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Joel L. Horowitz

Biography

Charles E. and Emma H. Morrison Professor of Economics, Northwestern University

Selected publications

  

All available outputs

Non-asymptotic inference in instrumental variables estimation, September 2018, Working Paper, CWP52/18, The IFS
Previous version:
Joel L. Horowitz October 2017, Non-asymptotic inference in instrumental variables estimation, cemmap Working Paper , CWP46/17
Bootstrap methods in econometrics, September 2018, Working Paper, CWP53/18, The IFS
Using penalized likelihood to select parameters in a random coefficients multinomial logit model, April 2018, (with Lars Nesheim), Working Paper, CWP29/18, The IFS
Permutation tests for equality of distributions of functional data, March 2018, (with Federico A. Bugni ), Working Paper, CWP18/18, The IFS
Non-asymptotic inference in instrumental variables estimation, October 2017, Working Paper, CWP46/17, The IFS
New version:
Joel L. Horowitz September 2018, Non-asymptotic inference in instrumental variables estimation, cemmap Working Paper , CWP52/18
Nonparametric estimation and inference under shape restrictions, August 2017, (with Sokbae (Simon) Lee), Journal of Econometrics, Vol. 201, No. 1, pp. 108-126, Elsevier, Journal article
Nonparametric estimation of a nonseparable demand function under the Slutsky inequality restriction, May 2017, (with Richard Blundell , Matthias Parey), Review of Economics and Statistics, Vol. 99, Issue 2, pp. 291-304, MIT Press Journals, Journal article
A bootstrap method for constructing pointwise and uniform confidence bands for conditional quantile functions, January 2017, (with Anand Krishnamurthy), Working Paper, CWP01/17, The IFS
Nonparametric estimation and inference under shape restrictions, July 2016, (with Sokbae (Simon) Lee), Working Paper, CWP29/16, IFS
Previous version:
Joel L. Horowitz and Sokbae (Simon) Lee October 2015, Nonparametric estimation and inference under shape restrictions, cemmap Working Paper , CWP67/15
Bias-corrected confidence intervals in a class of linear inverse problems, May 2016, (with Jean-Pierre Florens , Ingred van Keilegom), Working Paper, CWP19/16, IFS
Identification and shape restrictions in nonparametric instrumental variables estimation, November 2015, (with Joachim Freyberger ), Journal of Econometrics, Vol. 189, No. 1, pp. 41--53, Elsevier, Journal article
Previous version:
Joachim Freyberger and Joel L. Horowitz July 2013, Identification and shape restrictions in nonparametric instrumental variables estimation, cemmap Working Paper , CWP31/13
Testing exogeneity in nonparametric instrumental variables identified by conditional quantile restrictions, October 2015, (with Jia-Young Michael Fu , Matthias Parey), Working Paper, CWP68/15, Institute for Fiscal Studies
Nonparametric estimation and inference under shape restrictions, October 2015, (with Sokbae (Simon) Lee), Working Paper, CWP67/15, cemmap
New version:
Joel L. Horowitz and Sokbae (Simon) Lee July 2016, Nonparametric estimation and inference under shape restrictions, cemmap Working Paper , CWP29/16
Variable selection and estimation in high-dimensional models, July 2015, Working Paper, CWP35/15, Institute for Fiscal Studies
Now published:
Variable selection and estimation in high-dimensional models, May 2015, Canadian Journal of Economics/Revue Canadienne d'économique, Vol. 48, No. 2, pp. 389--407, Wiley Online Library, Journal article
Previous version:
Joel L. Horowitz July 2015, Variable selection and estimation in high-dimensional models, cemmap Working Paper , CWP35/15
Nonparametric additive models, December 2014, The Oxford handbook of applied nonparametric and semiparametric econometrics and statistics, pp. 129--148, Oxford University Press, Journal article
Previous version:
Joel L. Horowitz August 2012, Nonparametric additive models, cemmap Working Paper , CWP20/12
