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
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
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
Nonparametric estimation of a heterogeneous demand function under the Slutsky inequality restriction

Economic theory rarely provides a parametric specification for a model, but it often provides shape restrictions. […]

Richard Blundell, Joel L. Horowitz, Matthias Parey
17 October 2013 | CWP54/13
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
9 August 2013 | CWP37/13

Latest version

Ill-posed inverse problems in economics
Joel L. Horowitz
31 August 2014 | Journal Article
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 July 2013 | CWP29/13

Latest version

A simple bootstrap method for constructing nonparametric confidence bands for functions
Peter Hall, Joel L. Horowitz
1 August 2013 | Journal Article

Previous version

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 say, is […]

Joel L. Horowitz
1 July 2013 | CWP30/13

Latest version

Identification and shape restrictions in nonparametric instrumental variables estimation

This paper is concerned with inference about an unidentified linear function, L(g), where the function g […]

Joachim Freyberger, Joel L. Horowitz
1 July 2013 | CWP31/13

Latest version

Identification and shape restrictions in nonparametric instrumental variables estimation
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
27 June 2012 | CWP15/12