Stefan Hoderlein

Selected Publications

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
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
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
Welfare analysis using nonseparable models

This paper proposes a framework to model empirically welfare effects that are associated with a price […]

Stefan Hoderlein, Anne Vanhems
25 January 2011 | CWP01/11
Endogenous semiparametric binary choice models with heteroscedasticity

In this paper we consider endogenous regressors in the binary choice model under a weak median […]

Stefan Hoderlein
2 December 2009 | CWP34/09
Nonparametric identification in nonseparable panel data models with generalized fixed effects

This paper is concerned with extending the familiar notion of fixed effects to nonlinear setups with […]

Stefan Hoderlein, Halbert White
1 December 2009 | CWP33/09

Latest version

How many consumers are rational?

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

Stefan Hoderlein
30 November 2009 | CWP32/09

Latest version

How many consumers are rational?
Stefan Hoderlein
30 October 2011 | Journal Article