational?," CeMMAP working papers CWP32/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Manuel Arellano & Stéphane Bonhomme, 2009.
"Identifying Distributional Characteristics in Random Coefficients Panel Data Models,"
Working Papers
wp2009_0904, CEMFI.
- Manuel Arellano & Stéphane Bonhomme, 2009. "Identifying distributional characteristics in random coefficients panel data models," CeMMAP working papers CWP22/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Manuel Arellano & Stéphane Bonhomme, 2012. "Identifying Distributional Characteristics in Random Coefficients Panel Data Models," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 79(3), pages 987-1020.
- 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.
- Lena Boneva (Körber) & Oliver Linton & Michael Vogt, 2013. "A semiparametric model for heterogeneous panel data with fixed effects," CeMMAP working papers CWP02/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- 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.
- Joel L. Horowitz, 2013. "Ill-posed inverse problems in economics," CeMMAP working papers 37/13, Institute for Fiscal Studies.
- 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.
- 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.
- Fabian Dunker & Stefan Hoderlein & Hiroaki Kaido, 2013. "Random coefficients in static games of complete information," CeMMAP working papers 12/13, Institute for Fiscal Studies.
- 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.
- 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.
- 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.
- Krishna Pendakur, 2018. "Welfare analysis when people are different," Canadian Journal of Economics, Canadian Economics Association, vol. 51(2), pages 321-360, May.
- Christophe Gaillac & Eric Gautier, 2021.
"Adaptive estimation in the linear random coefficients model when regressors have limited variation,"
Post-Print
hal-03374805, HAL.
- Gautier, Eric & Gaillac, Christophe, 2019. "Adaptive estimation in the linear random coefficients model when regressors have limited variation," TSE Working Papers 19-1026, Toulouse School of Economics (TSE).
- Christophe Gaillac & Eric Gautier, 2020. "Adaptive estimation in the linear random coefficients model when regressors have limited variation," Working Papers hal-02130472, HAL.
- Gimenes, Nathalie & Guerre, Emmanuel, 2022. "Quantile regression methods for first-price auctions," Journal of Econometrics, Elsevier, vol. 226(2), pages 224-247.
- 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.
- 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.
- 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.
- Eric Gautier & Stefan Hoderlein, 2012. "A Triangular Treatment Effect Model With Random Coefficients In The Selection Equation," Boston College Working Papers in Economics 838, Boston College Department of Economics, revised 15 Sep 2015.
- 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.
- 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).
- Eric Gautier & Erwann Le Pennec, 2011. "Adaptive Estimation in the Nonparametric Random Coefficients Binary Choice Model by Needlet Thresholding," Working Papers 2011-20, Center for Research in Economics and Statistics.
- Eric Gautier & Erwan Le Pennec, 2017. "Adaptive estimation in the nonparametric random coefficients binary choice model by needlet thresholding," Working Papers inria-00601274, HAL.
- 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.
- Arthur Lewbel, 2012. "An Overview of the Special Regressor Method," Boston College Working Papers in Economics 810, Boston College Department of Economics.
- 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.
- Breunig, Christoph, 2021. "Varying random coefficient models," Journal of Econometrics, Elsevier, vol. 221(2), pages 381-408.
- Wang, Ao, 2023. "Sieve BLP: A semi-nonparametric model of demand for differentiated products," Journal of Econometrics, Elsevier, vol. 235(2), pages 325-351.
- Jayeeta Bhattacharya, 2020. "Quantile regression with generated dependent variable and covariates," Papers 2012.13614, arXiv.org.
- Ben-Moshe, Dan, 2018. "Identification Of Joint Distributions In Dependent Factor Models," Econometric Theory, Cambridge University Press, vol. 34(1), pages 134-165, February.
- Escanciano, Juan Carlos, 2023. "Irregular identification of structural models with nonparametric unobserved heterogeneity," Journal of Econometrics, Elsevier, vol. 234(1), pages 106-127.
- 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.
- Juan Carlos Escanciano, 2020. "Irregular Identification of Structural Models with Nonparametric Unobserved Heterogeneity," Papers 2005.08611, arXiv.org.
- 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.
- 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:
- Victor Aguiar & Roberto Serrano, 2015. "Slutsky Matrix Norms and Revealed Preference Tests of Consumer Behaviour," Working Papers 2015-1, Brown University, Department of Economics.
- 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.
- 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.
- 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.
- 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.
- 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).
