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Details about Roger W. Klein

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Workplace:Department of Economics, Rutgers University-New Brunswick, (more information at EDIRC)

Access statistics for papers by Roger W. Klein.

Last updated 2012-03-05. Update your information in the RePEc Author Service.

Short-id: pkl110


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Working Papers

2011

  1. Semiparametric Selection Models with Binary Outcomes
    IZA Discussion Papers, Institute of Labor Economics (IZA) Downloads
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2011) Downloads

2010

  1. A Parametric Control Function Approach to Estimating the Returns to Schooling in the Absence of Exclusion Restrictions: An Application to the NLSY
    IZA Discussion Papers, Institute of Labor Economics (IZA) Downloads View citations (1)
    Also in Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) (2008) Downloads View citations (2)

2009

  1. Does Increasing Parents' Schooling Raise the Schooling of the Next Generation? Evidence Based on Conditional Second Moments
    IZA Discussion Papers, Institute of Labor Economics (IZA) Downloads
    Also in Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) (2009) Downloads View citations (2)

2008

  1. Subjective Health Assessments and Active Labor Market Participation of Older Men: Evidence from a Semiparametric Binary Choice Model with Nonadditive Correlated Individualspecific Effects
    MEA discussion paper series, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy Downloads View citations (2)
    Also in IZA Discussion Papers, Institute of Labor Economics (IZA) (2007) Downloads View citations (6)

    See also Journal Article in The Review of Economics and Statistics (2011)

2006

  1. A Semiparametric Model for Binary Response and Continuous Outcomes Under Index Heteroscedasticity
    IZA Discussion Papers, Institute of Labor Economics (IZA) Downloads View citations (5)
    See also Journal Article in Journal of Applied Econometrics (2009)
  2. Estimating a Class of Triangular Simultaneous Equations Models Without Exclusion Restrictions
    IZA Discussion Papers, Institute of Labor Economics (IZA) Downloads View citations (1)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2005) Downloads

    See also Journal Article in Journal of Econometrics (2010)
  3. Estimating the Return to Endogenous Schooling Decisions for Australian Workers via Conditional Second Moments
    IZA Discussion Papers, Institute of Labor Economics (IZA) Downloads View citations (5)

1998

  1. AN EXPERIMENTAL TEST FOR STABILITY OF THE PROBABILITY TRANSFORMATION FUNCTION IN RANK-DEPENDENT EXPECTED UTILITY THEORY
    Departmental Working Papers, Rutgers University, Department of Economics
  2. ORDER-DEPENDENT PRESENT VALUE: THEORY AND AN EXPERIMENTAL TEST
    Departmental Working Papers, Rutgers University, Department of Economics

1991

  1. An Efficient Semiparametric Estimator for Binary Response Models
    Working Papers, Bell Communications - Economic Research Group View citations (19)
    See also Journal Article in Econometrica (1993)
  2. Specification Tests for Binery Choice Models Based on Index Quantiles
    Working Papers, Bell Communications - Economic Research Group View citations (3)

1987

  1. Factors Affecting the Output and Quit Propensities of Production Workers
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)

Journal Articles

2011

  1. Subjective Health Assessments and Active Labor Market Participation of Older Men: Evidence from a Semiparametric Binary Choice Model with Nonadditive Correlated Individual-specific Effects
    The Review of Economics and Statistics, 2011, 93, (3), 764-774 Downloads View citations (10)
    See also Working Paper (2008)

2010

  1. BIAS CORRECTIONS IN TESTING AND ESTIMATING SEMIPARAMETRIC, SINGLE INDEX MODELS
    Econometric Theory, 2010, 26, (06), 1683-1718 Downloads View citations (7)
  2. Estimating a class of triangular simultaneous equations models without exclusion restrictions
    Journal of Econometrics, 2010, 154, (2), 154-164 Downloads View citations (12)
    See also Working Paper (2006)

2009

  1. A semiparametric model for binary response and continuous outcomes under index heteroscedasticity
    Journal of Applied Econometrics, 2009, 24, (5), 735-762 Downloads View citations (29)
    See also Working Paper (2006)
  2. Estimating the Return to Endogenous Schooling Decisions via Conditional Second Moments
    Journal of Human Resources, 2009, 44, (4) Downloads View citations (16)

2002

  1. Shift Restrictions and Semiparametric Estimation in Ordered Response Models
    Econometrica, 2002, 70, (2), 663-691 Downloads View citations (22)

1997

  1. Estimating new product demand from biased survey data
    Journal of Econometrics, 1997, 76, (1-2), 53-76 Downloads View citations (11)

1993

  1. An Efficient Semiparametric Estimator for Binary Response Models
    Econometrica, 1993, 61, (2), 387-421 Downloads View citations (246)
    See also Working Paper (1991)

1988

  1. A Flexible Class of Discrete Choice Models
    Marketing Science, 1988, 7, (3), 232-251 Downloads View citations (7)

1986

  1. Some results on an approximation to joint distributions of utility functions
    Economics Letters, 1986, 22, (2-3), 123-125 Downloads

1984

  1. Model Selection When There Is "Minimal" Prior Information
    Econometrica, 1984, 52, (5), 1291-1312 Downloads View citations (13)

1979

  1. Optimal instruments when the disturbances are small
    Journal of Econometrics, 1979, 9, (3), 368-377 Downloads
  2. The information criterion in model selection
    Economics Letters, 1979, 3, (3), 243-248 Downloads

1978

  1. Decisions with Estimation Uncertainty
    Econometrica, 1978, 46, (6), 1363-87 Downloads View citations (9)

1977

  1. Abstract: The Effect of Limited Information and Estimation Risk on Optimal Portfolio Diversification
    Journal of Financial and Quantitative Analysis, 1977, 12, (04), 669-669 Downloads View citations (17)
  2. The effect of limited information and estimation risk on optimal portfolio diversification
    Journal of Financial Economics, 1977, 5, (1), 89-111 Downloads View citations (22)

1976

  1. The effect of estimation risk on optimal portfolio choice
    Journal of Financial Economics, 1976, 3, (3), 215-231 Downloads View citations (121)

1975

  1. Abstract–The Effect of Estimation Risk on Optimal Portfolio Choice under Uncertainty
    Journal of Financial and Quantitative Analysis, 1975, 10, (04), 559-559 Downloads

1973

  1. A Dynamic Theory of Comparative Advantage
    American Economic Review, 1973, 63, (1), 173-84 Downloads View citations (2)
 
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