Stefan Hoderlein

Selected Publications

Nonlinear difference-in-differences in repeated cross sections with continuous treatments

This paper studies the identification of nonseparable models with continuous, endogenous regressors, also called treatments, using […]

Xavier d'Haultfoeuille, Stefan Hoderlein, Yuya Sasaki
20 August 2013 | CWP40/13
Outcome conditioned treatment effects

This paper introduces average treatment effects conditional on the outcomes variable in an endogenous setup where […]

Stefan Hoderlein, Yuya Sasaki
20 August 2013 | CWP39/13
Random coefficients in static games of complete information

Individual players in a simultaneous equation binary choice model act differently in different environments in ways […]

Fabian Dunker, Stefan Hoderlein, Hiroaki Kaido
27 March 2013 | CWP12/13
Identification and estimation in a correlated random coefficients binary response model

We study identification and estimation in a binary response model with random coefficients B allowed to […]

Stefan Hoderlein, Robert Sherman
17 December 2012 | CWP42/12

Latest version

Identification and estimation in a correlated random coefficients binary response model
Stefan Hoderlein, Robert Sherman
30 September 2015 | Journal Article
A triangular treatment effect model with random coefficients in the selection equation

In this paper we study nonparametric estimation in a binary treatment model where the outcome equation […]

Eric Gautier, Stefan Hoderlein
3 December 2012 | CWP39/12
Nonparametric identification in nonseparable panel data models with generalized fixed effects

This paper extends the familiar notion of fixed effects to nonlinear structures with infinite-dimensional unobservables, like […]

Stefan Hoderlein, Halbert White
30 June 2012 | Journal Article

Previous version

Semiparametric estimation of random coefficients in structural economic models

In structural economic models, individuals are usually characterized as solving a decision problem that is governed […]

Stefan Hoderlein, Lars Nesheim, Anna Simoni
4 April 2012 | CWP09/12
How many consumers are rational?

Rationality places strong restrictions on individual consumer behavior. This paper is concerned with assessing the validity […]

Stefan Hoderlein
30 October 2011 | Journal Article

Previous version

How many consumers are rational?
Stefan Hoderlein
30 November 2009 | CWP32/09
On the role of time in nonseparable panel data models

This paper contributes to the understanding of the source of identification in panel data models. Recent […]

Stefan Hoderlein, Yuya Sasaki
5 May 2011 | CWP15/11
Testing multivariate economic restrictions using quantiles: the example of Slutsky negative semidefiniteness

This paper is concerned with testing rationality restrictions using quantile regression methods. Specifically, we consider negative […]

Holger Dette, Stefan Hoderlein, Natalie Neumeyer
1 May 2011 | CWP14/11

Latest version

Testing multivariate economic restrictions using quantiles: the example of Slutsky negative semidefiniteness
Holger Dette, Stefan Hoderlein, Natalie Neumeyer
1 March 2016 | Journal Article