- Anyck Dauphin & Abdel-Rahmen El Lahga & Bernard Fortin & Guy Lacroix, 2008. "Are Children Decision-Makers Within the Household?," Cahiers de recherche 0829, CIRPEE.
- Anyck Dauphin & Abdel‐Rahmen El Lahga & Bernard Fortin & Guy Lacroix, 2011. "Are Children Decision‐Makers within the Household?," Economic Journal, Royal Economic Society, vol. 121(553), pages 871-903, June.
- Anyck Dauphin & Abdel-Rahmen El Lahga & Bernard Fortin & Guy Lacroix, 2010. "Are Children Decision-Makers Within the Household?," CIRANO Working Papers 2010s-17, CIRANO.
- 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.
- Mogens Fosgerau & Julien Monardo & André de Palma, 2022. "The Inverse Product Differentiation Logit Model," THEMA Working Papers 2022-22, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
- Mogens Fosgerau & Julien Monardo & André de Palma, 2019. "The Inverse Product Differentiation Logit Model," Working Papers hal-02183411, HAL.
- Hoderlein, Stefan, 2011.
"How many consumers are rational?,"
Journal of Econometrics, Elsevier, vol. 164(2), pages 294-309, October.
- Stefan Hoderlein, 2009. "How Many Consumers are Rational?," Boston College Working Papers in Economics 748, Boston College Department of Economics.
- Stefan Hoderlein, 2009. "How many consumers are rational?," CeMMAP working papers CWP32/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- 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.
- Joel L. Horowitz, 2013. "Ill-posed inverse problems in economics," CeMMAP working papers 37/13, Institute for Fiscal Studies.
- 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.
- Victor Chernozhukov & Whitney K. Newey & Andres Santos, 2015. "Constrained conditional moment restriction models," CeMMAP working papers 59/15, Institute for Fiscal Studies.
- Victor Chernozhukov & Whitney K. Newey & Andres Santos, 2023. "Constrained Conditional Moment Restriction Models," Econometrica, Econometric Society, vol. 91(2), pages 709-736, March.
- Adams-Prassl, Abigail, 2019. "Mutually Consistent Revealed Preference Demand Predictions," CEPR Discussion Papers 13580, C.E.P.R. Discussion Papers.
- 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.
- Christian Dudel & Jan Marvin Garbuszus & Julian Schmied, 2021. "Assessing differences in household needs: a comparison of approaches for the estimation of equivalence scales using German expenditure data," Empirical Economics, Springer, vol. 60(4), pages 1629-1659, April.
- 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.
- Richard Blundell & Dennis Kristensen & Rosa Matzkin, 2011. "Bounding quantile demand functions using revealed preference inequalities," CeMMAP working papers CWP21/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Ian Crawford & Matthew Polisson, 2015.
"Demand analysis with partially observed prices,"
IFS Working Papers
W15/16, Institute for Fiscal Studies.
- Ian Crawford & Matthew Polisson, 2015. "Demand Analysis with Partially Observed Prices," Discussion Papers in Economics 15/12, Division of Economics, School of Business, University of Leicester, revised Dec 2016.
- 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.
- 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.
- Holger Dette & Stefan Hoderlein & Natalie Neumeyer, 2011. "Testing multivariate economic restrictions using quantiles: the example of Slutsky negative semidefiniteness," CeMMAP working papers CWP14/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Peter Levell, 2014. "Revealed preference and consumption behaviour at retirement," IFS Working Papers W14/29, Institute for Fiscal Studies.
- Hubner, Stefan, 2016. "Topics in nonparametric identification and estimation," Other publications TiSEM 08fce56b-3193-46e0-871b-0, Tilburg University, School of Economics and Management.
- 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.
- 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.
- 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.
- 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.
- 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:
- Stefan Hoderlein & Yuya Sasaki, 2013.
"Outcome Conditioned Treatment Effects,"
Boston College Working Papers in Economics
840, Boston College Department of Economics.
- Stefan Hoderlein & Yuya Sasaki, 2013. "Outcome conditioned treatment effects," CeMMAP working papers CWP39/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Stefan Hoderlein & Yuya Sasaki, 2013. "Outcome conditioned treatment effects," CeMMAP working papers 39/13, Institute for Fiscal Studies.
- 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.
- Alexandre Belloni & Victor Chernozhukov & Denis Chetverikov & Ivan Fernandez-Val, 2016. "Conditional quantile processes based on series or many regressors," CeMMAP working papers CWP46/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Alexandre Belloni & Victor Chernozhukov & Denis Chetverikov & Ivan Fernandez-Val, 2016. "Conditional quantile processes based on series or many regressors," CeMMAP working papers 46/16, Institute for Fiscal Studies.
