Details about Stefan Hoderlein
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Shortid: pho618
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Working Papers
2022
 Nonparametric DifferenceinDifferences in Repeated CrossSections with Continuous Treatments
Papers, arXiv.org View citations (3)
 Nonparametric Identification of Random Coefficients in Endogenous and Heterogeneous Aggregate Demand Models
Papers, arXiv.org View citations (1)
Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2017) View citations (12)
2020
 Nonparametric Euler Equation Identi?cation and Estimation
Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge View citations (4)
Also in 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) CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015) View citations (8)
See also Journal Article NONPARAMETRIC EULER EQUATION IDENTIFICATION AND ESTIMATION, Econometric Theory, Cambridge University Press (2021) View citations (3) (2021)
 Varying Random Coefficient Models
Papers, arXiv.org
2018
 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, Collaborative Research Center 649
See also Journal Article Specification testing in random coefficient models, Quantitative Economics, Econometric Society (2018) View citations (6) (2018)
2017
 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)
 SEMIPARAMETRIC ESTIMATION OF RANDOM COEFFICIENTS IN STRUCTURAL ECONOMIC MODELS
PostPrint, 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 (19)
See also Journal Article SEMIPARAMETRIC ESTIMATION OF RANDOM COEFFICIENTS IN STRUCTURAL ECONOMIC MODELS, Econometric Theory, Cambridge University Press (2017) View citations (5) (2017)
2016
 Constrained Information Processing and Individual Income Expectations
Boston College Working Papers in Economics, Boston College Department of Economics
 Erratum regarding “Instrumental variables with unrestricted heterogeneity and continuous treatment”
Boston College Working Papers in Economics, Boston College Department of Economics
 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 (4) (2018)
 Nonparametric Estimation of Demand Elasticities Using Panel Data
Boston College Working Papers in Economics, Boston College Department of Economics
 Nonparametric Specification Testing in Random Parameter Models
Boston College Working Papers in Economics, Boston College Department of Economics View citations (1)
 Testing Monotonicity in Unobservables with Panel Data
Boston College Working Papers in Economics, Boston College Department of Economics
 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 (20)
See also Journal Article The triangular model with random coefficients, Journal of Econometrics, Elsevier (2017) View citations (14) (2017)
2015
 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 (18)
Also in 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 (17)
 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)
 Nonparametric identification of endogenous and heterogeneous aggregate demand models: complements, bundles and the market level
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (4)
Also in Boston University  Department of Economics  Working Papers Series, Boston University  Department of Economics (2014) View citations (2) 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)
 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 (5) (2016)
2014
 Costly Information Processing and Income Expectations
Boston College Working Papers in Economics, Boston College Department of Economics
 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)
 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, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2014) View citations (2)
See also Journal Article Nonparametric identification in panels using quantiles, Journal of Econometrics, Elsevier (2015) View citations (37) (2015)
2013
 Nonlinear DifferenceinDifferences in Repeated Cross Sections with Continuous Treatments
Boston College Working Papers in Economics, Boston College Department of Economics View citations (14)
Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013) View citations (11)
 Outcome Conditioned Treatment Effects
Boston College Working Papers in Economics, Boston College Department of Economics View citations (6)
Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013) View citations (3)
 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 (11)
 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 (38) (2016)
2012
 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, 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 (9) (2015)
2011
 On the role of time in nonseparable panel data models
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies
 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)
 Welfare analysis using nonseparable models
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (7)
2010
 Structural measurement errors in nonseparable models
Munich Reprints in Economics, University of Munich, Department of Economics View citations (20)
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 (18) (2010)
2009
 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 (49) (2011)
 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 (65) (2012)
 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 (70) (2014)
 Testing Homogeneity in Demand Systems Nonparametrically: Theory and Evidence
Boston College Working Papers in Economics, Boston College Department of Economics View citations (2)
2008
 Demand Analysis as an IllPosed 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 ILLPOSED INVERSE PROBLEM WITH SEMIPARAMETRIC SPECIFICATION, Econometric Theory, Cambridge University Press (2011) View citations (7) (2011)
