Stefan Hoderlein
Statistics and Probability · 2007–2014
A researcher in the Science corpus: 8 papers; trusts 35 researchers and is trusted by 20 researchers here, as inferred from the citation graph.
Subfields
- Statistics and Probability — 56 citations into it; #8,246 of 12,932 by trust here, #7,165 by citations
- Economics and Econometrics — 50 citations into it; #3,766 of 23,481 by trust here, #6,966 by citations
- Marketing — 9 citations into it
- Finance — 7 citations into it
- Artificial Intelligence — 5 citations into it
Whom Stefan Hoderlein trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- M. Arellano
- Richard Blundell
- Whitney K. Newey
- Jörg Stoye
- William S. Cleveland
- Guido W. Imbens
- Victor Chernozhukov
- Enno Mammen
- Martin Browning
- Joseph G. Altonji
Who trusts Stefan Hoderlein overall
- Matthew A. Masten
- Holger Dette
- Iv'an Fern'andez-Val
- Y. Kitamura
- Victor Chernozhukov
- Susanne M. Schennach
- Jörg Stoye
- M. Arellano
- Halbert White
- Alexander Torgovitsky
Papers from Stefan Hoderlein's perspective
Ordered by how strongly the researchers Stefan Hoderlein trusts endorse each paper. Same corpus, a different order for every researcher.
- Econometric Analysis of Cross Section and Panel Data
- JACKKNIFE AND ANALYTICAL BIAS REDUCTION FOR NONLINEAR PANEL MODELS
- Efficient Estimation of Models with Conditional Moment Restrictions Containing Unknown Functions
- Average and Quantile Effects in Nonseparable Panel Models
- The Nonparametric Approach to Demand Analysis
- The central role of the propensity score in observational studies for causal effects
- LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
- Instrumental variable estimation of nonparametric models
- Cross Section and Panel Data Estimators for Nonseparable Models with Endogenous Regressors
- Panel Data Discrete Choice Models with Lagged Dependent Variables
Their papers
- Identification and estimation of local average derivatives in non-separable models without monotonicity (2009) — 56 citations
- Nonparametric Identification in Nonseparable Panel Data Models with Generalized Fixed Effects (2009) — 106 citations
- Identification of marginal effects in nonseparable models without monotonicity (2007) — 160 citations
- Nonparametric identification in panels using quantiles (2013) — 55 citations
- Testing Multivariate Economic Restrictions Using Quantiles: The Example of Slutsky Negative Semidefiniteness (2011) — 60 citations
- ANALYZING THE RANDOM COEFFICIENT MODEL NONPARAMETRICALLY (2009) — 98 citations
- Revealed Preferences in a Heterogeneous Population (2014) — 77 citations
- Testing and imposing Slutsky symmetry in nonparametric demand systems (2009) — 50 citations