Details about Alexander Torgovitsky

Access statistics for papers by Alexander Torgovitsky.

Last updated 2023-11-07. Update your information in the RePEc Author Service.

Short-id: pto480

Working Papers

2024

1. Instrumental Variables with Unobserved Heterogeneity in Treatment Effects
   RF Berlin - CReAM Discussion Paper Series, Rockwool Foundation Berlin (RF Berlin) - Centre for Research and Analysis of Migration (CReAM)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2024) View citations (1)

2023

2. Instrumental variables with heterogeneous treatment effects
   Economics Virtual Symposium 2023, Stata Users Group
3. Representation and Hesitancy in Population Health Research: Evidence from a COVID-19 Antibody Study
   NBER Working Papers, National Bureau of Economic Research, Inc

2022

4. When is TSLS Actually LATE?
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (27)
5. ivcrc: An Instrumental Variables Estimator for the Correlated Random Coefficients Model
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (1)
   See also Journal Article ivcrc: An instrumental-variables estimator for the correlated random-coefficients model, Stata Journal, StataCorp LLC (2022) View citations (1) (2022)

2021

6. Inference for Large-Scale Linear Systems with Known Coefficients
   Papers, arXiv.org View citations (1)
   Also in Working Papers, Becker Friedman Institute for Research In Economics (2020) View citations (3)
   See also Journal Article Inference for Large‐Scale Linear Systems With Known Coefficients, Econometrica, Econometric Society (2023) View citations (2) (2023)
7. Selection in Surveys: Using Randomized Incentives to Detect and Account for Nonresponse Bias
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (5)

2020

8. Combining Matching and Synthetic Control to Trade off Biases from Extrapolation and Interpolation
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (10)
9. Policy Evaluation with Multiple Instrumental Variables
   Working Papers, Becker Friedman Institute for Research In Economics View citations (10)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2020) View citations (10)
   See also Journal Article Policy evaluation with multiple instrumental variables, Journal of Econometrics, Elsevier (2024) View citations (5) (2024)
10. ivmte: An R Package for Implementing Marginal Treatment Effect Methods
    Working Papers, Becker Friedman Institute for Research In Economics View citations (3)

2019

11. Nonparametric Estimates of Demand in the California Health Insurance Exchange
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (14)
    See also Journal Article Nonparametric Estimates of Demand in the California Health Insurance Exchange, Econometrica, Econometric Society (2023) View citations (3) (2023)
12. The Causal Interpretation of Two-Stage Least Squares with Multiple Instrumental Variables
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (13)
    See also Journal Article The Causal Interpretation of Two-Stage Least Squares with Multiple Instrumental Variables, American Economic Review, American Economic Association (2021) View citations (53) (2021)

2017

13. Using Instrumental Variables for Inference about Policy Relevant Treatment Effects
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (31)

2014

14. Instrumental variables estimation of a generalized correlated random coefficients model
    CeMMAP working papers, Institute for Fiscal Studies
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2014) View citations (12)

2011

15. Sensitivity Analysis in Semiparametric Likelihood Models
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (50)

Journal Articles

2024

1. Nonrepresentativeness in Population Health Research: Evidence from a COVID-19 Antibody Study
   American Economic Review: Insights, 2024, 6, (3), 313-23
2. Policy evaluation with multiple instrumental variables
   Journal of Econometrics, 2024, 243, (1) View citations (5)
   See also Working Paper Policy Evaluation with Multiple Instrumental Variables, Working Papers (2020) View citations (10) (2020)

2023

3. Inference for Large‐Scale Linear Systems With Known Coefficients
   Econometrica, 2023, 91, (1), 299-327 View citations (2)
   See also Working Paper Inference for Large-Scale Linear Systems with Known Coefficients, Papers (2021) View citations (1) (2021)
4. Nonparametric Estimates of Demand in the California Health Insurance Exchange
   Econometrica, 2023, 91, (1), 107-146 View citations (3)
   See also Working Paper Nonparametric Estimates of Demand in the California Health Insurance Exchange, NBER Working Papers (2019) View citations (14) (2019)
5. Selection Bias in Voluntary Random Testing: Evidence from a COVID-19 Antibody Study
   AEA Papers and Proceedings, 2023, 113, 562-66

2022

6. ivcrc: An instrumental-variables estimator for the correlated random-coefficients model
   Stata Journal, 2022, 22, (3), 469-495 View citations (1)
   See also Working Paper ivcrc: An Instrumental Variables Estimator for the Correlated Random Coefficients Model, Finance and Economics Discussion Series (2022) View citations (1) (2022)

2021

7. Combining Matching and Synthetic Control to Tradeoff Biases From Extrapolation and Interpolation
   Journal of the American Statistical Association, 2021, 116, (536), 1804-1816 View citations (20)
8. The Causal Interpretation of Two-Stage Least Squares with Multiple Instrumental Variables
   American Economic Review, 2021, 111, (11), 3663-98 View citations (53)
   See also Working Paper The Causal Interpretation of Two-Stage Least Squares with Multiple Instrumental Variables, NBER Working Papers (2019) View citations (13) (2019)

2019

9. Nonparametric Inference on State Dependence in Unemployment
   Econometrica, 2019, 87, (5), 1475-1505 View citations (31)
10. Partial identification by extending subdistributions
    Quantitative Economics, 2019, 10, (1), 105-144 View citations (16)

2018

11. Identification and Extrapolation of Causal Effects with Instrumental Variables
    Annual Review of Economics, 2018, 10, (1), 577-613 View citations (9)
12. Using Instrumental Variables for Inference About Policy Relevant Treatment Parameters
    Econometrica, 2018, 86, (5), 1589-1619 View citations (98)

2017

13. Minimum distance from independence estimation of nonseparable instrumental variables models
    Journal of Econometrics, 2017, 199, (1), 35-48 View citations (11)

2016

14. Identification of Instrumental Variable Correlated Random Coefficients Models
    The Review of Economics and Statistics, 2016, 98, (5), 1001-1005 View citations (17)

2015

15. Identification of Nonseparable Models Using Instruments With Small Support
    Econometrica, 2015, 83, (3), 1185-1197 View citations (105)

Software Items

2022

1. IVCRC: Stata module to implement the instrumental variables correlated random coefficients estimator
   Statistical Software Components, Boston College Department of Economics

2020

2. MIVCAUSAL: Stata module for testing the hypothesis about the signs of the 2SLS weights
   Statistical Software Components, Boston College Department of Economics