Charles E. and Emma H. Morrison Professor of Market Economics
[Contact] [Curriculum Vitae] [Research] [Teaching]
HOW
TO CONTACT ME
Mailing address:
Department of Economics
Northwestern University
2001 Sheridan Road
Evanston, Illinois 60208, USA
My office is Room 3201 in Arthur
Andersen Hall
Telephone: 847-491-8253
Facsimile: 847-491-7001
e-mail: joel-horowitz@northwestern.edu
CURRICULUM VITAE (pdf)
RESEARCH
Fields:
Theoretical and applied econometrics
Expertise:
- Econometric theory
- Semiparametric estimation
- Bootstrap methods
- Functional data analysis
- Inference with missing and incomplete data
Current Projects:
- Nonparametric Estimation with Shape Restrictions
- Estimation of High-Dimensional Models
- Nonparametric Instrumental Variables
- Functional Data Analysis
Books:
Semiparametric Methods in Econometrics, Springer-Verlag, 1998.
Air Quality Analysis for Urban Transportation Planning, MIT Press,
1982.
Some Recent Articles:
"Asymptotic Properties of Bridge Estimators in Sparse High-Dimensional Regression Models,' Annals of Statistics, 36, 587-613, 2008 (with J. Huang and S. Ma).
"Rate-Optimal Estimation of a General Class of Nonparametric Regression Models with Unknown Link Functions," Annals of Statistics, 35, 2589-2619, 2007 (with E. Mammen).
"A Nonparametric Test of Exogeneity," Review of Economic Studies, 74, 1035-1058, 2007 (with R. Blundell).
"Methodology and Covergenced Rates for Functional Linear Regression," Annals of Statistics, 35, 70-91, 2007 (with P. Hall).
"Nonparametric Instrumental Variables Estimation of a Quantile Regression Model," Econometrica, 75, 1191-1208, 2007 (with S. Lee).
"Testing a Parametric Model against a Nonparametric Alternative with Identification through Instrumental Variables," Econometrica, 74, 521-538, 2006.
"Optimal Estimation in Additive Regression Models," Bernoulli 12, 271-298, 2006 (with J. Klemelä and E. Mammen).
"Nonparametric Methods for Inference in the Presence of Instrumental Variables," Annals of Statistics, 33,2904-2929,2005 (with P. Hall).
"Nonparametric Estimation of an Additive Quantile Regression Model," Journal of the American Statistical Association, 100, 1238-1249, 2005 (with S. Lee).
"Nonparametric Estimation of an Additive Model with a Link Function," Annals of Statistics, 32, 2412-2443, 2005 (with E. Mammen).
"Bootstrap Methods for Markov Processes,” Econometrica, 71, 1049-1082, 2003.
Software:
Click
here to obtain GAUSS and MATLAB programs that implement some of the estimators described
in the foregoing papers.
Working Papers:
TEACHING
Class materials have moved to Blackboard
