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
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
Nonparametric estimation and inference under shape restrictions

Economic theory often provides shape restrictions on functions of interest in applications, such as monotonicity, convexity, […]

Joel L. Horowitz, Sokbae (Simon) Lee
18 August 2017 | Journal Article
A bootstrap method for constructing pointwise and uniform confidence bands for conditional quantile functions

This paper is concerned with inference about the conditional quantile function in a nonparametric quantile regression […]

Joel L. Horowitz, Anand Krishnamurthy
12 January 2017 | CWP01/17
Nonparametric estimation and inference under shape restrictions

Economic theory often provides shape restrictions on functions of interest in applications, such as monotonicity, convexity, […]

Joel L. Horowitz, Sokbae (Simon) Lee
25 July 2016 | CWP29/16

Previous version

Nonparametric estimation and inference under shape restrictions
Joel L. Horowitz, Sokbae (Simon) Lee
19 October 2015 | CWP67/15
Bias-corrected confidence intervals in a class of linear inverse problems

In this paper we propose a novel method to construct confidence intervals in a class of […]

Jean-Pierre Florens, Joel L. Horowitz, Ingred van Keilegom
9 May 2016 | CWP19/16
Identification and shape restrictions in nonparametric instrumental variables estimation

This paper is concerned with inference about an unidentified linear functional, L(g), where g satisfies Y=g(X)+U; […]

Joachim Freyberger, Joel L. Horowitz
30 November 2015 | Journal Article

Previous version

Identification and shape restrictions in nonparametric instrumental variables estimation
Joachim Freyberger, Joel L. Horowitz
1 July 2013 | CWP31/13
Testing exogeneity in nonparametric instrumental variables identified by conditional quantile restrictions

This paper presents a test for exogeneity of explanatory variables in a nonparametric instrumental variables (IV) […]

Jia-Young Michael Fu, Joel L. Horowitz, Matthias Parey
21 October 2015 | CWP68/15
Nonparametric estimation and inference under shape restrictions

Economic theory often provides shape restrictions on functions of interest in applications, such as monotonicity, convexity, […]

Joel L. Horowitz, Sokbae (Simon) Lee
19 October 2015 | CWP67/15

Latest version

Nonparametric estimation and inference under shape restrictions
Joel L. Horowitz, Sokbae (Simon) Lee
25 July 2016 | CWP29/16
Variable selection and estimation in high-dimensional models

Models with high-dimensional covariates arise frequently in economics and other fields. Often, only a few covariates […]

Joel L. Horowitz
2 July 2015 | CWP35/15

Latest version

Variable selection and estimation in high-dimensional models
Joel L. Horowitz
1 May 2015 | Journal Article