- Alexandre Belloni & Victor Chernozhukov & Ivan Fernandez-Val, 2011. "Conditional quantile processes based on series or many regressors," CeMMAP working papers CWP19/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Alexandre Belloni & Victor Chernozhukov & Denis Chetverikov & Iv'an Fern'andez-Val, 2011. "Conditional Quantile Processes based on Series or Many Regressors," Papers 1105.6154, arXiv.org, revised Aug 2018.
- Peter Reinhard Hansen & Zhuo Huang, 2012.
"Exponential GARCH Modeling with Realized Measures of Volatility,"
Economics Working Papers
ECO2012/26, European University Institute.
- Peter Reinhard Hansen & Zhuo Huang, 2016. "Exponential GARCH Modeling With Realized Measures of Volatility," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 34(2), pages 269-287, April.
- Peter Reinhard Hansen & Zhuo Huang, 2012. "Exponential GARCH Modeling with Realized Measures of Volatility," CREATES Research Papers 2012-44, Department of Economics and Business Economics, Aarhus University.
- Ghanem, Dalia, 2017. "Testing identifying assumptions in nonseparable panel data models," Journal of Econometrics, Elsevier, vol. 197(2), pages 202-217.
- 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.
- 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.
- 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.
- 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.
- Sokbae (Simon) Lee & Yoon-Jae Whang, 2009. "Nonparametric tests of conditional treatment effects," CeMMAP working papers CWP36/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- 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.
- Nir Billfeld & Moshe Kim, 2024. "Context-dependent Causality (the Non-Nonotonic Case)," Papers 2404.05021, arXiv.org.
- 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.
- Richard Blundell & Dennis Kristensen & Rosa Matzkin, 2011. "Bounding quantile demand functions using revealed preference inequalities," CeMMAP working papers CWP21/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- 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.
- Jiun-Hua Su, 2019. "Counterfactual Inference in Duration Models with Random Censoring," Papers 1902.08502, arXiv.org.
- Hubner, Stefan, 2016. "Topics in nonparametric identification and estimation," Other publications TiSEM 08fce56b-3193-46e0-871b-0, Tilburg University, School of Economics and Management.
- Lu, Xun & White, Halbert, 2014. "Testing for separability in structural equations," Journal of Econometrics, Elsevier, vol. 182(1), pages 14-26.
- Zequn Jin & Lihua Lin & Zhengyu Zhang, 2022. "Identification and Auto-debiased Machine Learning for Outcome Conditioned Average Structural Derivatives," Papers 2211.07903, arXiv.org.
- 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).
- 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.
- Stefan Hoderlein & Yuya Sasaki, 2013.
"Outcome Conditioned Treatment Effects,"
Boston College Working Papers in Economics
840, Boston College Department of Economics.
- 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:
- Jean-paul Chavas & Martina Menon & Federico Perali, 2014.
"The Sharing Rule: Where Is It?,"
Working Papers
27/2014, University of Verona, Department of Economics.
- Martina Menon & Federico Perali, 2012. "The Sharing Rule: Where Is It?," Working Papers 16/2012, University of Verona, Department of Economics.
- 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.
- 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.
- Lucia Mangiavacchi & Federico Perali & Luca Piccoli, 2014. "Intrahousehold distribution in migrant-sending families," Working Papers 344, ECINEQ, Society for the Study of Economic Inequality.
- Mangiavacchi, Lucia & Perali, Federico & Piccoli, Luca, 2018. "Intrahousehold Distribution In Migrant-Sending Families," Journal of Demographic Economics, Cambridge University Press, vol. 84(1), pages 107-148, March.
- Lucia MANGIAVACCHI & Federico PERALI & Luca Piccoli, 2018. "Intrahousehold Distribution in Migrant-Sending Families," JODE - Journal of Demographic Economics, Cambridge University Press, vol. 84(1), pages 107-148, March.
- 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.
- Martina Menon & Federico Perali & Ranjan Ray & Nicola Tommasi, 2021. "The Tale of the Two Italies: Regional Price Parities Accounting for Differences in the Quality of Services," CHILD Working Papers Series 89 JEL Classification: D1, Centre for Household, Income, Labour and Demographic Economics (CHILD) - CCA.
- 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.
- Federico Tagliati, 2018.
"Welfare effects of an in-kind transfer program: evidence from Mexico,"
Working Papers
1850, Banco de España.
