Details about Roger W. Klein

Access statistics for papers by Roger W. Klein.

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Short-id: pkl110

Working Papers

2011

1. Semiparametric Selection Models with Binary Outcomes
   IZA Discussion Papers, Institute of Labor Economics (IZA) View citations (2)
   Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2011) View citations (2)

2010

2. 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) View citations (4)
   Also in Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) (2008) View citations (5)

2009

3. 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) View citations (2)
   Also in Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) (2009) View citations (11)

2008

4. 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, Institute of Labor Economics (IZA) (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 (19) (2011)

2006

5. A Semiparametric Model for Binary Response and Continuous Outcomes Under Index Heteroscedasticity
   IZA Discussion Papers, Institute of Labor Economics (IZA) 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)
6. Estimating a Class of Triangular Simultaneous Equations Models Without Exclusion Restrictions
   IZA Discussion Papers, Institute of Labor Economics (IZA) 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 (27) (2010)
7. Estimating the Return to Endogenous Schooling Decisions for Australian Workers via Conditional Second Moments
   IZA Discussion Papers, Institute of Labor Economics (IZA) View citations (6)

1998

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

1991

10. 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 (346) (1993)
11. Specification Tests for Binery Choice Models Based on Index Quantiles
    Working Papers, Bell Communications - Economic Research Group View citations (3)

1987

12. Factors Affecting the Output and Quit Propensities of Production Workers
    NBER Working Papers, National Bureau of Economic Research, Inc 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 View citations (19)
   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

2. BIAS CORRECTIONS IN TESTING AND ESTIMATING SEMIPARAMETRIC, SINGLE INDEX MODELS
   Econometric Theory, 2010, 26, (6), 1683-1718 View citations (11)
3. Estimating a class of triangular simultaneous equations models without exclusion restrictions
   Journal of Econometrics, 2010, 154, (2), 154-164 View citations (27)
   See also Working Paper Estimating a Class of Triangular Simultaneous Equations Models Without Exclusion Restrictions, IZA Discussion Papers (2006) View citations (1) (2006)

2009

4. 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)
5. Estimating the Return to Endogenous Schooling Decisions via Conditional Second Moments
   Journal of Human Resources, 2009, 44, (4) View citations (30)

2002

6. Shift Restrictions and Semiparametric Estimation in Ordered Response Models
   Econometrica, 2002, 70, (2), 663-691 View citations (30)

1997

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

1993

8. An Efficient Semiparametric Estimator for Binary Response Models
   Econometrica, 1993, 61, (2), 387-421 View citations (346)
   See also Working Paper An Efficient Semiparametric Estimator for Binary Response Models, Working Papers (1991) View citations (19) (1991)

1988

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

1986

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

1984

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

1979

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

1978

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

1977

15. 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 (30)
16. The effect of limited information and estimation risk on optimal portfolio diversification
    Journal of Financial Economics, 1977, 5, (1), 89-111 View citations (37)

1976

17. The effect of estimation risk on optimal portfolio choice
    Journal of Financial Economics, 1976, 3, (3), 215-231 View citations (165)

1975

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

1973

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