Details about Stefan Hoderlein

Access statistics for papers by Stefan Hoderlein.

Last updated 2024-08-08. Update your information in the RePEc Author Service.

Short-id: pho618

Working Papers

2022

1. Nonparametric Difference-in-Differences in Repeated Cross-Sections with Continuous Treatments
   Papers, arXiv.org View citations (3)
   See also Journal Article Nonparametric difference-in-differences in repeated cross-sections with continuous treatments, Journal of Econometrics, Elsevier (2023) View citations (7) (2023)
2. Nonparametric Identification of Random Coefficients in Endogenous and Heterogeneous Aggregate Demand Models
   Papers, arXiv.org View citations (1)
   Also in CeMMAP working papers, Institute for Fiscal Studies (2017) View citations (3)
   CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2017) View citations (13)

2020

3. Nonparametric Euler Equation Identi?cation and Estimation
   Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge View citations (4)
   Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015) View citations (8)
   CeMMAP working papers, Institute for Fiscal Studies (2015) View citations (1)
   Boston College Working Papers in Economics, Boston College Department of Economics (2020) View citations (13)
   Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2015) View citations (1)
   See also Journal Article NONPARAMETRIC EULER EQUATION IDENTIFICATION AND ESTIMATION, Econometric Theory, Cambridge University Press (2021) View citations (3) (2021)
4. Varying Random Coefficient Models
   Papers, arXiv.org

2018

5. Specification Testing in Random Coefficient Models
   Rationality and Competition Discussion Paper Series, CRC TRR 190 Rationality and Competition View citations (6)
   Also in SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk (2016)
   See also Journal Article Specification testing in random coefficient models, Quantitative Economics, Econometric Society (2018) View citations (6) (2018)

2017

6. Nonparametric Identification of Random Coefficients in Endogenous and Heterogeneous Aggregate Demand
   Courant Research Centre: Poverty, Equity and Growth - Discussion Papers, Courant Research Centre PEG View citations (1)
7. SEMIPARAMETRIC ESTIMATION OF RANDOM COEFFICIENTS IN STRUCTURAL ECONOMIC MODELS
   Post-Print, HAL View citations (3)
   Also in Boston College Working Papers in Economics, Boston College Department of Economics (2016) View citations (11)
   CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2012) View citations (21)
   CeMMAP working papers, Institute for Fiscal Studies (2012) View citations (1)
   See also Journal Article SEMIPARAMETRIC ESTIMATION OF RANDOM COEFFICIENTS IN STRUCTURAL ECONOMIC MODELS, Econometric Theory, Cambridge University Press (2017) View citations (5) (2017)

2016

8. Constrained Information Processing and Individual Income Expectations
   Boston College Working Papers in Economics, Boston College Department of Economics
9. Erratum regarding “Instrumental variables with unrestricted heterogeneity and continuous treatment”
   Boston College Working Papers in Economics, Boston College Department of Economics
10. Estimating the Distribution of Welfare Effects Using Quantiles
    Boston College Working Papers in Economics, Boston College Department of Economics View citations (4)
    See also Journal Article Estimating the distribution of welfare effects using quantiles, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2018) View citations (5) (2018)
11. Nonparametric Estimation of Demand Elasticities Using Panel Data
    Boston College Working Papers in Economics, Boston College Department of Economics
12. Nonparametric Specification Testing in Random Parameter Models
    Boston College Working Papers in Economics, Boston College Department of Economics View citations (1)
13. Testing Monotonicity in Unobservables with Panel Data
    Boston College Working Papers in Economics, Boston College Department of Economics
14. The Triangular Model with Random Coefficients
    Boston College Working Papers in Economics, Boston College Department of Economics View citations (1)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015) View citations (21)
    CeMMAP working papers, Institute for Fiscal Studies (2015)
    See also Journal Article The triangular model with random coefficients, Journal of Econometrics, Elsevier (2017) View citations (15) (2017)

