International Fellows

Joel L. Horowitz

Northwestern University

Charles E. and Emma H. Morrison Professor of Economics, Northwestern University

Selected Publications

Using penalized likelihood to select parameters in a random coefficients multinomial logit model

The multinomial logit model with random coefficients is widely used in applied research. This paper is […]

Joel L. Horowitz, Lars Nesheim
26 April 2018 | CWP29/18

Latest version

Permutation tests for equality of distributions of functional data

Economic data are often generated by stochastic processes that take place in continuous time, though observations […]

Federico A. Bugni, Joel L. Horowitz
6 March 2018 | CWP18/18

Latest version

Permutation tests for equality of distributions of functional data
Federico A. Bugni, Joel L. Horowitz
2 March 2021 | CWP06/21
Non-asymptotic inference in instrumental variables estimation

This paper presents a simple non-asymptotic method for carrying out inference in IV models. The method […]

Joel L. Horowitz
30 October 2017 | CWP46/17

Latest version

Non-asymptotic inference in instrumental variables estimation
Joel L. Horowitz
18 September 2018 | CWP52/18
Nonparametric estimation and inference under shape restrictions

Economic theory often provides shape restrictions on functions of interest in applications, such as monotonicity, convexity, […]

Joel L. Horowitz, Sokbae (Simon) Lee
18 August 2017 | Journal Article
A bootstrap method for constructing pointwise and uniform confidence bands for conditional quantile functions

This paper is concerned with inference about the conditional quantile function in a nonparametric quantile regression […]

Joel L. Horowitz, Anand Krishnamurthy
12 January 2017 | CWP01/17
Nonparametric estimation and inference under shape restrictions

Economic theory often provides shape restrictions on functions of interest in applications, such as monotonicity, convexity, […]

Joel L. Horowitz, Sokbae (Simon) Lee
25 July 2016 | CWP29/16

Previous version

Nonparametric estimation and inference under shape restrictions
Joel L. Horowitz, Sokbae (Simon) Lee
19 October 2015 | CWP67/15
Bias-corrected confidence intervals in a class of linear inverse problems

In this paper we propose a novel method to construct confidence intervals in a class of […]

Jean-Pierre Florens, Joel L. Horowitz, Ingred van Keilegom
9 May 2016 | CWP19/16
Identification and shape restrictions in nonparametric instrumental variables estimation

This paper is concerned with inference about an unidentified linear functional, L(g), where g satisfies Y=g(X)+U; […]

Joachim Freyberger, Joel L. Horowitz
30 November 2015 | Journal Article

Previous version

Identification and shape restrictions in nonparametric instrumental variables estimation
Joachim Freyberger, Joel L. Horowitz
1 July 2013 | CWP31/13
Testing exogeneity in nonparametric instrumental variables identified by conditional quantile restrictions

This paper presents a test for exogeneity of explanatory variables in a nonparametric instrumental variables (IV) […]

Jia-Young Michael Fu, Joel L. Horowitz, Matthias Parey
21 October 2015 | CWP68/15
Nonparametric estimation and inference under shape restrictions

Economic theory often provides shape restrictions on functions of interest in applications, such as monotonicity, convexity, […]

Joel L. Horowitz, Sokbae (Simon) Lee
19 October 2015 | CWP67/15

Latest version

Nonparametric estimation and inference under shape restrictions
Joel L. Horowitz, Sokbae (Simon) Lee
25 July 2016 | CWP29/16