International Fellows

Jerry Hausman

MIT

Selected Publications

A Bayesian mixed logit-probit model for multinomial choice

In this paper, we introduce a new flexible mixed model for multinomial discrete choice where the […]

Martin Burda, Matthew C. Harding, Jerry Hausman
31 December 2008 | Journal Article

Previous version

A Bayesian mixed logit-probit model for multinomial choice
Martin Burda, Matthew C. Harding, Jerry Hausman
15 August 2008 | CWP23/08
Estimation with many instrumental variables

Using many valid instrumental variables has the potential to improve efficiency but makes the usual inference […]

Christian Hansen, Jerry Hausman, Whitney K. Newey
3 October 2008 | Journal Article

Previous version

Estimation with many instrumental variables
Christian Hansen, Jerry Hausman, Whitney K. Newey
29 September 2006 | CWP19/06
A Bayesian mixed logit-probit model for multinomial choice

In this paper we introduce a new flexible mixed model for multinomial discrete choice where the […]

Martin Burda, Matthew C. Harding, Jerry Hausman
15 August 2008 | CWP23/08

Latest version

A Bayesian mixed logit-probit model for multinomial choice
Martin Burda, Matthew C. Harding, Jerry Hausman
31 December 2008 | Journal Article
Consumer Benefits from Increased Competition in Shopping Outlets: Measuring the Effect of Wal-Mart

Consumers often benefit from increased competition in differentiated product settings. In previous research Hausman (1997a, 1997b, […]

Jerry Hausman, Ephraim Leibtag
1 December 2007 | Journal Article

Previous version

Using a Laplace approximation to estimate the random coefficients logit model by non-linear least squares

Current methods of estimating the random coefficients logit model employ simulations of the distribution of the […]

Matthew C. Harding, Jerry Hausman
1 November 2007 | Journal Article

Previous version

A reduced bias GMM-like estimator with reduced estimator dispersion

2SLS is by far the most-used estimator for the simultaneous equation problem. However, it is now […]

Jerry Hausman, Randall Lewis, Konrad Menzel, Whitney K. Newey
14 September 2007 | CWP24/07
Instrumental variable estimation with heteroskedasticity and many instruments

It is common practice in econometrics to correct for heteroskedasticity.This paper corrects instrumental variables estimators with […]

Jerry Hausman, Whitney K. Newey, Tiemen M. Woutersen, John Chao, Norman Swanson
1 September 2007 | CWP22/07

Latest version

Instrumental variable estimation with heteroskedasticity and many instruments
Jerry Hausman, Whitney K. Newey, Tiemen M. Woutersen, John Chao, Norman Swanson
25 July 2012 | Journal Article
Using a Laplace approximation to estimate the random coefficients logit model by non-linear least squares

Current methods of estimating the random coefficients logit model employ simulations of the distribution of the […]

Matthew C. Harding, Jerry Hausman
5 October 2006 | CWP20/06

Latest version

Estimation with many instrumental variables

Using many valid instrumental variables has the potential to improve efficiencybut makes the usual inference procedures […]

Christian Hansen, Jerry Hausman, Whitney K. Newey
29 September 2006 | CWP19/06

Latest version

Estimation with many instrumental variables
Christian Hansen, Jerry Hausman, Whitney K. Newey
3 October 2008 | Journal Article
Consumer Benefits from Increased Competition in Shopping Outlets: Measuring the Effect of Wal-Mart

Consumers often benefit from increased competition in differentiated productsettings. In previous research Hausman (1997a, 1997b, 1999, […]

Jerry Hausman, Ephraim Leibtag
16 March 2006 | CWP06/06

Latest version