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Matthew A. Masten

Personal Details

First Name:Matthew
Middle Name:A.
Last Name:Masten
Suffix:
RePEc Short-ID:pma2923
[This author has chosen not to make the email address public]
http://www.mattmasten.com
Terminal Degree:2013 (from RePEc Genealogy)

Affiliation

Department of Economics
Duke University

Durham, North Carolina (United States)
http://www.econ.duke.edu/
RePEc:edi:dedukus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Software

Working papers

  1. Matthew A. Masten & Alexandre Poirier, 2022. "The Effect of Omitted Variables on the Sign of Regression Coefficients," Papers 2208.00552, arXiv.org, revised Feb 2023.
  2. Paul Diegert & Matthew A. Masten & Alexandre Poirier, 2022. "Assessing Omitted Variable Bias when the Controls are Endogenous," Papers 2206.02303, arXiv.org, revised Jul 2023.
  3. Matthew A. Masten & Alexandre Poirier, 2022. "Choosing Exogeneity Assumptions in Potential Outcome Models," Papers 2205.02288, arXiv.org.
  4. David A. Benson & Matthew A. Masten & Alexander Torgovitsky, 2020. "ivcrc: An Instrumental Variables Estimator for the Correlated Random Coefficients Model," Finance and Economics Discussion Series 2020-046r1, Board of Governors of the Federal Reserve System (U.S.), revised 04 Apr 2022.
  5. Matthew A. Masten & Alexandre Poirier & Linqi Zhang, 2020. "Assessing Sensitivity to Unconfoundedness: Estimation and Inference," Papers 2012.15716, arXiv.org.
  6. Matthew Masten & Alexandre Poirier, 2019. "tesensitivity: A Stata Package for Assessing the Unconfoundedness Assumption," 2019 Stata Conference 51, Stata Users Group.
  7. Matthew A. Masten & Alexandre Poirier, 2018. "Salvaging Falsified Instrumental Variable Models," Papers 1812.11598, arXiv.org, revised Jan 2020.
  8. Matthew A. Masten & Alexandre Poirier, 2018. "Interpreting Quantile Independence," Papers 1804.10957, arXiv.org.
  9. Matthew A. Masten & Alexandre Poirier, 2017. "Inference on Breakdown Frontiers," Papers 1705.04765, arXiv.org, revised Feb 2019.
  10. Matthew A. Masten & Alexandre Poirier, 2017. "Identification of Treatment Effects under Conditional Partial Independence," Papers 1707.09563, arXiv.org.
  11. Matthew Masten & Alexandre Poirier, 2016. "Partial independence in nonseparable models," CeMMAP working papers 26/16, Institute for Fiscal Studies.
  12. Joachim Freyberger & Matthew Masten, 2016. "Compactness of infinite dimensional parameter spaces," CeMMAP working papers 01/16, Institute for Fiscal Studies.
  13. Matthew Masten & Alexander Torgovitsky, 2014. "Instrumental variables estimation of a generalized correlated random coefficients model," CeMMAP working papers 02/14, Institute for Fiscal Studies.
  14. Matthew Masten, 2014. "Random coefficients on endogenous variables in simultaneous equations models," CeMMAP working papers 01/14, Institute for Fiscal Studies.

Articles

  1. David Benson & Matthew A. Masten & Alexander Torgovitsky, 2022. "ivcrc: An instrumental-variables estimator for the correlated random-coefficients model," Stata Journal, StataCorp LP, vol. 22(3), pages 469-495, September.
  2. Matthew A. Masten & Alexandre Poirier, 2021. "Salvaging Falsified Instrumental Variable Models," Econometrica, Econometric Society, vol. 89(3), pages 1449-1469, May.
  3. Matthew A. Masten & Alexandre Poirier, 2020. "Inference on breakdown frontiers," Quantitative Economics, Econometric Society, vol. 11(1), pages 41-111, January.
  4. Joachim Freyberger & Matthew A. Masten, 2019. "A practical guide to compact infinite dimensional parameter spaces," Econometric Reviews, Taylor & Francis Journals, vol. 38(9), pages 979-1006, October.
  5. Matthew A. Masten & Alexandre Poirier, 2018. "Identification of Treatment Effects Under Conditional Partial Independence," Econometrica, Econometric Society, vol. 86(1), pages 317-351, January.
  6. Matthew A Masten, 2018. "Random Coefficients on Endogenous Variables in Simultaneous Equations Models," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 85(2), pages 1193-1250.
  7. Matthew A. Masten & Alexander Torgovitsky, 2016. "Identification of Instrumental Variable Correlated Random Coefficients Models," The Review of Economics and Statistics, MIT Press, vol. 98(5), pages 1001-1005, December.
  8. Chicu, Mark & Masten, Matthew A., 2013. "A specification test for discrete choice models," Economics Letters, Elsevier, vol. 121(2), pages 336-339.
  9. Jose Miguel Abito & Katarina Borovickova & Hays Golden & Jacob Goldin & Matthew A. Masten & Miguel Morin & Alexandre Poirier & Vincent Pons & Israel Romem & Tyler Williams & Chamna Yoon, 2011. "How Should the Graduate Economics Core be Changed?," The Journal of Economic Education, Taylor & Francis Journals, vol. 42(4), pages 414-417, October.