2015

15. A Triangular Treatment Effect Model With Random Coefficients In The Selection Equation
    Boston College Working Papers in Economics, Boston College Department of Economics View citations (21)
    Also in CeMMAP working papers, Institute for Fiscal Studies (2012)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2012) View citations (8)
    TSE Working Papers, Toulouse School of Economics (TSE) (2015) View citations (20)
16. Identification of structural models in the presence of measurement error due to rounding in survey responses
    Boston College Working Papers in Economics, Boston College Department of Economics View citations (4)
17. Nonparametric identification of endogenous and heterogeneous aggregate demand models: complements, bundles and the market level
    CeMMAP working papers, Institute for Fiscal Studies View citations (1)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2014) View citations (2)
    Economics Series, Institute for Advanced Studies (2014) View citations (2)
    Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics (2014) View citations (2)
    CeMMAP working papers, Institute for Fiscal Studies (2014)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015) View citations (4)
18. Testing for Monotonicity in Unobservables under Unconfoundedness
    Boston College Working Papers in Economics, Boston College Department of Economics
    See also Journal Article Testing for monotonicity in unobservables under unconfoundedness, Journal of Econometrics, Elsevier (2016) View citations (6) (2016)

2014

19. Costly Information Processing and Income Expectations
    Boston College Working Papers in Economics, Boston College Department of Economics
20. Endogenous Semiparametric Binary Choice Models with Heteroscedasticity
    Boston College Working Papers in Economics, Boston College Department of Economics
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2009) View citations (9)
21. Nonparametric Identification in Panels using Quantiles
    Papers, arXiv.org View citations (2)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013)
    CeMMAP working papers, Institute for Fiscal Studies (2013)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2014) View citations (2)
    CeMMAP working papers, Institute for Fiscal Studies (2014)
    See also Journal Article Nonparametric identification in panels using quantiles, Journal of Econometrics, Elsevier (2015) View citations (39) (2015)

2013

22. Nonlinear Difference-in-Differences in Repeated Cross Sections with Continuous Treatments
    Boston College Working Papers in Economics, Boston College Department of Economics View citations (11)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013) View citations (11)
    CeMMAP working papers, Institute for Fiscal Studies (2013)
23. Outcome Conditioned Treatment Effects
    Boston College Working Papers in Economics, Boston College Department of Economics View citations (7)
    Also in CeMMAP working papers, Institute for Fiscal Studies (2013) View citations (1)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013) View citations (4)
24. Random Coefficients in Static Games of Complete Information
    Boston College Working Papers in Economics, Boston College Department of Economics View citations (10)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013) View citations (12)
    CeMMAP working papers, Institute for Fiscal Studies (2013)
25. Testing Multivariate Economic Restrictions Using Quantiles: The Example of Slutsky Negative Semidefiniteness
    Boston College Working Papers in Economics, Boston College Department of Economics
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2011) View citations (14)
    See also Journal Article Testing multivariate economic restrictions using quantiles: The example of Slutsky negative semidefiniteness, Journal of Econometrics, Elsevier (2016) View citations (39) (2016)

2012

26. Identification And Estimation In A Correlated Random Coefficients Binary Response Model
    Boston College Working Papers in Economics, Boston College Department of Economics View citations (3)
    Also in CeMMAP working papers, Institute for Fiscal Studies (2012)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2012) View citations (5)
    See also Journal Article Identification and estimation in a correlated random coefficients binary response model, Journal of Econometrics, Elsevier (2015) View citations (10) (2015)

2011

27. On the role of time in nonseparable panel data models
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies
28. Regressor Dimension Reduction with Economic Constraints: The Example of Demand Systems with Many Goods
    Boston College Working Papers in Economics, Boston College Department of Economics
    See also Journal Article REGRESSOR DIMENSION REDUCTION WITH ECONOMIC CONSTRAINTS: THE EXAMPLE OF DEMAND SYSTEMS WITH MANY GOODS, Econometric Theory, Cambridge University Press (2012) View citations (1) (2012)
29. Welfare analysis using nonseparable models
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (7)

2010

30. Structural measurement errors in nonseparable models
    Munich Reprints in Economics, University of Munich, Department of Economics View citations (21)
    Also in Boston College Working Papers in Economics, Boston College Department of Economics (2009) View citations (1)
    Discussion Papers in Economics, University of Munich, Department of Economics (2009) View citations (1)
    See also Journal Article Structural measurement errors in nonseparable models, Journal of Econometrics, Elsevier (2010) View citations (19) (2010)