 Developments in Nonparametric Demand Analysis: Heterogeneity and Nonparametrics
Boston College Working Papers in Economics, Boston College Department of Economics
Journal Articles
2021
 NONPARAMETRIC EULER EQUATION IDENTIFICATION AND ESTIMATION
Econometric Theory, 2021, 37, (5), 851891 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
 Estimating the distribution of welfare effects using quantiles
Journal of Applied Econometrics, 2018, 33, (1), 5272 View citations (4)
See also Working Paper Estimating the Distribution of Welfare Effects Using Quantiles, Boston College Working Papers in Economics (2016) View citations (4) (2016)
 Nonparametric identification of the distribution of random coefficients in binary response static games of complete information
Journal of Econometrics, 2018, 206, (1), 83102 View citations (3)
 Specification testing in random coefficient models
Quantitative Economics, 2018, 9, (3), 13711417 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
 Corrigendum: Instrumental Variables with Unrestricted Heterogeneity and Continuous Treatment
The Review of Economic Studies, 2017, 84, (2), 964968 View citations (2)
 SEMIPARAMETRIC ESTIMATION OF RANDOM COEFFICIENTS IN STRUCTURAL ECONOMIC MODELS
Econometric Theory, 2017, 33, (6), 12651305 View citations (5)
See also Working Paper SEMIPARAMETRIC ESTIMATION OF RANDOM COEFFICIENTS IN STRUCTURAL ECONOMIC MODELS, PostPrint (2017) View citations (3) (2017)
 The triangular model with random coefficients
Journal of Econometrics, 2017, 201, (1), 144169 View citations (14)
See also Working Paper The Triangular Model with Random Coefficients, Boston College Working Papers in Economics (2016) View citations (1) (2016)
2016
 Testing for monotonicity in unobservables under unconfoundedness
Journal of Econometrics, 2016, 193, (1), 183202 View citations (5)
See also Working Paper Testing for Monotonicity in Unobservables under Unconfoundedness, Boston College Working Papers in Economics (2015) (2015)
 Testing multivariate economic restrictions using quantiles: The example of Slutsky negative semidefiniteness
Journal of Econometrics, 2016, 191, (1), 129144 View citations (38)
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
 Identification and estimation in a correlated random coefficients binary response model
Journal of Econometrics, 2015, 188, (1), 135149 View citations (9)
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)
 Nonparametric identification in panels using quantiles
Journal of Econometrics, 2015, 188, (2), 378392 View citations (37)
See also Working Paper Nonparametric Identification in Panels using Quantiles, Papers (2014) View citations (2) (2014)
 Testing stochastic rationality and predicting stochastic demand: the case of two goods
Economic Theory Bulletin, 2015, 3, (2), 313328 View citations (25)
2014
 Revealed Preferences in a Heterogeneous Population
The Review of Economics and Statistics, 2014, 96, (2), 197213 View citations (70)
See also Working Paper Revealed Preferences in a Heterogeneous Population, Boston College Working Papers in Economics (2009) View citations (9) (2009)
2012
 Nonparametric identification in nonseparable panel data models with generalized fixed effects
Journal of Econometrics, 2012, 168, (2), 300314 View citations (65)
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)
 REGRESSOR DIMENSION REDUCTION WITH ECONOMIC CONSTRAINTS: THE EXAMPLE OF DEMAND SYSTEMS WITH MANY GOODS
Econometric Theory, 2012, 28, (5), 10871120 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
 DEMAND ANALYSIS AS AN ILLPOSED INVERSE PROBLEM WITH SEMIPARAMETRIC SPECIFICATION
Econometric Theory, 2011, 27, (3), 609638 View citations (7)
See also Working Paper Demand Analysis as an IllPosed Inverse Problem with Semiparametric Specification, Boston College Working Papers in Economics (2008) View citations (1) (2008)
 How many consumers are rational?
Journal of Econometrics, 2011, 164, (2), 294309 View citations (49)
See also Working Paper How Many Consumers are Rational?, Boston College Working Papers in Economics (2009) View citations (7) (2009)
 Non‐parametric models in binary choice fixed effects panel data
Econometrics Journal, 2011, 14, (3), 351367 View citations (12)
2010
 ANALYZING THE RANDOM COEFFICIENT MODEL NONPARAMETRICALLY
Econometric Theory, 2010, 26, (3), 804837 View citations (53)
 Structural measurement errors in nonseparable models
Journal of Econometrics, 2010, 157, (2), 432440 View citations (18)
See also Working Paper Structural measurement errors in nonseparable models, Munich Reprints in Economics (2010) View citations (20) (2010)
2009
 Identification and estimation of local average derivatives in nonseparable models without monotonicity
Econometrics Journal, 2009, 12, (1), 125 View citations (22)
 Testing and imposing Slutsky symmetry in nonparametric demand systems
Journal of Econometrics, 2009, 153, (1), 3350 View citations (28)
2008
 Increasing the price variation in a repeated cross section
Journal of Econometrics, 2008, 147, (2), 316325 View citations (48)
2007
 Identification of Marginal Effects in Nonseparable Models Without Monotonicity
Econometrica, 2007, 75, (5), 15131518 View citations (98)
2006
 Local Partitioned Regression
Econometrica, 2006, 74, (3), 787817 View citations (4)
Software Items
2024
 TESTEX: Stata module for a statistical test of the exclusion restriction of an instrumental variable (IV)
Statistical Software Components, Boston College Department of Economics

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