Software components

  1. Paul Diegert & Matthew A. Masten & Alexandre Poirier, 2022. "REGSENSITIVITY: Stata module for regression sensitivity analysis," Statistical Software Components S459088, Boston College Department of Economics, revised 07 Aug 2022.
  2. Linqi Zhang & Paul Diegert & Matthew A. Masten & Alexandre Poirier, 2021. "TESENSITIVITY: Stata module for assessing sensitivity to the unconfoundedness assumption," Statistical Software Components S458896, Boston College Department of Economics.
  3. David Benson & Matt Masten & Alexander Torgovitsky, 2020. "IVCRC: Stata module to implement the instrumental variables correlated random coefficients estimator," Statistical Software Components S458797, Boston College Department of Economics, revised 06 Dec 2022.

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.

Wikipedia or ReplicationWiki mentions

(Only mentions on Wikipedia that link back to a page on a RePEc service)
  1. Matthew A Masten, 2018. "Random Coefficients on Endogenous Variables in Simultaneous Equations Models," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 85(2), pages 1193-1250.

    Mentioned in:

    1. Random Coefficients on Endogenous Variables in Simultaneous Equations Models (REStud 2018) in ReplicationWiki ()

Working papers

  1. Paul Diegert & Matthew A. Masten & Alexandre Poirier, 2022. "Assessing Omitted Variable Bias when the Controls are Endogenous," Papers 2206.02303, arXiv.org, revised Jul 2023.

    Cited by:

    1. Kaicheng Chen & Kyoo il Kim, 2024. "Identification of Nonseparable Models with Endogenous Control Variables," Papers 2401.14395, arXiv.org.
    2. João Martins & Linda Veiga & Bruno Fernandes, 2023. "Are electronic government innovations helpful to deter corruption? Evidence from across the world," Economics and Politics, Wiley Blackwell, vol. 35(3), pages 1177-1203, November.

  2. David A. Benson & Matthew A. Masten & Alexander Torgovitsky, 2020. "ivcrc: An Instrumental Variables Estimator for the Correlated Random Coefficients Model," Finance and Economics Discussion Series 2020-046r1, Board of Governors of the Federal Reserve System (U.S.), revised 04 Apr 2022.

    Cited by:

    1. Paul Carrillo & Dave Donaldson & Dina Pomeranz & Monica Singhal, 2023. "Misallocation in Firm Production: A Nonparametric Analysis Using Procurement Lotteries," NBER Working Papers 31311, National Bureau of Economic Research, Inc.

  3. Matthew A. Masten & Alexandre Poirier & Linqi Zhang, 2020. "Assessing Sensitivity to Unconfoundedness: Estimation and Inference," Papers 2012.15716, arXiv.org.

    Cited by:

    1. Paul Diegert & Matthew A. Masten & Alexandre Poirier, 2022. "Assessing Omitted Variable Bias when the Controls are Endogenous," Papers 2206.02303, arXiv.org, revised Jul 2023.
    2. Jacob Dorn & Kevin Guo, 2021. "Sharp Sensitivity Analysis for Inverse Propensity Weighting via Quantile Balancing," Papers 2102.04543, arXiv.org, revised Aug 2023.
    3. Miklin Nikolai & Gachechiladze Mariami & Moreno George & Chaves Rafael, 2022. "Causal inference with imperfect instrumental variables," Journal of Causal Inference, De Gruyter, vol. 10(1), pages 45-63, January.
    4. Santiago Acerenza & Vitor Possebom & Pedro H. C. Sant'Anna, 2023. "Was Javert right to be suspicious? Unpacking treatment effect heterogeneity of alternative sentences on time-to-recidivism in Brazil," Papers 2311.13969, arXiv.org, revised Jan 2024.
    5. Tabe-Ojong, Martin Paul Jr. & Nshakira-Rukundo, Emmanuel, 2021. "Religiosity and parental educational aspirations for children in Kenya," World Development Perspectives, Elsevier, vol. 23(C).