Ill-posed inverse problems in economics, August 2014, Annual Review of Economics, Vol. 6, No. 1, pp. 21--51, Annual Reviews, Journal article
Previous version:
Joel L. Horowitz August 2013, Ill-posed inverse problems in economics, cemmap Working Paper , CWP37/13
Nonparametric estimation of a heterogeneous demand function under the Slutsky inequality restriction, October 2013, (with Richard Blundell , Matthias Parey), Working Paper, CWP54/13
Ill-posed inverse problems in economics, August 2013, Working Paper, CWP37/13
Now published:
Joel L. Horowitz August 2014, Ill-posed inverse problems in economics, Journal article Annual Review of Economics
A simple bootstrap method for constructing nonparametric confidence bands for functions, August 2013, (with Peter Hall ), Annals of Statistics, Vol. 41, No. 4, pp. 1892--1921, Institute of Mathematical Statistics, Journal article
Previous version:
Peter Hall and Joel L. Horowitz July 2013, A simple bootstrap method for constructing nonparametric confidence bands for functions, cemmap Working Paper , CWP29/13
A simple bootstrap method for constructing nonparametric confidence bands for functions, July 2013, (with Peter Hall ), Working Paper, CWP29/13, cemmap
Now published:
Previous version:
Peter Hall and Joel L. Horowitz June 2012, A simple bootstrap method for constructing nonparametric confidence bands for functions, cemmap Working Paper , CWP14/12
Identification and shape restrictions in nonparametric instrumental variables estimation, July 2013, (with Joachim Freyberger ), Working Paper, CWP31/13
Now published:
Joachim Freyberger and Joel L. Horowitz November 2015, Identification and shape restrictions in nonparametric instrumental variables estimation, Journal article Journal of Econometrics
Previous version:
Joachim Freyberger and Joel L. Horowitz June 2012, Identification and shape restrictions in nonparametric instrumental variables estimation, cemmap Working Paper , CWP15/12
Penalized estimation of high-dimensional models under a generalized sparsity condition, April 2013, (with Jian Huang), Statistica Sinica, Vol. 23, No. 2, pp. 725--748, Institute of Statistical Science, Academia Sinica, Journal article
Previous version:
Joel L. Horowitz and Jian Huang July 2012, Penalized estimation of high-dimensional models under a generalized sparsity condition , cemmap Working Paper , CWP17/12
Nonparametric additive models, August 2012, Working Paper, CWP20/12
Now published:
Joel L. Horowitz December 2014, Nonparametric additive models, Journal article The Oxford handbook of applied nonparametric and semiparametric econometrics and statistics
Penalized estimation of high-dimensional models under a generalized sparsity condition , July 2012, (with Jian Huang), Working Paper, CWP17/12
Now published:
Joel L. Horowitz and Jian Huang April 2013, Penalized estimation of high-dimensional models under a generalized sparsity condition, Journal article Statistica Sinica
Uniform confidence bands for functions estimated nonparametrically with instrumental variables, June 2012, (with Sokbae (Simon) Lee), Journal of Econometrics, Vol. 168, No. 2, pp. 175--188, Elsevier, Journal article
Previous version:
Joel L. Horowitz and Sokbae (Simon) Lee July 2010, Uniform confidence bands for functions estimated nonparametrically with instrumental variables, cemmap Working Paper , CWP19/10
Identification and shape restrictions in nonparametric instrumental variables estimation, June 2012, (with Joachim Freyberger ), Working Paper, CWP15/12
New version:
Joachim Freyberger and Joel L. Horowitz July 2013, Identification and shape restrictions in nonparametric instrumental variables estimation, cemmap Working Paper , CWP31/13
A simple bootstrap method for constructing nonparametric confidence bands for functions, June 2012, (with Peter Hall ), Working Paper, CWP14/12
New version:
