Stefan Hoderlein

Selected Publications

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

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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

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

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Identification and estimation in a correlated random coefficients binary response model
Stefan Hoderlein, Robert Sherman
17 December 2012 | CWP42/12
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

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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

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How many consumers are rational?
Stefan Hoderlein
30 November 2009 | CWP32/09
How many consumers are rational?
Stefan Hoderlein
3 July 2010 | Journal Article