International Fellows

Joel L. Horowitz

Northwestern University

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

Selected Publications

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
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

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Identification and shape restrictions in nonparametric instrumental variables estimation
Joachim Freyberger, Joel L. Horowitz
1 July 2013 | CWP31/13
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

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Nonparametric additive models

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

Joel L. Horowitz
31 December 2014 | Journal Article

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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

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Ill-posed inverse problems in economics
Joel L. Horowitz
9 August 2013 | CWP37/13
Adaptive nonparametric instrumental variables estimation: Empirical choice of the regularization parameter

In nonparametric instrumental variables estimation, the mapping that identifies the function of interest, g, is discontinuous […]

Joel L. Horowitz
2 June 2014 | Journal Article

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A simple bootstrap method for constructing nonparametric confidence bands for functions

Standard approaches to constructing nonparametric confidence bands for functions are frustrated by the impact of bias, […]

Peter Hall, Joel L. Horowitz
1 August 2013 | Journal Article

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Penalized estimation of high-dimensional models under a generalized sparsity condition

We consider estimation of a linear or nonparametric additive model in which a few coefficients or […]

Joel L. Horowitz, Jian Huang
1 April 2013 | Journal Article

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Uniform confidence bands for functions estimated nonparametrically with instrumental variables

This paper is concerned with developing uniform confidence bands for functions estimated nonparametrically with instrumental variables. […]

Joel L. Horowitz, Sokbae (Simon) Lee
30 June 2012 | Journal Article

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Testing a parametric quantile-regression model with an endogenous explanatory variable against a nonparametric alternative

This paper is concerned with inference about a function g that is identified by a conditional […]

Joel L. Horowitz, Sokbae (Simon) Lee
1 October 2009 | Journal Article

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