Peter Hall and Joel L. Horowitz July 2013, A simple bootstrap method for constructing nonparametric confidence bands for functions, cemmap Working Paper , CWP29/13
Measuring the price responsiveness of gasoline demand, March 2012, (with Richard Blundell , Matthias Parey), Quantitative Economics, Vol. 3, No. 1, pp. 29--51, Wiley Online Library, Journal article
Previous version:
Richard Blundell, Joel L. Horowitz and Matthias Parey April 2009, Measuring the price responsiveness of gasoline demand, cemmap Working Paper , CWP11/09
Measuring the price responsiveness of gasoline demand: economic shape restrictions and nonparametric demand estimation, March 2012, (with Richard Blundell , Matthias Parey), Quantitative Economics, Vol. 3, No. 1, pp. 29--51, Wiley Online Library, Journal article
Previous version:
Richard Blundell, Joel L. Horowitz and Matthias Parey June 2011, Measuring the price responsiveness of gasoline demand: economic shape restrictions and nonparametric demand estimation, cemmap Working Paper , CWP24/11
Measuring the Price Responsiveness of Gasoline Demand. Economic Shape Restrictions and Nonparametric Demand Estimation, March 2012, (with Richard Blundell , Matthias Parey), Quantitative Economics, Econometric Society, Journal article
Measuring the price responsiveness of gasoline demand: economic shape restrictions and nonparametric demand estimation, June 2011, (with Richard Blundell , Matthias Parey), Working Paper, CWP24/11, Cemmap
Now published:
Uniform confidence bands for functions estimated nonparametrically with instrumental variables, July 2010, (with Sokbae (Simon) Lee), Working Paper, CWP19/10
Now published:
Previous version:
Joel L. Horowitz and Sokbae (Simon) Lee July 2009, Uniform confidence bands for functions estimated nonparametrically with instrumental variables, cemmap Working Paper , CWP18/09
Testing a parametric quantile-regression model with an endogenous explanatory variable against a nonparametric alternative, October 2009, (with Sokbae (Simon) Lee), Journal of Econometrics, Vol. 152, No. 2, pp. 141-152, Elsevier, Journal article
Previous version:
Joel L. Horowitz and Sokbae (Simon) Lee February 2007, Testing a parametric quantile-regression model with an endogenous explanatory variable against a nonparametric alternative, cemmap Working Paper , CWP02/07
Uniform confidence bands for functions estimated nonparametrically with instrumental variables, July 2009, (with Sokbae (Simon) Lee), Working Paper, CWP18/09, The IFS
New version:
Joel L. Horowitz and Sokbae (Simon) Lee July 2010, Uniform confidence bands for functions estimated nonparametrically with instrumental variables, cemmap Working Paper , CWP19/10
Measuring the price responsiveness of gasoline demand, April 2009, (with Richard Blundell , Matthias Parey), Working Paper, CWP11/09
Now published:
Richard Blundell, Joel L. Horowitz and Matthias Parey March 2012, Measuring the price responsiveness of gasoline demand, Journal article Quantitative Economics
A nonparametric test of exogeneity, October 2007, (with Richard Blundell ), Review of Economic Studies, Vol. 74, No. 4, pp. 1035-1058, Journal article
Previous version:
Richard Blundell and Joel L. Horowitz December 2004, A nonparametric test of exogeneity, cemmap Working Paper , CWP15/04
A nonparametric test of exogeneity, October 2007, (with Richard Blundell ), Review of Economic Studies, Vol. 74, No. 4, pp. 1035-1058, Journal article
Nonparametric instrumental variables estimation of a quantile regression model, July 2007, (with Sokbae (Simon) Lee), Econometrica, Vol. 75, No. 4, pp. 1191-1208, Journal article
Previous version:
Joel L. Horowitz and Sokbae (Simon) Lee June 2006, Nonparametric instrumental variables estimation of a quantile regression model, cemmap Working Paper , CWP09/06
Nonparametric instrumental variables estimation of a quantile regression model, June 2006, (with Sokbae (Simon) Lee), Working Paper, CWP09/06