- Tagliati, Federico, 2022. "Welfare effects of an in-kind transfer program: Evidence from Mexico," Journal of Development Economics, Elsevier, vol. 154(C).
- Thomas Douenne, 2018.
"The vertical and horizontal distributive effects of energy taxes,"
Working Papers
2018.10, FAERE - French Association of Environmental and Resource Economists.
- Thomas Douenne, 2018. "The vertical and horizontal distributive effects of energy taxes," Policy Papers 2018.05, FAERE - French Association of Environmental and Resource Economists.
- 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.
- Tullaya, Boonsaeng & Carlos, Carpio, 2014. "A Comparison of Food Demand Estimation from Homescan and Consumer Expenditure Survey Data," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota 170543, Agricultural and Applied Economics Association.
- 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.
- 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.
- Arthur Lewbel & Krishna Pendakur, 2015. "Unobserved Preference Heterogeneity in Demand Using Generalized Random Coefficients," Discussion Papers dp15-12, Department of Economics, Simon Fraser University.
- Arthur Lewbel & Krishna Pendakur, 2012. "Unobserved Preference Heterogeneity in Demand Using Generalized Random Coefficients," Boston College Working Papers in Economics 791, Boston College Department of Economics, revised 01 Jul 2013.
- Arthur Lewbel & Krishna Pendakur, 2015. "Unobserved Preference Heterogeneity in Demand Using Generalized Random Coefficients," Discussion Papers dp16-03, Department of Economics, Simon Fraser University.
- 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.
- Tiemen M. Woutersen & John Ham, 2013. "Calculating confidence intervals for continuous and discontinuous functions of parameters," CeMMAP working papers CWP23/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- 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.
- Jean-paul Chavas & Martina Menon & Elisa Pagani & Federico Perali, 2015. "Collective Household Welfare and Intra-household Inequality," Working Papers 13/2015, University of Verona, Department of Economics.
- Chavas, Jean-Paul & Menon, Martina & Pagani, Elisa & Perali, Federico, 2018. "Collective household welfare and intra-household inequality," Theoretical Economics, Econometric Society, vol. 13(2), May.
- 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.
- Hoderlein, Stefan, 2011.
"How many consumers are rational?,"
Journal of Econometrics, Elsevier, vol. 164(2), pages 294-309, October.
- Stefan Hoderlein, 2009. "How Many Consumers are Rational?," Boston College Working Papers in Economics 748, Boston College Department of Economics.
- Stefan Hoderlein, 2009. "How many consumers are rational?," CeMMAP working papers CWP32/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- 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.
- 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.
- Echeverría, Lucía & Menon, Martina & Perali, Federico & Berges, Miriam, 2019. "Intra-household inequality and child welfare in Argentina," Nülan. Deposited Documents 3051, Universidad Nacional de Mar del Plata, Facultad de Ciencias Económicas y Sociales, Centro de Documentación.
- 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.
- 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.
- 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.
- 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.
- 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.
- Harald Tauchmann & Silja Lenz & Till Requate & Christoph Schmidt, 2013. "Tobacco and alcohol: complements or substitutes?," Empirical Economics, Springer, vol. 45(1), pages 539-566, August.
- 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.
- Arman Bidarbakht Nia, 2017. "A generalization to QUAIDS," Empirical Economics, Springer, vol. 52(1), pages 393-410, February.
- 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.
- 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.
- Schulte, Isabella & Heindl, Peter, 2017.
"Price and income elasticities of residential energy demand in Germany,"
Energy Policy, Elsevier, vol. 102(C), pages 512-528.
- Schulte, Isabella & Heindl, Peter, 2016. "Price and income elasticities of residential energy demand in Germany," ZEW Discussion Papers 16-052, ZEW - Leibniz Centre for European Economic Research.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- C鳡r E. Castell & Tullaya Boonsaeng & Carlos E. Carpio, 2015. "Demand system estimation in the absence of price data: an application of Stone-Lewbel price indices," Applied Economics, Taylor & Francis Journals, vol. 47(6), pages 553-568, February.
- Cherif, Olfa & Ayadi, Mohamed, 2010. "Latent separability and price variation in the estimation of demand System," MPRA Paper 36491, University Library of Munich, Germany.
- Sebastiaan Maes & Raghav Malhotra, 2023. "Robust Hicksian Welfare Analysis under Individual Heterogeneity," Papers 2303.01231, arXiv.org, revised Nov 2023.
- 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.
- 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.
- 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.
- 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.
- Jean-paul Chavas & Martina Menon & Federico Perali, 2014.