2009

31. How Many Consumers are Rational?
    Boston College Working Papers in Economics, Boston College Department of Economics View citations (7)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2009) View citations (6)
    See also Journal Article How many consumers are rational?, Journal of Econometrics, Elsevier (2011) View citations (51) (2011)
32. Nonparametric Identification in Nonseparable Panel Data Models with Generalized Fixed Effects
    Boston College Working Papers in Economics, Boston College Department of Economics View citations (7)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2009) View citations (6)
    See also Journal Article Nonparametric identification in nonseparable panel data models with generalized fixed effects, Journal of Econometrics, Elsevier (2012) View citations (73) (2012)
33. Revealed Preferences in a Heterogeneous Population
    Boston College Working Papers in Economics, Boston College Department of Economics View citations (9)
    See also Journal Article Revealed Preferences in a Heterogeneous Population, The Review of Economics and Statistics, MIT Press (2014) View citations (73) (2014)
34. Testing Homogeneity in Demand Systems Nonparametrically: Theory and Evidence
    Boston College Working Papers in Economics, Boston College Department of Economics View citations (2)

2008

35. Demand Analysis as an Ill-Posed Inverse Problem with Semiparametric Specification
    Boston College Working Papers in Economics, Boston College Department of Economics View citations (1)
    See also Journal Article DEMAND ANALYSIS AS AN ILL-POSED INVERSE PROBLEM WITH SEMIPARAMETRIC SPECIFICATION, Econometric Theory, Cambridge University Press (2011) View citations (7) (2011)
36. Developments in Nonparametric Demand Analysis: Heterogeneity and Nonparametrics
    Boston College Working Papers in Economics, Boston College Department of Economics

Journal Articles

2024

1. Testing and relaxing the exclusion restriction in the control function approach
   Journal of Econometrics, 2024, 240, (2) View citations (2)

2023

2. Nonparametric difference-in-differences in repeated cross-sections with continuous treatments
   Journal of Econometrics, 2023, 234, (2), 664-690 View citations (7)
   See also Working Paper Nonparametric Difference-in-Differences in Repeated Cross-Sections with Continuous Treatments, Papers (2022) View citations (3) (2022)

2021

3. NONPARAMETRIC EULER EQUATION IDENTIFICATION AND ESTIMATION
   Econometric Theory, 2021, 37, (5), 851-891 View citations (3)
   See also Working Paper Nonparametric Euler Equation Identi?cation and Estimation, Cambridge Working Papers in Economics (2020) View citations (4) (2020)

2018

4. Estimating the distribution of welfare effects using quantiles
   Journal of Applied Econometrics, 2018, 33, (1), 52-72 View citations (5)
   See also Working Paper Estimating the Distribution of Welfare Effects Using Quantiles, Boston College Working Papers in Economics (2016) View citations (4) (2016)
5. Nonparametric identification of the distribution of random coefficients in binary response static games of complete information
   Journal of Econometrics, 2018, 206, (1), 83-102 View citations (3)
6. Specification testing in random coefficient models
   Quantitative Economics, 2018, 9, (3), 1371-1417 View citations (6)
   See also Working Paper Specification Testing in Random Coefficient Models, Rationality and Competition Discussion Paper Series (2018) View citations (6) (2018)

2017

7. Corrigendum: Instrumental Variables with Unrestricted Heterogeneity and Continuous Treatment
   The Review of Economic Studies, 2017, 84, (2), 964-968 View citations (2)
8. SEMIPARAMETRIC ESTIMATION OF RANDOM COEFFICIENTS IN STRUCTURAL ECONOMIC MODELS
   Econometric Theory, 2017, 33, (6), 1265-1305 View citations (5)
   See also Working Paper SEMIPARAMETRIC ESTIMATION OF RANDOM COEFFICIENTS IN STRUCTURAL ECONOMIC MODELS, Post-Print (2017) View citations (3) (2017)
9. The triangular model with random coefficients
   Journal of Econometrics, 2017, 201, (1), 144-169 View citations (15)
   See also Working Paper The Triangular Model with Random Coefficients, Boston College Working Papers in Economics (2016) View citations (1) (2016)

2016

10. Testing for monotonicity in unobservables under unconfoundedness
    Journal of Econometrics, 2016, 193, (1), 183-202 View citations (6)
    See also Working Paper Testing for Monotonicity in Unobservables under Unconfoundedness, Boston College Working Papers in Economics (2015) (2015)
11. Testing multivariate economic restrictions using quantiles: The example of Slutsky negative semidefiniteness
    Journal of Econometrics, 2016, 191, (1), 129-144 View citations (39)
    See also Working Paper Testing Multivariate Economic Restrictions Using Quantiles: The Example of Slutsky Negative Semidefiniteness, Boston College Working Papers in Economics (2013) (2013)

