Dr Adam Rosen

This paper studies simultaneous equations models for two or more discrete outcomes.

Dealing with endogenous regressors is a central challenge of applied research. We allow the instrumental variable to be correlated with the error term, but we assume the correlation between the instrumental variable and the error term has the same sign as the correlation between the endogenous regressor and the error term and that the instrumental variable is less correlated with the error term than is the endogenous regressor.

This paper studies the identifying power of conditional quantile restrictions in short panels with fixed effects.

This paper studies identification of latent utility functions in multiple discrete choice models in which there may be endogenous explanatory variables, that is explanatory variables that are not restricted to be distributed independently of the unobserved determinants of latent utilities.

We develop a practical and novel method for inference on intersection bounds, namely bounds defined by either the infimum or supremum of a parametric or nonparametric function, or equivalently, the value of a linear programming problem with a potentially infinite constraint set.

This paper proposes a new way to construct confidence sets for a parameter of interest in models comprised of finitely many moment inequalities.

Dealing with endogenous regressors is a central challenge of applied research.

In this paper I develop a new approach for identification and estimation of the parameters of an oligopoly model, without relying on a potentially unverifiable equilibrium assumption.

This paper proposes a new way to construct confidence sets for a parameter of interest in models comprised of finitely many moment inequalities.