"The Sharing Rule: Where Is It?,"
Working Papers
27/2014, University of Verona, Department of Economics.
- 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:
- 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.
- Ahmad Reshad Osmani, 2021. "Conditional Cash Incentive and Use of Health Care Services: New Evidence from a Household Experiment," Journal of Family and Economic Issues, Springer, vol. 42(3), pages 518-532, September.
- Stefan Hoderlein & Yuya Sasaki, 2013.
"Outcome Conditioned Treatment Effects,"
Boston College Working Papers in Economics
840, Boston College Department of Economics.
- Stefan Hoderlein & Yuya Sasaki, 2013. "Outcome conditioned treatment effects," CeMMAP working papers CWP39/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Stefan Hoderlein & Yuya Sasaki, 2013. "Outcome conditioned treatment effects," CeMMAP working papers 39/13, Institute for Fiscal Studies.
- 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.
- Karim Chalak & Halbert White, 2011. "Viewpoint: An extended class of instrumental variables for the estimation of causal effects," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 44(1), pages 1-51, February.
- Yingyao Hu & Susanne M. Schennach, 2008. "Instrumental Variable Treatment of Nonclassical Measurement Error Models," Econometrica, Econometric Society, vol. 76(1), pages 195-216, January.
- 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.
- Susanne Schennach & Halbert White & Karim Chalak, 2007. "Local Indirect Least Squares and Average Marginal Effects in Nonseparable Structural Systems," Boston College Working Papers in Economics 680, Boston College Department of Economics, revised 26 Dec 2009.
- Sasaki, Yuya, 2015. "What Do Quantile Regressions Identify For General Structural Functions?," Econometric Theory, Cambridge University Press, vol. 31(5), pages 1102-1116, October.
- 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.
- 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.
- Sokbae (Simon) Lee & Bernard Salanie, 2015.
"Identifying effects of multivalued treatments,"
CeMMAP working papers
72/15, Institute for Fiscal Studies.
- Sokbae (Simon) Lee & Bernard Salanie, 2015. "Identifying effects of multivalued treatments," CeMMAP working papers CWP72/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Sokbae Lee & Bernard Salanié, 2018. "Identifying Effects of Multivalued Treatments," Econometrica, Econometric Society, vol. 86(6), pages 1939-1963, November.
- Sokbae (Simon) Lee & Bernard Salanie, 2018. "Identifying effects of multivalued treatments," CeMMAP working papers CWP34/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Salanié, Bernard, 2015. "Identifying Effects of Multivalued Treatments," CEPR Discussion Papers 10970, C.E.P.R. Discussion Papers.
- 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.
- 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.
- Victor Chernozhukov & Ivan Fernandez-Val & Stefan Hoderlein & Whitney K. Newey, 2014. "Nonparametric identification in panels using quantiles," CeMMAP working papers 54/14, Institute for Fiscal Studies.
- 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.
- Victor Chernozhukov & Ivan Fernandez-Val & Stefan Hoderlein & Hajo Holzmann & Whitney K. Newey, 2013. "Nonparametric identification in panels using quantiles," CeMMAP working papers CWP66/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Ivan Fernandez-Val & Stefan Hoderlein & Hajo Holzmann & Whitney Newey, 2013. "Nonparametric Identification in Panels using Quantiles," Papers 1312.4094, arXiv.org, revised Aug 2014.
- Christoph Rothe, 2012.
"Partial Distributional Policy Effects,"
Econometrica, Econometric Society, vol. 80(5), pages 2269-2301, September.
- Rothe, Christoph, 2011. "Partial Distributional Policy Effects," IZA Discussion Papers 6076, Institute of Labor Economics (IZA).
- 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.
- Hoderlein, Stefan & Holzmann, Hajo & Meister, Alexander, 2017. "The triangular model with random coefficients," Journal of Econometrics, Elsevier, vol. 201(1), pages 144-169.
- 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.
- Chalak, Karim, 2019. "A note on the robustness of quantile treatment effect estimands," Economics Letters, Elsevier, vol. 185(C).
- 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.
- Xavier d'Haultfoeuille & Stefan Hoderlein & Yuya Sasaki, 2013. "Nonlinear difference-in-differences in repeated cross sections with continuous treatments," CeMMAP working papers 40/13, Institute for Fiscal Studies.
- 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.
- 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.
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Cited by:
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"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.
- 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, November.
- 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.
- Norbert Christopeit & Michael Massmann, 2015.
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- 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.
- 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.
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