  4. Matthew A. Masten & Alexandre Poirier, 2018. "Salvaging Falsified Instrumental Variable Models," Papers 1812.11598, arXiv.org, revised Jan 2020.

    Cited by:

    1. Kedagni, Desire & Li, Lixiong & Mourifie, Ismael, 2021. "Discordant Relaxations of Misspecified Models," ISU General Staff Papers 202107280700001131, Iowa State University, Department of Economics.
    2. Francesca Molinari, 2020. "Microeconometrics with Partial Identification," Papers 2004.11751, arXiv.org.
    3. Nicolas Apfel & Frank Windmeijer, 2022. "The Falsification Adaptive Set in Linear Models with Instrumental Variables that Violate the Exogeneity or Exclusion Restriction," Papers 2212.04814, arXiv.org.
    4. Matthew A. Masten & Alexandre Poirier, 2021. "Salvaging Falsified Instrumental Variable Models," Econometrica, Econometric Society, vol. 89(3), pages 1449-1469, May.
    5. Timothy B. Armstrong & Michal Koles'r, 2018. "Sensitivity Analysis using Approximate Moment Condition Models," Cowles Foundation Discussion Papers 2158R, Cowles Foundation for Research in Economics, Yale University, revised Feb 2019.
    6. Ban, Kyunghoon & Kedagni, Desire, 2020. "Nonparametric Bounds on Treatment Effects with Imperfect Instruments," ISU General Staff Papers 202010120700001113, Iowa State University, Department of Economics.
    7. Jakob Madsen & Holger Strulik, 2023. "Testing unified growth theory: Technological progress and the child quantity‐quality tradeoff," Quantitative Economics, Econometric Society, vol. 14(1), pages 235-275, January.
    8. Charles F. Manski, 2019. "Econometrics For Decision Making: Building Foundations Sketched By Haavelmo And Wald," Papers 1912.08726, arXiv.org, revised Feb 2021.
    9. Moyu Liao, 2020. "Estimating Economic Models with Testable Assumptions: Theory and Applications," Papers 2002.10415, arXiv.org, revised Mar 2022.
    10. D'Haultfoeuille, Xavier & Gaillac, Christophe & Maurel, Arnaud, 2021. "Rationalizing Rational Expectations: Characterizations and Tests," TSE Working Papers 21-1211, Toulouse School of Economics (TSE).
    11. Roy Allen & John Rehbeck, 2020. "Counterfactual and Welfare Analysis with an Approximate Model," Papers 2009.03379, arXiv.org.
    12. Francesca Molinari, 2019. "Econometrics with Partial Identification," CeMMAP working papers CWP25/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    13. Stéphane Bonhomme & Martin Weidner, 2022. "Minimizing sensitivity to model misspecification," Quantitative Economics, Econometric Society, vol. 13(3), pages 907-954, July.
    14. Adnan M.S. Fakir & Tushar Bharati, 2022. "Health Costs of a "Healthy Democracy": The Impact of Peaceful Political Protests on Healthcare Utilization," Working Paper Series 0522, Department of Economics, University of Sussex Business School.
    15. Tushar Bharati & Adnan M. S. Fakir, 2022. "Health Costs of a “Healthy Democracy”: The Impact of Peaceful Political Protests on Healthcare Utilization," Economics Discussion / Working Papers 22-15, The University of Western Australia, Department of Economics.

  5. Matthew A. Masten & Alexandre Poirier, 2017. "Inference on Breakdown Frontiers," Papers 1705.04765, arXiv.org, revised Feb 2019.

    Cited by:

