Details about Roger W. Klein

Access statistics for papers by Roger W. Klein.

Last updated 2026-04-12. Update your information in the RePEc Author Service.

Short-id: pkl110

Working Papers

2017

1. Recursive Differencing: Bias Reduction with Regular Kernels
   Departmental Working Papers, Rutgers University, Department of Economics

2015

2. Semiparametric Instrumental Variable Estimation in an Endogenous Treatment Model
   Departmental Working Papers, Rutgers University, Department of Economics

2014

3. Semiiparametric Selection Models with Binary Outcomes
   Departmental Working Papers, Rutgers University, Department of Economics
   Also in IZA Discussion Papers, IZA Network @ LISER (2011) View citations (2)
   CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2011) View citations (2)

2010

4. 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, IZA Network @ LISER View citations (4)
   Also in Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) (2008) View citations (5)
   See also Journal Article A parametric control function approach to estimating the returns to schooling in the absence of exclusion restrictions: an application to the NLSY, Empirical Economics, Springer (2013) View citations (22) (2013)

2009

5. Does Increasing Parents' Schooling Raise the Schooling of the Next Generation? Evidence Based on Conditional Second Moments
   IZA Discussion Papers, IZA Network @ LISER View citations (2)
   Also in Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) (2009) View citations (11)
   See also Journal Article Does Increasing Parents’ Schooling Raise the Schooling of the Next Generation? Evidence Based on Conditional Second Moments, Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2012) View citations (8) (2012)

2008

6. 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 View citations (2)
   Also in IZA Discussion Papers, IZA Network @ LISER (2007) View citations (8)
   See also Journal Article 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, MIT Press (2011) View citations (20) (2011)

2006

7. A Semiparametric Model for Binary Response and Continuous Outcomes Under Index Heteroscedasticity
   IZA Discussion Papers, IZA Network @ LISER View citations (8)
   See also Journal Article A semiparametric model for binary response and continuous outcomes under index heteroscedasticity, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2009) View citations (46) (2009)
8. Estimating a Class of Triangular Simultaneous Equations Models Without Exclusion Restrictions
   IZA Discussion Papers, IZA Network @ LISER View citations (1)
   Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2005)
   See also Journal Article Estimating a class of triangular simultaneous equations models without exclusion restrictions, Journal of Econometrics, Elsevier (2010) View citations (28) (2010)
9. Estimating the Return to Endogenous Schooling Decisions for Australian Workers via Conditional Second Moments
   IZA Discussion Papers, IZA Network @ LISER View citations (6)

1998

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

1991

12. An Efficient Semiparametric Estimator for Binary Response Models
    Working Papers, Bell Communications - Economic Research Group View citations (19)
    See also Journal Article An Efficient Semiparametric Estimator for Binary Response Models, Econometrica, Econometric Society (1993) View citations (361) (1993)
13. Specification Tests for Binery Choice Models Based on Index Quantiles
    Working Papers, Bell Communications - Economic Research Group View citations (3)

1987

14. Factors Affecting the Output and Quit Propensities of Production Workers
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)
    See also Journal Article Factors Affecting the Output and Quit Propensities of Production Workers, The Review of Economic Studies, Review of Economic Studies Ltd (1991) View citations (30) (1991)

Journal Articles

2024

1. RECURSIVE DIFFERENCING FOR ESTIMATING SEMIPARAMETRIC MODELS
   Econometric Theory, 2024, 40, (1), 37-59

2021

2. An IV estimator for a functional coefficient model with endogenous discrete treatments
   Econometric Reviews, 2021, 40, (6), 540-561

2015

3. Estimation of marginal effects in semiparametric selection models with binary outcomes
   Journal of Econometrics, 2015, 185, (1), 82-94 View citations (11)

2013

4. A parametric control function approach to estimating the returns to schooling in the absence of exclusion restrictions: an application to the NLSY
   Empirical Economics, 2013, 44, (1), 111-133 View citations (22)
   See also Working Paper 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 (2010) View citations (4) (2010)

2012

5. Does Increasing Parents’ Schooling Raise the Schooling of the Next Generation? Evidence Based on Conditional Second Moments
   Oxford Bulletin of Economics and Statistics, 2012, 74, (5), 676-690 View citations (8)
   See also Working Paper Does Increasing Parents' Schooling Raise the Schooling of the Next Generation? Evidence Based on Conditional Second Moments, IZA Discussion Papers (2009) View citations (2) (2009)

2011

6. 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 View citations (20)
   See also Working Paper 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 (2008) View citations (2) (2008)

2010

7. BIAS CORRECTIONS IN TESTING AND ESTIMATING SEMIPARAMETRIC, SINGLE INDEX MODELS
   Econometric Theory, 2010, 26, (6), 1683-1718 View citations (11)
8. Estimating a class of triangular simultaneous equations models without exclusion restrictions
   Journal of Econometrics, 2010, 154, (2), 154-164 View citations (28)
   See also Working Paper Estimating a Class of Triangular Simultaneous Equations Models Without Exclusion Restrictions, IZA Discussion Papers (2006) View citations (1) (2006)

2009

9. A semiparametric model for binary response and continuous outcomes under index heteroscedasticity
   Journal of Applied Econometrics, 2009, 24, (5), 735-762 View citations (46)
   See also Working Paper A Semiparametric Model for Binary Response and Continuous Outcomes Under Index Heteroscedasticity, IZA Discussion Papers (2006) View citations (8) (2006)
10. Estimating the Return to Endogenous Schooling Decisions via Conditional Second Moments
    Journal of Human Resources, 2009, 44, (4) View citations (30)

2002

11. Shift Restrictions and Semiparametric Estimation in Ordered Response Models
    Econometrica, 2002, 70, (2), 663-691 View citations (32)

1997

12. Estimating new product demand from biased survey data
    Journal of Econometrics, 1997, 76, (1-2), 53-76 View citations (12)

1993

13. An Efficient Semiparametric Estimator for Binary Response Models
    Econometrica, 1993, 61, (2), 387-421 View citations (361)
    See also Working Paper An Efficient Semiparametric Estimator for Binary Response Models, Working Papers (1991) View citations (19) (1991)

1991

14. Factors Affecting the Output and Quit Propensities of Production Workers
    The Review of Economic Studies, 1991, 58, (5), 929-953 View citations (30)
    See also Working Paper Factors Affecting the Output and Quit Propensities of Production Workers, NBER Working Papers (1987) View citations (1) (1987)

1988

15. A Flexible Class of Discrete Choice Models
    Marketing Science, 1988, 7, (3), 232-251 View citations (8)

1986

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

1984

17. Model Selection When There Is "Minimal" Prior Information
    Econometrica, 1984, 52, (5), 1291-1312 View citations (16)

1979

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

1978

20. Decisions with Estimation Uncertainty
    Econometrica, 1978, 46, (6), 1363-87 View citations (11)

1977

21. Abstract: The Effect of Limited Information and Estimation Risk on Optimal Portfolio Diversification
    Journal of Financial and Quantitative Analysis, 1977, 12, (4), 669-669 View citations (33)
22. The effect of limited information and estimation risk on optimal portfolio diversification
    Journal of Financial Economics, 1977, 5, (1), 89-111 View citations (42)

1976

23. The effect of estimation risk on optimal portfolio choice
    Journal of Financial Economics, 1976, 3, (3), 215-231 View citations (175)

1975

24. Abstract–The Effect of Estimation Risk on Optimal Portfolio Choice under Uncertainty
    Journal of Financial and Quantitative Analysis, 1975, 10, (4), 559-559

1973

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