International Fellows

Arthur Lewbel

Boston College

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 […]

Arthur Lewbel, Lars Nesheim
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 […]

Juan Carlos Escanciano, Stefan Hoderlein, Arthur Lewbel, Oliver Linton, Sorawoot Srisuma
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 […]

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

Latest version

Nonparametric identification of accelerated failure time competing risks models
Sokbae (Simon) Lee, Arthur Lewbel
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 […]

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

Latest version

Nonparametric identification of auction models with non-separable unobserved heterogeneity
Yingyong Dong, Arthur Lewbel
31 August 2011 | Journal Article
Identifying the returns to lying when the truth is unobserved

Consider an observed binary regressor D and an unobserved binary variable D*, both of which affect […]

Yingyao Hu, Arthur Lewbel
11 February 2008 | CWP06/08
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. […]

Xiaohong Chen, Yingyao Hu, Arthur Lewbel
13 August 2007 | CWP18/07

Latest version

Nonparametric identification of regression models containing a misclassified dichotomous regressor without instruments

This note considers nonparametric identification of a general nonlinear regression model with a dichotomous regressor subject […]

Xiaohong Chen, Yingyao Hu, Arthur Lewbel
1 August 2007 | CWP17/07

Latest version

Nonparametric identification of the classical errors-in-variables model without side information

This note establishes that the fully nonparametric classical errors-in-variables model is identifiable from data on the […]

Yingyao Hu, Arthur Lewbel, Susanne M. Schennach
26 July 2007 | CWP14/07
Nonparametric estimation of homothetic and homothetically separable functions

For vectors x and w, let r(x,w) be a function that can be nonparametrically estimated consistently […]

Arthur Lewbel, Oliver Linton
1 October 2003 | CWP14/03

Latest version

Nonparametric estimation of homothetic and homothetically separable functions
Arthur Lewbel, Oliver Linton
1 July 2007 | Journal Article