    1. Brantly Callaway, 2020. "Bounds on Distributional Treatment Effect Parameters using Panel Data with an Application on Job Displacement," Papers 2008.08117, arXiv.org.
    2. Wüthrich, Kaspar, 2020. "A Comparison of Two Quantile Models With Endogeneity," University of California at San Diego, Economics Working Paper Series qt0q43931f, Department of Economics, UC San Diego.
    3. St'ephane Bonhomme & Martin Weidner, 2018. "Minimizing Sensitivity to Model Misspecification," Papers 1807.02161, arXiv.org, revised Oct 2021.
    4. Zheng Fang & Juwon Seo, 2019. "A Projection Framework for Testing Shape Restrictions That Form Convex Cones," Papers 1910.07689, arXiv.org, revised Sep 2021.
    5. 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.
    6. Isaiah Andrews & Matthew Gentzkow & Jesse M. Shapiro, 2020. "Transparency in Structural Research," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 38(4), pages 711-722, October.
    7. Sergio Firpo & Antonio F. Galvao & Thomas Parker, 2019. "Uniform inference for value functions," Papers 1911.10215, arXiv.org, revised Oct 2022.
    8. Matthew A. Masten & Alexandre Poirier, 2021. "Salvaging Falsified Instrumental Variable Models," Econometrica, Econometric Society, vol. 89(3), pages 1449-1469, May.
    9. Stéphane Bonhomme & Martin Weidner, 2020. "Minimizing Sensitivity to Model Misspecification," CeMMAP working papers CWP37/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    10. Pedro H. C. Sant'Anna & Xiaojun Song & Qi Xu, 2022. "Covariate distribution balance via propensity scores," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(6), pages 1093-1120, September.
    11. Sergio Firpo & Antonio F. Galvao & Martyna Kobus & Thomas Parker & Pedro Rosa-Dias, 2020. "Loss aversion and the welfare ranking of policy interventions," Papers 2004.08468, arXiv.org, revised Sep 2023.
    12. Raffaella Giacomini & Toru Kitagawa & Alessio Volpicella, 2020. "Uncertain Identification," CeMMAP working papers CWP33/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    13. Tamara Broderick & Ryan Giordano & Rachael Meager, 2020. "An Automatic Finite-Sample Robustness Metric: When Can Dropping a Little Data Make a Big Difference?," Papers 2011.14999, arXiv.org, revised Jul 2023.
    14. Hiroaki Kaido & Jiaxuan Li & Marc Rysman, 2018. "Moment Inequalities in the Context of Simulated and Predicted Variables," Papers 1804.03674, arXiv.org.
    15. Harsh Parikh & Marco Morucci & Vittorio Orlandi & Sudeepa Roy & Cynthia Rudin & Alexander Volfovsky, 2023. "A Double Machine Learning Approach to Combining Experimental and Observational Data," Papers 2307.01449, arXiv.org, revised Apr 2024.
    16. Pietro Emilio Spini, 2021. "Robustness, Heterogeneous Treatment Effects and Covariate Shifts," Papers 2112.09259, arXiv.org.
    17. Roy Allen & John Rehbeck, 2020. "Counterfactual and Welfare Analysis with an Approximate Model," Papers 2009.03379, arXiv.org.
    18. Vitor Possebom, 2021. "Crime and Mismeasured Punishment: Marginal Treatment Effect with Misclassification," Papers 2106.00536, arXiv.org, revised Jul 2023.
    19. Claudia Noack, 2021. "Sensitivity of LATE Estimates to Violations of the Monotonicity Assumption," Papers 2106.06421, arXiv.org.
    20. Candelaria, Luis E. & Ura, Takuya, 2023. "Identification and inference of network formation games with misclassified links," Journal of Econometrics, Elsevier, vol. 235(2), pages 862-891.

  6. Matthew A. Masten & Alexandre Poirier, 2017. "Identification of Treatment Effects under Conditional Partial Independence," Papers 1707.09563, arXiv.org.

    Cited by:

