International Fellows

Joel L. Horowitz

Northwestern University

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

Selected Publications

Permutation tests for equality of distributions of functional data

Economic data are often generated by stochastic processes that take place in continuous time, though observations […]

Federico A. Bugni, Joel L. Horowitz
2 March 2021 | CWP06/21

Previous version

Permutation tests for equality of distributions of functional data
Federico A. Bugni, Joel L. Horowitz
6 March 2018 | CWP18/18
Inference in a class of optimization problems: confidence regions and finite sample bounds on errors in coverage probabilities

This paper describes a method for carrying out inference on partially identified parameters that are solutions […]

Joel L. Horowitz, Sokbae Lee
29 September 2020 | CWP48/20

Previous version

Non-asymptotic inference in a class of optimization problems
Joel L. Horowitz, Sokbae (Simon) Lee
17 May 2019 | CWP23/19
Using penalized likelihood to select parameters in a random coefficients multinomial logit model

The multinomial logit model with random coefficients is widely used in applied research. This paper is […]

Joel L. Horowitz, Lars Nesheim
15 October 2019 | CWP50/19

Previous version

Non-asymptotic inference in a class of optimization problems

This paper describes a method for carrying out non-asymptotic inference on partially identified parameters that are […]

Joel L. Horowitz, Sokbae (Simon) Lee
17 May 2019 | CWP23/19
Estimation of a nonseparable heterogenous demand function with shape restrictions and Berkson errors

Berkson errors are commonplace in empirical microeconomics and occur whenever we observe an average in a […]

Richard Blundell, Joel L. Horowitz, Matthias Parey
29 November 2018 | CWP67/18
Non-asymptotic inference in instrumental variables estimation

This paper presents a simple method for carrying out inference in a wide variety of possibly […]

Joel L. Horowitz
18 September 2018 | CWP52/18

Previous version

Non-asymptotic inference in instrumental variables estimation
Joel L. Horowitz
30 October 2017 | CWP46/17
Bootstrap methods in econometrics

The bootstrap is a method for estimating the distribution of an estimator or test statistic by […]

Joel L. Horowitz
18 September 2018 | CWP53/18
Using penalized likelihood to select parameters in a random coefficients multinomial logit model

The multinomial logit model with random coefficients is widely used in applied research. This paper is […]

Joel L. Horowitz, Lars Nesheim
26 April 2018 | CWP29/18

Latest version

Permutation tests for equality of distributions of functional data

Economic data are often generated by stochastic processes that take place in continuous time, though observations […]

Federico A. Bugni, Joel L. Horowitz
6 March 2018 | CWP18/18

Latest version

Permutation tests for equality of distributions of functional data
Federico A. Bugni, Joel L. Horowitz
2 March 2021 | CWP06/21
Non-asymptotic inference in instrumental variables estimation

This paper presents a simple non-asymptotic method for carrying out inference in IV models. The method […]

Joel L. Horowitz
30 October 2017 | CWP46/17

Latest version

Non-asymptotic inference in instrumental variables estimation
Joel L. Horowitz
18 September 2018 | CWP52/18