International Fellows

Arthur Lewbel

Boston College

Arthur is the inaugural holder of the Barbara A. and Patrick E. Roche chair in economics at Boston College and an International Research Fellow of the IFS. His research interests include econometric theory, consumer demand analysis, and economic aggregation issues.

Selected Publications

Identification of a triangular two equation system without instruments

We show that a standard linear triangular two equation system can be point identified, without the… Continue reading.

Arthur Lewbel, Susanne M. Schennach, Linqi Zhang
25 August 2020 | CWP41/20
Sparse demand systems: corners and complements

We propose a demand model where consumers simultaneously choose a few different goods from a large… Continue reading.

Arthur Lewbel, Lars Nesheim
23 September 2019 | CWP45/19
Nonparametric Euler equation identification and estimation

We consider nonparametric identification and estimation of pricing kernels, or equivalently of marginal utility functions up… Continue reading.

Juan Carlos Escanciano, Stefan Hoderlein, Arthur Lewbel, Oliver Linton, Sorawoot Srisuma
1 October 2015 | CWP61/15
Nonparametric identification of accelerated failure time competing risks models

We provide new conditions for identification of accelerated failure time competing risks models. These include Roy… Continue reading.

Sokbae (Simon) Lee, Arthur Lewbel
30 October 2013 | Journal Article

Previous version

Nonparametric identification of accelerated failure time competing risks models
Sokbae (Simon) Lee, Arthur Lewbel
5 June 2010 | CWP14/10
Nonparametric identification of auction models with non-separable unobserved heterogeneity

Suppose V and U are two independent mean zero random variables, where V has an asymmetric… Continue reading.

Yingyong Dong, Arthur Lewbel
31 August 2011 | Journal Article

Previous version

Nonparametric identification of a binary random factor in cross section data
Yingyong Dong, Arthur Lewbel
10 July 2009 | CWP16/09
Estimating features of a distribution from binomial data

We propose estimators of features of the distribution of an unobserved random variableW. What is observed… Continue reading.

Arthur Lewbel, Oliver Linton, Daniel McFadden
1 June 2011 | Journal Article

Previous version

Estimating features of a distribution from binomial data
Arthur Lewbel, Oliver Linton, Daniel McFadden
4 December 2001 | CWP07/01
Estimating features of a distribution from binomial data

A statistical problem that arises in several fields is that of estimating the features of an… Continue reading.

Arthur Lewbel, Oliver Linton, Daniel McFadden
3 July 2010 | Journal Article
Nonparametric identification of accelerated failure time competing risks models

We provide new conditions for identification of accelerated failure time competing risks models. These include Roy… Continue reading.

Sokbae (Simon) Lee, Arthur Lewbel
5 June 2010 | CWP14/10

Latest version

Nonparametric identification of accelerated failure time competing risks models
Sokbae (Simon) Lee, Arthur Lewbel
30 October 2013 | Journal Article
Nonparametric identification of a binary random factor in cross section data

Suppose V and U are two independent mean zero random variables, where V has an asymmetric… Continue reading.

Yingyong Dong, Arthur Lewbel
10 July 2009 | CWP16/09

Latest version

Nonparametric identification of auction models with non-separable unobserved heterogeneity
Yingyong Dong, Arthur Lewbel
31 August 2011 | Journal Article
Nonparametric identification and estimation of nonclassical errors-in-variables models without additional information

This paper considers identification and estimation of a nonparametric regression model with an unobserved discrete covariate…. Continue reading.

Xiaohong Chen, Yingyao Hu, Arthur Lewbel
1 July 2009 | Journal Article

Previous version