    1. Tenglong Li & Kenneth A. Frank, 2020. "The probability of a robust inference for internal validity and its applications in regression models," Papers 2005.12784, arXiv.org.
    2. Paul Diegert & Matthew A. Masten & Alexandre Poirier, 2022. "Assessing Omitted Variable Bias when the Controls are Endogenous," Papers 2206.02303, arXiv.org, revised Jul 2023.
    3. Arkadiusz Szydłowski, 2019. "Endogenous censoring in the mixed proportional hazard model with an application to optimal unemployment insurance," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(7), pages 1086-1101, November.
    4. Sakaue, Katsuki & Wokadala, James, 2022. "Effects of including refugees in local government schools on pupils’ learning achievement: Evidence from West Nile, Uganda," International Journal of Educational Development, Elsevier, vol. 90(C).
    5. Yiwei Sun, 2023. "Extrapolating Away from the Cutoff in Regression Discontinuity Designs," Papers 2311.18136, arXiv.org.
    6. Sungwon Lee, 2021. "Partial Identification and Inference for Conditional Distributions of Treatment Effects," Papers 2108.00723, arXiv.org, revised Nov 2023.
    7. Christophe Bruneel-Zupanc, 2023. "Don't (fully) exclude me, it's not necessary! Identification with semi-IVs," Papers 2303.12667, arXiv.org, revised Jul 2023.
    8. Nathan Canen & Kyungchul Song, 2019. "Counterfactual Analysis under Partial Identification Using Locally Robust Refinement," Papers 1906.00003, arXiv.org, revised Jan 2021.
    9. Tenglong Li & Kenneth A. Frank, 2019. "On the probability of a causal inference is robust for internal validity," Papers 1906.08726, arXiv.org.
    10. Matthew A. Masten & Alexandre Poirier, 2022. "The Effect of Omitted Variables on the Sign of Regression Coefficients," Papers 2208.00552, arXiv.org, revised Feb 2023.
    11. Matthew A. Masten & Alexandre Poirier & Linqi Zhang, 2020. "Assessing Sensitivity to Unconfoundedness: Estimation and Inference," Papers 2012.15716, arXiv.org.
    12. Roy Allen & John Rehbeck, 2020. "Counterfactual and Welfare Analysis with an Approximate Model," Papers 2009.03379, arXiv.org.
    13. Tenglong Li & Kenneth A. Frank & Mingming Chen, 2024. "A Conceptual Framework for Quantifying the Robustness of a Regression-Based Causal Inference in Observational Study," Mathematics, MDPI, vol. 12(3), pages 1-14, January.
    14. Sungwon Lee, 2024. "Partial identification and inference for conditional distributions of treatment effects," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(1), pages 107-127, January.

  7. Matthew Masten & Alexandre Poirier, 2016. "Partial independence in nonseparable models," CeMMAP working papers 26/16, Institute for Fiscal Studies.

    Cited by:

    1. Babii, Andrii & Florens, Jean-Pierre, 2017. "Are unobservables separable?," TSE Working Papers 17-802, Toulouse School of Economics (TSE).
    2. Matthew A. Masten & Alexandre Poirier, 2018. "Interpreting Quantile Independence," Papers 1804.10957, arXiv.org.
    3. Matthew Masten & Alexandre Poirier, 2017. "Inference on breakdown frontiers," CeMMAP working papers 20/17, Institute for Fiscal Studies.
    4. Matthew A. Masten & Alexandre Poirier, 2017. "Identification of Treatment Effects under Conditional Partial Independence," Papers 1707.09563, arXiv.org.
    5. Alexander Torgovitsky, 2019. "Partial identification by extending subdistributions," Quantitative Economics, Econometric Society, vol. 10(1), pages 105-144, January.

  8. Joachim Freyberger & Matthew Masten, 2016. "Compactness of infinite dimensional parameter spaces," CeMMAP working papers 01/16, Institute for Fiscal Studies.

    Cited by:

    1. Sungwon Lee & Joon H. Ro, 2020. "Nonparametric Tests for Conditional Quantile Independence with Duration Outcomes," Working Papers 2013, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy).
    2. Manuel Arellano & Stéphane Bonhomme, 2020. "Recovering Latent Variables by Matching," CeMMAP working papers CWP2/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    3. Laurent Davezies & Xavier D'Haultfoeuille & Yannick Guyonvarch, 2018. "Asymptotic results under multiway clustering," Papers 1807.07925, arXiv.org, revised Aug 2018.

  9. Matthew Masten & Alexander Torgovitsky, 2014. "Instrumental variables estimation of a generalized correlated random coefficients model," CeMMAP working papers 02/14, Institute for Fiscal Studies.

    Cited by:

    1. Denis Chetverikov & Bradley Larsen & Christopher Palmer, 2016. "IV Quantile Regression for Group‐Level Treatments, With an Application to the Distributional Effects of Trade," Econometrica, Econometric Society, vol. 84, pages 809-833, March.
    2. Fernandez-Val , Ivan & van Vuuren, Aico & Vella, Francis, 2018. "Nonseparable Sample Selection Models with Censored Selection Rules," Working Papers in Economics 716, University of Gothenburg, Department of Economics.
    3. 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.
    4. 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.
    5. 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.
    6. Fernández-Val, Iván & van Vuuren, Aico & Vella, Francis, 2018. "Nonseparable Sample Selection Models with Censored Selection Rules: An Application to Wage Decompositions," IZA Discussion Papers 11294, Institute of Labor Economics (IZA).
    7. Iv'an Fern'andez-Val & Franco Peracchi & Aico van Vuuren & Francis Vella, 2018. "Selection and the Distribution of Female Hourly Wages in the U.S," Papers 1901.00419, arXiv.org, revised Jan 2022.
    8. Stefan Hoderlein & Hajo Holzmann & Alexander Meister, 2015. "The triangular model with random coefficients," CeMMAP working papers 33/15, Institute for Fiscal Studies.
    9. Fernández-Val, Iván & van Vuuren, Aico & Vella, Francis, 2018. "Decomposing Real Wage Changes in the United States," IZA Discussion Papers 12044, Institute of Labor Economics (IZA).

