Stefan Hoderlein

Selected Publications

Working Paper
Journal Article
Nonparametric identification of random coefficients in endogenous and heterogeneous aggregate demand models

This paper studies nonparametric identification in market level demand models for differentiated products with heterogeneous consumers. […]

Fabian Dunker, Stefan Hoderlein, Hiroaki Kaido
22 February 2017 | CWP11/17

Previous version

Nonparametric identification of endogenous and heterogeneous aggregate demand models: complements, bundles and the market level
Fabian Dunker, Stefan Hoderlein, Hiroaki Kaido
3 September 2015 | CWP51/15
Testing multivariate economic restrictions using quantiles: the example of Slutsky negative semidefiniteness

This paper is concerned with testing a core economic restriction, negative semidefiniteness of the Slutsky matrix. […]

Holger Dette, Stefan Hoderlein, Natalie Neumeyer
1 March 2016 | Journal Article

Previous version

Testing multivariate economic restrictions using quantiles: the example of Slutsky negative semidefiniteness
Holger Dette, Stefan Hoderlein, Natalie Neumeyer
1 May 2011 | CWP14/11
Nonparametric identification in panels using quantiles

This paper considers identification and estimation of ceteris paribus effects of continuous regressors in nonseparable panel […]

Victor Chernozhukov, Ivan Fernandez-Val, Stefan Hoderlein, Hajo Holzmann, Whitney K. Newey
31 October 2015 | Journal Article

Previous version

Nonparametric identification in panels using quantiles
Victor Chernozhukov, Ivan Fernandez-Val, Stefan Hoderlein, Whitney K. Newey
31 December 2014 | CWP54/14
Nonparametric Euler equation identification and estimation

We consider nonparametric identification and estimation of pricing kernels, or equivalently of marginal utility functions up […]

Juan Carlos Escanciano, Stefan Hoderlein, Arthur Lewbel, Oliver Linton, Sorawoot Srisuma
1 October 2015 | CWP61/15
Identification and estimation in a correlated random coefficients binary response model

We study a linear index binary response model with random coefficients B allowed to be correlated […]

Stefan Hoderlein, Robert Sherman
30 September 2015 | Journal Article

Previous version

Identification and estimation in a correlated random coefficients binary response model
Stefan Hoderlein, Robert Sherman
17 December 2012 | CWP42/12
Nonparametric identification of endogenous and heterogeneous aggregate demand models: complements, bundles and the market level

This paper studies nonparametric identification in market level demand models for differentiated products. We generalize common […]

Fabian Dunker, Stefan Hoderlein, Hiroaki Kaido
3 September 2015 | CWP51/15

Latest version

Nonparametric identification of random coefficients in endogenous and heterogeneous aggregate demand models
Fabian Dunker, Stefan Hoderlein, Hiroaki Kaido
22 February 2017 | CWP11/17

Previous version

Nonparametric identification of endogenous and heterogeneous aggregate demand models: complements, bundles and the market level
Fabian Dunker, Stefan Hoderlein, Hiroaki Kaido
19 May 2014 | CWP23/14
The triangular model with random coefficients

The triangular model is a very popular way to capture endogeneity. In this model, an outcome […]

Stefan Hoderlein, Hajo Holzmann, Alexander Meister
30 June 2015 | CWP33/15
Nonparametric identification in panels using quantiles

This paper considers identification and estimation of ceteris paribus effects of continuous regressors in nonseparable panel […]

Victor Chernozhukov, Ivan Fernandez-Val, Stefan Hoderlein, Whitney K. Newey
31 December 2014 | CWP54/14

Latest version

Nonparametric identification in panels using quantiles
Victor Chernozhukov, Ivan Fernandez-Val, Stefan Hoderlein, Hajo Holzmann, Whitney K. Newey
31 October 2015 | Journal Article

Previous version

Nonparametric identification in panels using quantiles
Victor Chernozhukov, Ivan Fernandez-Val, Stefan Hoderlein, Hajo Holzmann, Whitney K. Newey
30 December 2013 | CWP66/13
Nonparametric identification of endogenous and heterogeneous aggregate demand models: complements, bundles and the market level

This paper studies nonparametric identification in market level demand models for di fferentiated products. We generalize […]

Fabian Dunker, Stefan Hoderlein, Hiroaki Kaido
19 May 2014 | CWP23/14

Latest version

Nonparametric identification of random coefficients in endogenous and heterogeneous aggregate demand models
Fabian Dunker, Stefan Hoderlein, Hiroaki Kaido
22 February 2017 | CWP11/17
Nonparametric identification in panels using quantiles

This paper considers identification and estimation of ceteris paribus effects of continuous regressors in nonseparable panel […]

Victor Chernozhukov, Ivan Fernandez-Val, Stefan Hoderlein, Hajo Holzmann, Whitney K. Newey
30 December 2013 | CWP66/13

Latest version

Nonparametric identification in panels using quantiles
Victor Chernozhukov, Ivan Fernandez-Val, Stefan Hoderlein, Whitney K. Newey
31 December 2014 | CWP54/14
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