Now published:
Joel L. Horowitz and Sokbae (Simon) Lee July 2007, Nonparametric instrumental variables estimation of a quantile regression model, Journal article Econometrica , 34 pp.
Nonparametric estimation of an additive quantile regression model, December 2005, (with Sokbae (Simon) Lee), Journal of the American Statistical Association, Vol. 100, No. 472, pp.1238-1249 , Journal article
Previous version:
Joel L. Horowitz and Sokbae (Simon) Lee April 2004, Nonparametric estimation of an additive quantile regression model, cemmap Working Paper , CWP07/04
Nonparametric methods for inference in the presence of instrumental variables, December 2005, (with Peter Hall ), Annals of Statistics, Vol. 33, No. 6, pp. 2904-2929 , Journal article
Previous version:
Peter Hall and Joel L. Horowitz April 2003, Nonparametric methods for inference in the presence of instrumental variables, cemmap Working Paper , CWP02/03
Nonparametric estimation of an additive quantile regression model, December 2005, (with Sokbae (Simon) Lee), Journal of American Statistical Association, Vol. 100, No. 472, pp.1238-1249, Journal article
A nonparametric test of exogeneity, December 2004, (with Richard Blundell ), Working Paper, CWP15/04
Now published:
Richard Blundell and Joel L. Horowitz October 2007, A nonparametric test of exogeneity, Journal article Review of Economic Studies
Nonparametric estimation of an additive model with a link function, December 2004, (with Enno Mammen), Annals of Statistics, Vol. 32, No. 6, pp. 2412-2443, Journal article
Previous version:
Joel L. Horowitz and Enno Mammen July 2002, Nonparametric estimation of an additive model with a link function, cemmap Working Paper , CWP19/02
Nonparametric estimation of an additive quantile regression model, April 2004, (with Sokbae (Simon) Lee), Working Paper, CWP07/04
Now published:
Joel L. Horowitz and Sokbae (Simon) Lee December 2005, Nonparametric estimation of an additive quantile regression model, Journal article Journal of the American Statistical Association , 35 pp.
Semiparametric estimation of a panel data proportional hazards model with fixed effects, March 2004, (with Sokbae (Simon) Lee), Journal of Econometrics, Vol. 119, No. 1, pp. 155-198 , Elsevier, Journal article
Previous version:
Joel L. Horowitz and Sokbae (Simon) Lee April 2002, Semiparametric estimation of a panel data proportional hazards model with fixed effects, cemmap Working Paper , CWP21/02
Semiparametric estimation of a panel data proportional hazards model with fixed effects, March 2004, (with Sokbae (Simon) Lee), Journal of Econometrics, Vol. 119, No. 1, pp. 155-198, Journal article
Nonparametric methods for inference in the presence of instrumental variables, April 2003, (with Peter Hall ), Working Paper, CWP02/03, Institute for Fiscal Studies
Now published:
Peter Hall and Joel L. Horowitz December 2005, Nonparametric methods for inference in the presence of instrumental variables, Journal article Annals of Statistics , 22 pp.
Nonparametric estimation of an additive model with a link function, July 2002, (with Enno Mammen), Working Paper, CWP19/02, IFS
Now published:
Joel L. Horowitz and Enno Mammen December 2004, Nonparametric estimation of an additive model with a link function, Journal article Annals of Statistics , 34 pp.
Semiparametric estimation of a panel data proportional hazards model with fixed effects, April 2002, (with Sokbae (Simon) Lee), Working Paper, CWP21/02
Now published:
Joel L. Horowitz and Sokbae (Simon) Lee March 2004, Semiparametric estimation of a panel data proportional hazards model with fixed effects, Journal article Journal of Econometrics , 17 pp.
Semiparametic methods in applied econometrics: do the models fit the data?, April 2002, (with Sokbae (Simon) Lee), Statistical Modelling, Vol. 2, No. 1, pp. 3-22, Hodder Arnold, Journal article

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