  10. Matthew Masten, 2014. "Random coefficients on endogenous variables in simultaneous equations models," CeMMAP working papers 01/14, Institute for Fiscal Studies.

    Cited by:

    1. Yann Bramoullé & Habiba Djebbari & Bernard Fortin, 2020. "Peer Effects in Networks: a Survey," AMSE Working Papers 1936, Aix-Marseille School of Economics, France.
    2. Zhan Gao & M. Hashem Pesaran, 2023. "Identification and estimation of categorical random coefficient models," Empirical Economics, Springer, vol. 64(6), pages 2543-2588, June.
    3. Steven T. Berry & Philip A. Haile, 2018. "Identification of Nonparametric Simultaneous Equations Models With a Residual Index Structure," Econometrica, Econometric Society, vol. 86(1), pages 289-315, January.
    4. Roy Allen & John Rehbeck, 2020. "Identification of Random Coefficient Latent Utility Models," Papers 2003.00276, arXiv.org.
    5. Roy Allen & John Rehbeck, 2021. "Obstacles to Redistribution Through Markets and One Solution," Papers 2111.09910, arXiv.org.
    6. Roy Allen & John Rehbeck, 2023. "Obstacles to redistribution through markets and one solution," Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), vol. 11(2), pages 235-242, October.
    7. 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.
    8. Christoph Breunig, 2018. "Varying Random Coefficient Models," Papers 1804.03110, arXiv.org, revised Aug 2020.
    9. Andrew Chesher & Adam Rosen, 2016. "Characterizations of identified sets delivered by structural econometric models," CeMMAP working papers 44/16, Institute for Fiscal Studies.
    10. Zhou, Yiwei & Wang, Xiaokun & Holguín-Veras, José, 2016. "Discrete choice with spatial correlation: A spatial autoregressive binary probit model with endogenous weight matrix (SARBP-EWM)," Transportation Research Part B: Methodological, Elsevier, vol. 94(C), pages 440-455.
    11. Sida Peng, 2019. "Heterogeneous Endogenous Effects in Networks," Papers 1908.00663, arXiv.org.
    12. 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.
    13. Rokhaya Dieye & Bernard Fortin, 2017. "Gender Peer Effects Heterogeneity in Obesity," Cahiers de recherche 1702, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques.
    14. 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.
    15. Áureo de Paula, 2015. "Econometrics of network models," CeMMAP working papers 52/15, Institute for Fiscal Studies.
    16. 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.
    17. 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.
    18. 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.
    19. 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.
    20. Ming Li, 2021. "A Time-Varying Endogenous Random Coefficient Model with an Application to Production Functions," Papers 2110.00982, arXiv.org.
    21. Magne Mogstad & Andres Santos & Alexander Torgovitsky, 2018. "Using Instrumental Variables for Inference About Policy Relevant Treatment Parameters," Econometrica, Econometric Society, vol. 86(5), pages 1589-1619, September.
    22. 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.
    23. Christoph Breunig & Stefan Hoderlein, 2018. "Specification testing in random coefficient models," Quantitative Economics, Econometric Society, vol. 9(3), pages 1371-1417, November.
    24. Jackson Bunting, 2022. "Continuous permanent unobserved heterogeneity in dynamic discrete choice models," Papers 2202.03960, arXiv.org, revised Feb 2024.
    25. Konstantinidi, Antri & Kourtellos, Andros & Sun, Yiguo, 2023. "Social threshold regression," Journal of Econometrics, Elsevier, vol. 235(2), pages 2057-2081.
    26. Stephan Martin, 2022. "Estimation of Conditional Random Coefficient Models using Machine Learning Techniques," Papers 2201.08366, arXiv.org.
    27. 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.
    28. Jeremy T. Fox, 2021. "A Note on Nonparametric Identification of Distributions of Random Coefficients in Multinomial Choice Models," Annals of Economics and Statistics, GENES, issue 142, pages 305-310.
    29. David Powell, 2020. "Quantile Treatment Effects in the Presence of Covariates," The Review of Economics and Statistics, MIT Press, vol. 102(5), pages 994-1005, December.
    30. 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).
    31. Samuele Centorrino & Aman Ullah & Jing Xue, 2019. "Semiparametric Estimation of Correlated Random Coefficient Models without Instrumental Variables," Papers 1911.06857, arXiv.org.
    32. Christoph Breunig & Stefan Hoderlein, 2016. "Nonparametric Specification Testing in Random Parameter Models," Boston College Working Papers in Economics 897, Boston College Department of Economics.
    33. Breunig, Christoph, 2021. "Varying random coefficient models," Journal of Econometrics, Elsevier, vol. 221(2), pages 381-408.
    34. Wang, Ao, 2023. "Sieve BLP: A semi-nonparametric model of demand for differentiated products," Journal of Econometrics, Elsevier, vol. 235(2), pages 325-351.
    35. Ben-Moshe, Dan, 2018. "Identification Of Joint Distributions In Dependent Factor Models," Econometric Theory, Cambridge University Press, vol. 34(1), pages 134-165, February.
    36. 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.
    37. Juan Carlos Escanciano, 2020. "Irregular Identification of Structural Models with Nonparametric Unobserved Heterogeneity," Papers 2005.08611, arXiv.org.
    38. Songnian Chen & Shakeeb Khan & Xun Tang, 2022. "Endogeneity in Weakly Separable Models without Monotonicity," Papers 2208.05047, arXiv.org.

