International Fellows

Joel L. Horowitz

Northwestern University

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

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Selected Publications

Working Paper
Bootstrap based asymptotic refinements for high-dimensional nonlinear models

We consider penalized extremum estimation of a high-dimensional, possibly nonlinear model that is sparse in the […]

Joel L. Horowitz, Ahnaf Rafi
29 March 2023 | CWP06/23
Inference in a class of optimization problems: Confidence regions and finite sample bounds on errors in coverage probabilities

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

Joel L. Horowitz, Sokbae (Simon) Lee
2 August 2021 | CWP33/21

Previous version

Non-asymptotic inference in a class of optimization problems
Joel L. Horowitz, Sokbae (Simon) Lee
17 May 2019 | CWP23/19
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

Using penalized likelihood to select parameters in a random coefficients multinomial logit model
Joel L. Horowitz, Lars Nesheim
26 April 2018 | CWP29/18
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

Using penalized likelihood to select parameters in a random coefficients multinomial logit model
Joel L. Horowitz, Lars Nesheim
15 October 2019 | CWP50/19
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