2015

12. Identification and estimation in a correlated random coefficients binary response model
    Journal of Econometrics, 2015, 188, (1), 135-149 View citations (10)
    See also Working Paper Identification And Estimation In A Correlated Random Coefficients Binary Response Model, Boston College Working Papers in Economics (2012) View citations (3) (2012)
13. Nonparametric identification in panels using quantiles
    Journal of Econometrics, 2015, 188, (2), 378-392 View citations (39)
    See also Working Paper Nonparametric Identification in Panels using Quantiles, Papers (2014) View citations (2) (2014)
14. Testing stochastic rationality and predicting stochastic demand: the case of two goods
    Economic Theory Bulletin, 2015, 3, (2), 313-328 View citations (26)

2014

15. Revealed Preferences in a Heterogeneous Population
    The Review of Economics and Statistics, 2014, 96, (2), 197-213 View citations (73)
    See also Working Paper Revealed Preferences in a Heterogeneous Population, Boston College Working Papers in Economics (2009) View citations (9) (2009)

2012

16. Nonparametric identification in nonseparable panel data models with generalized fixed effects
    Journal of Econometrics, 2012, 168, (2), 300-314 View citations (73)
    See also Working Paper Nonparametric Identification in Nonseparable Panel Data Models with Generalized Fixed Effects, Boston College Working Papers in Economics (2009) View citations (7) (2009)
17. REGRESSOR DIMENSION REDUCTION WITH ECONOMIC CONSTRAINTS: THE EXAMPLE OF DEMAND SYSTEMS WITH MANY GOODS
    Econometric Theory, 2012, 28, (5), 1087-1120 View citations (1)
    See also Working Paper Regressor Dimension Reduction with Economic Constraints: The Example of Demand Systems with Many Goods, Boston College Working Papers in Economics (2011) (2011)

2011

18. DEMAND ANALYSIS AS AN ILL-POSED INVERSE PROBLEM WITH SEMIPARAMETRIC SPECIFICATION
    Econometric Theory, 2011, 27, (3), 609-638 View citations (7)
    See also Working Paper Demand Analysis as an Ill-Posed Inverse Problem with Semiparametric Specification, Boston College Working Papers in Economics (2008) View citations (1) (2008)
19. How many consumers are rational?
    Journal of Econometrics, 2011, 164, (2), 294-309 View citations (51)
    See also Working Paper How Many Consumers are Rational?, Boston College Working Papers in Economics (2009) View citations (7) (2009)
20. Non‐parametric models in binary choice fixed effects panel data
    Econometrics Journal, 2011, 14, (3), 351-367 View citations (13)

2010

21. ANALYZING THE RANDOM COEFFICIENT MODEL NONPARAMETRICALLY
    Econometric Theory, 2010, 26, (3), 804-837 View citations (55)
22. Structural measurement errors in nonseparable models
    Journal of Econometrics, 2010, 157, (2), 432-440 View citations (19)
    See also Working Paper Structural measurement errors in nonseparable models, Munich Reprints in Economics (2010) View citations (21) (2010)

2009

23. Identification and estimation of local average derivatives in non-separable models without monotonicity
    Econometrics Journal, 2009, 12, (1), 1-25 View citations (24)
24. Testing and imposing Slutsky symmetry in nonparametric demand systems
    Journal of Econometrics, 2009, 153, (1), 33-50 View citations (29)

2008

25. Increasing the price variation in a repeated cross section
    Journal of Econometrics, 2008, 147, (2), 316-325 View citations (51)

2007

26. Identification of Marginal Effects in Nonseparable Models Without Monotonicity
    Econometrica, 2007, 75, (5), 1513-1518 View citations (103)

2006

27. Local Partitioned Regression
    Econometrica, 2006, 74, (3), 787-817 View citations (4)

Chapters

2009

1. Chapter 10 Developments in Nonparametric Demand Analysis: Heterogeneity and Nonparametrics
   A chapter in Quantifying Consumer Preferences, 2009, pp 281-297

Software Items

2024

1. TESTEX: Stata module for a statistical test of the exclusion restriction of an instrumental variable (IV)
   Statistical Software Components, Boston College Department of Economics