Articles

  1. David Benson & Matthew A. Masten & Alexander Torgovitsky, 2022. "ivcrc: An instrumental-variables estimator for the correlated random-coefficients model," Stata Journal, StataCorp LP, vol. 22(3), pages 469-495, September.
    See citations under working paper version above.
  2. Matthew A. Masten & Alexandre Poirier, 2021. "Salvaging Falsified Instrumental Variable Models," Econometrica, Econometric Society, vol. 89(3), pages 1449-1469, May.
    See citations under working paper version above.
  3. Matthew A. Masten & Alexandre Poirier, 2020. "Inference on breakdown frontiers," Quantitative Economics, Econometric Society, vol. 11(1), pages 41-111, January.
    See citations under working paper version above.
  4. Joachim Freyberger & Matthew A. Masten, 2019. "A practical guide to compact infinite dimensional parameter spaces," Econometric Reviews, Taylor & Francis Journals, vol. 38(9), pages 979-1006, October.

    Cited by:

    1. Isaac Loh, 2024. "Inference under partial identification with minimax test statistics," Papers 2401.13057, arXiv.org, revised Apr 2024.
    2. Jun, Sung Jae & Zincenko, Federico, 2022. "Testing for risk aversion in first-price sealed-bid auctions," Journal of Econometrics, Elsevier, vol. 226(2), pages 295-320.
    3. Dalderop, Jeroen, 2023. "Semiparametric estimation of latent variable asset pricing models," Journal of Econometrics, Elsevier, vol. 236(1).
    4. Sukjin Han & Sungwon Lee, 2019. "Estimation in a generalization of bivariate probit models with dummy endogenous regressors," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(6), pages 994-1015, September.
    5. Ben Deaner, 2019. "Nonparametric Instrumental Variables Estimation Under Misspecification," Papers 1901.01241, arXiv.org, revised Dec 2022.
    6. Fan, Yanqin & Shi, Xuetao & Tao, Jing, 2023. "Partial identification and inference in moment models with incomplete data," Journal of Econometrics, Elsevier, vol. 235(2), pages 418-443.
    7. Yang Ning & Sida Peng & Jing Tao, 2020. "Doubly Robust Semiparametric Difference-in-Differences Estimators with High-Dimensional Data," Papers 2009.03151, arXiv.org.
    8. An, Yonghong & Hong, Shengjie & Zhang, Daiqiang, 2023. "A structural analysis of simple contracts," Journal of Econometrics, Elsevier, vol. 236(2).

  5. Matthew A. Masten & Alexandre Poirier, 2018. "Identification of Treatment Effects Under Conditional Partial Independence," Econometrica, Econometric Society, vol. 86(1), pages 317-351, January.
    See citations under working paper version above.
  6. Matthew A Masten, 2018. "Random Coefficients on Endogenous Variables in Simultaneous Equations Models," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 85(2), pages 1193-1250.
    See citations under working paper version above.
  7. Matthew A. Masten & Alexander Torgovitsky, 2016. "Identification of Instrumental Variable Correlated Random Coefficients Models," The Review of Economics and Statistics, MIT Press, vol. 98(5), pages 1001-1005, December.

