Stefan Hoderlein

Selected Publications

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

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

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

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