Professor Joel L. Horowitz

This paper is concerned with inference about a function <i>g</i> that is identified by a conditional quantile restriction involving instrumental variables.

This paper is concerned with developing uniform confidence bands for functions estimated nonparametrically with instrumental variables.

This paper presents a test for exogeneity of explanatory variables that minimizes the need for auxiliary assumptions that are not required by the definition of exogeneity.

This paper is concerned with inference about a function g that is identified by a conditional moment restriction involving instrumental variables.

We consider nonparametric estimation of a regression function that is identified by requiring a specified quantile of the regression "error" conditional on an instrumental variable to be zero.

This paper is concerned with inference about a function <i>g</i> that is identified by a conditional quantile restriction involving instrumental variables.

We consider nonparametric estimation of a regression function that is identified by requiring a specified quantile of the regression "error" conditional on an instrumental variable to be zero.

This paper is concerned with inference about a function g that is identified by a conditional moment restriction involving instrumental variables.

This article is concerned with estimating the additive components of a nonparametric additive quantile regression model.

We suggest two nonparametric approaches, based on kernel methods and orthogonal series, respectively, to estimating regression functions in the presence of instrumental variables.

This paper is concerned with estimating the additive components of a nonparametric additive quantile regression model.

This paper is concerned with inference about a function g that is identified by a conditional moment restriction involving instrumental variables.

This paper describes an estimator of the additive components of a nonparametric additive model with a known link function.

This paper is concerned with inference about a function g that is identified by a conditional moment restriction involving instrumental variables.

This paper is concerned with estimating the additive components of a nonparametric additive quantile regression model.

This paper considers a panel duration model that has a proportional hazards specification with fixed effects.

This paper considers a panel duration model that has a proportional hazards specification with fixed effects.

We suggest two nonparametric approaches, based on kernel methods and orthogonal series, respectively, to estimating regression functions in the presence of instrumental variables.