    Cited by:

    1. Paul Carrillo & Dave Donaldson & Dina Pomeranz & Monica Singhal, 2023. "Misallocation in Firm Production: A Nonparametric Analysis Using Procurement Lotteries," NBER Working Papers 31311, National Bureau of Economic Research, Inc.
    2. Matthew A. Masten & Alexandre Poirier, 2021. "Salvaging Falsified Instrumental Variable Models," Econometrica, Econometric Society, vol. 89(3), pages 1449-1469, May.
    3. Gollin, Douglas & Udry, Christopher, 2019. "Heterogeneity, Measurement Error, and Misallocation: Evidence from African Agriculture," CEPR Discussion Papers 13433, C.E.P.R. Discussion Papers.
    4. Bora Kim, 2020. "Analysis of Randomized Experiments with Network Interference and Noncompliance," Papers 2012.13710, arXiv.org.
    5. Francis J. DiTraglia & Camilo Garcia-Jimeno & Rossa O'Keeffe-O'Donovan & Alejandro Sanchez-Becerra, 2020. "Identifying Causal Effects in Experiments with Spillovers and Non-compliance," Papers 2011.07051, arXiv.org, revised Jan 2023.
    6. Dionissi Aliprantis & Francisca G.-C. Richter, 2020. "Evidence of Neighborhood Effects from Moving to Opportunity: Lates of Neighborhood Quality," The Review of Economics and Statistics, MIT Press, vol. 102(4), pages 633-647, October.
    7. Carolina Caetano & Gregorio Caetano & Juan Carlos Escanciano, 2023. "Regression discontinuity design with multivalued treatments," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(6), pages 840-856, September.
    8. Samuele Centorrino & Aman Ullah & Jing Xue, 2019. "Semiparametric Estimation of Correlated Random Coefficient Models without Instrumental Variables," Papers 1911.06857, arXiv.org.
    9. Whitney K. Newey & Sami Stouli, 2018. "Control variables, discrete instruments, and identification of structural functions," CeMMAP working papers CWP55/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    10. DiTraglia, Francis J. & García-Jimeno, Camilo & O’Keeffe-O’Donovan, Rossa & Sánchez-Becerra, Alejandro, 2023. "Identifying causal effects in experiments with spillovers and non-compliance," Journal of Econometrics, Elsevier, vol. 235(2), pages 1589-1624.
    11. Escanciano, Juan Carlos, 2023. "Irregular identification of structural models with nonparametric unobserved heterogeneity," Journal of Econometrics, Elsevier, vol. 234(1), pages 106-127.
    12. Juan Carlos Escanciano, 2020. "Irregular Identification of Structural Models with Nonparametric Unobserved Heterogeneity," Papers 2005.08611, arXiv.org.
    13. Louise Laage, 2020. "A Correlated Random Coefficient Panel Model with Time-Varying Endogeneity," Papers 2003.09367, arXiv.org, revised Nov 2022.
    14. Breen, Richard & Ermisch, John, 2021. "Instrumental Variable Estimation in Demographic Studies: The LATE interpretation of the IV estimator with heterogenous effects," SocArXiv vx9m7, Center for Open Science.

  8. Jose Miguel Abito & Katarina Borovickova & Hays Golden & Jacob Goldin & Matthew A. Masten & Miguel Morin & Alexandre Poirier & Vincent Pons & Israel Romem & Tyler Williams & Chamna Yoon, 2011. "How Should the Graduate Economics Core be Changed?," The Journal of Economic Education, Taylor & Francis Journals, vol. 42(4), pages 414-417, October.

    Cited by:

Software components

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Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Number of Journal Pages, Weighted by Recursive Impact Factor
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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 12 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (11) 2014-02-21 2016-06-25 2016-07-16 2017-11-05 2018-05-07 2019-01-14 2020-07-27 2021-02-01 2022-06-13 2022-07-18 2022-09-05. Author is listed
  2. NEP-DCM: Discrete Choice Models (5) 2016-07-16 2017-11-05 2019-08-26 2020-07-27 2021-02-01. Author is listed
  3. NEP-DEM: Demographic Economics (1) 2022-07-18
  4. NEP-GER: German Papers (1) 2016-07-16
  5. NEP-NET: Network Economics (1) 2016-06-25
  6. NEP-ORE: Operations Research (1) 2020-07-27
  7. NEP-RMG: Risk Management (1) 2018-05-07

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