International Fellows
Joel L. Horowitz
Northwestern University
Charles E. and Emma H. Morrison Professor of Economics, Northwestern University
Selected Publications
Economic data are often generated by stochastic processes that take place in continuous time, though observations […]
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This paper presents a simple non-asymptotic method for carrying out inference in IV models. The method […]
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This paper is concerned with inference about the conditional quantile function in a nonparametric quantile regression […]
Economic theory often provides shape restrictions on functions of interest in applications, such as monotonicity, convexity, […]
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In this paper we propose a novel method to construct confidence intervals in a class of […]
This paper presents a test for exogeneity of explanatory variables in a nonparametric instrumental variables (IV) […]
Economic theory often provides shape restrictions on functions of interest in applications, such as monotonicity, convexity, […]
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Models with high-dimensional covariates arise frequently in economics and other fields. Often, only a few covariates […]
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Economic theory rarely provides a parametric specification for a model, but it often provides shape restrictions. […]
A parameter of an econometric model is identified if there is a one-to-one or many-to-one mapping […]