International Fellows

Arthur Lewbel

Arthur is the inaugural holder of the Barbara A. and Patrick E. Roche chair in economics at Boston College and an International Research Fellow of the IFS. His research interests include econometric theory, consumer demand analysis, and economic aggregation issues.

Selected Publications

Identification of a triangular two equation system without instruments

We show that a standard linear triangular two equation system can be point identified, without the […]

Arthur Lewbel, Susanne M. Schennach, Linqi Zhang
25 August 2020 | CWP41/20
Sparse demand systems: corners and complements

We propose a demand model where consumers simultaneously choose a few different goods from a large […]

Lars Nesheim, Arthur Lewbel
23 September 2019 | CWP45/19
Nonparametric Euler equation identification and estimation

We consider nonparametric identification and estimation of pricing kernels, or equivalently of marginal utility functions up […]

Sorawoot Srisuma, Oliver Linton, Arthur Lewbel, Stefan Hoderlein, Juan Carlos Escanciano
1 October 2015 | CWP61/15
Nonparametric identification of accelerated failure time competing risks models

We provide new conditions for identification of accelerated failure time competing risks models. These include Roy […]

Arthur Lewbel, Sokbae (Simon) Lee
30 October 2013 | Journal Article

Previous version

Nonparametric identification of accelerated failure time competing risks models
Sokbae (Simon) Lee, Arthur Lewbel
5 June 2010 | CWP14/10
Nonparametric identification of auction models with non-separable unobserved heterogeneity

Suppose V and U are two independent mean zero random variables, where V has an asymmetric […]

Arthur Lewbel, Yingyong Dong
31 August 2011 | Journal Article

Previous version

Nonparametric identification of a binary random factor in cross section data
Arthur Lewbel, Yingyong Dong
10 July 2009 | CWP16/09
Estimating features of a distribution from binomial data

We propose estimators of features of the distribution of an unobserved random variableW. What is observed […]

Daniel McFadden, Oliver Linton, Arthur Lewbel
1 June 2011 | Journal Article

Previous version

Estimating features of a distribution from binomial data
Daniel McFadden, Oliver Linton, Arthur Lewbel
4 December 2001 | CWP07/01
Estimating features of a distribution from binomial data

A statistical problem that arises in several fields is that of estimating the features of an […]

Daniel McFadden, Oliver Linton, Arthur Lewbel
3 July 2010 | Journal Article
Nonparametric identification of accelerated failure time competing risks models

We provide new conditions for identification of accelerated failure time competing risks models. These include Roy […]

Sokbae (Simon) Lee, Arthur Lewbel
5 June 2010 | CWP14/10

Latest version

Nonparametric identification of accelerated failure time competing risks models
Arthur Lewbel, Sokbae (Simon) Lee
30 October 2013 | Journal Article
Nonparametric identification of a binary random factor in cross section data

Suppose V and U are two independent mean zero random variables, where V has an asymmetric […]

Arthur Lewbel, Yingyong Dong
10 July 2009 | CWP16/09

Latest version

Nonparametric identification of auction models with non-separable unobserved heterogeneity
Arthur Lewbel, Yingyong Dong
31 August 2011 | Journal Article
Nonparametric identification and estimation of nonclassical errors-in-variables models without additional information

This paper considers identification and estimation of a nonparametric regression model with an unobserved discrete covariate. […]

Arthur Lewbel, Yingyao Hu, Xiaohong Chen
1 July 2009 | Journal Article

Previous version