International Fellows

Joel L. Horowitz

Northwestern University

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

Selected Publications

Uniform confidence bands for functions estimated nonparametrically with instrumental variables

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

Joel L. Horowitz, Sokbae (Simon) Lee
27 July 2009 | CWP18/09

Latest version

Measuring the price responsiveness of gasoline demand

This paper develops a new method for estimating the demand function for gasoline and the deadweight […]

Richard Blundell, Joel L. Horowitz, Matthias Parey
7 April 2009 | CWP11/09
A nonparametric test of exogeneity

This paper is concerned with inference about a function g that is identified by a conditional […]

Richard Blundell, Joel L. Horowitz
1 October 2007 | Journal Article
Nonparametric instrumental variables estimation of a quantile regression model

We consider nonparametric estimation of a regression function that is identified by requiring a specified quantile […]

Joel L. Horowitz, Sokbae (Simon) Lee
1 July 2007 | Journal Article

Previous version

Nonparametric instrumental variables estimation of a quantile regression model
Joel L. Horowitz, Sokbae (Simon) Lee
8 June 2006 | CWP09/06
Testing a parametric quantile-regression model with an endogenous explanatory variable against a nonparametric alternative

This paper is concerned with inference about a function g that is identified by a conditional […]

Joel L. Horowitz, Sokbae (Simon) Lee
1 February 2007 | CWP02/07

Latest version

Nonparametric instrumental variables estimation of a quantile regression model

We consider nonparametric estimation of a regression function that is identified byrequiring a specified quantile of […]

Joel L. Horowitz, Sokbae (Simon) Lee
8 June 2006 | CWP09/06

Latest version

Nonparametric instrumental variables estimation of a quantile regression model
Joel L. Horowitz, Sokbae (Simon) Lee
1 July 2007 | Journal Article
Testing a parametric model against a nonparametric alternative with identification through instrumental variables

This paper is concerned with inference about a function g that is identified by a conditional […]

Joel L. Horowitz
1 March 2006 | Journal Article

Previous version

Nonparametric estimation of an additive quantile regression model

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

Joel L. Horowitz, Sokbae (Simon) Lee
16 December 2005 | Journal Article

Previous version

Nonparametric estimation of an additive quantile regression model
Joel L. Horowitz, Sokbae (Simon) Lee
1 April 2004 | CWP07/04
Nonparametric methods for inference in the presence of instrumental variables

We suggest two nonparametric approaches, based on kernel methods and orthogonal series, respectively, to estimating regression […]

Peter Hall, Joel L. Horowitz
1 December 2005 | Journal Article

Previous version

Nonparametric methods for inference in the presence of instrumental variables
Peter Hall, Joel L. Horowitz
1 April 2003 | CWP02/03