International Fellows

Joel L. Horowitz

Northwestern University

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

Selected Publications

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
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
1 May 2015 | Journal Article

Previous version

Nonparametric additive models

Book chapter; edited by Jeffrey S. Racine, Liangjun Su, and Aman Ullah.

Joel L. Horowitz
31 December 2014 | Journal Article

Previous version

Nonparametric additive models
Joel L. Horowitz
20 August 2012 | CWP20/12
Ill-posed inverse problems in economics

A parameter of an econometric model is identified if there is a one-to-one or many-to-one mapping […]

Joel L. Horowitz
31 August 2014 | Journal Article

Previous version

Ill-posed inverse problems in economics
Joel L. Horowitz
9 August 2013 | CWP37/13