Stefan Hoderlein
Emory University, Department of Economics
Professor

Contact information
Curriculum Vitae


Research Interests


My work is mainly concerned with finding general ways to model heterogeneity in the application of microeconomic models. There are, broadly speaking, two types of approaches I follow: nonseparable models and random coefficient models. Because of its general nature, my research has a significant nonparametric component. Applications came from a number of fields, but I have a particular interest in consumer demand models. I have organized several conferences on the Econometrics of Demand in 2009, 2011 and 2013 , which reflect some of my research interests.



Published Papers


Local Partitioned Regression (jointly with Norbert Christopeit, Bonn), Econometrica, 74 (3), 787-818, May 2006.

Identification of Marginal Effects in Nonseparable Models without Monotonicity (jointly with Enno Mammen, Mannheim), Econometrica, 75 (5), 1513-1518, September 2007

Increasing the Price Variation in a Repeated Cross Section (jointly with Sonya Mihaleva, Brown), Journal of Econometrics, 147 (2), 316-326, December 2008.

Identification of Marginal Effects in Nonseparable Model without Nonmomotonicity, (jointly with Enno Mammen, Mannheim). Econometrics Journal, lead article, 12 (1), 1-25, May 2009.

Testing and Imposing Slutsky Symmetry in Nonparametric Demand Systems, (jointly with Krishna Pendakur, Vancouver and Berthold Haag, HVB München), Journal of Econometrics, 153 (1), 33-50, November 2009.

Analyzing the Random Coefficient Model Nonparametricly, (jointly with Jussi Klemelä and Enno Mammen, Mannheim), Econometric Theory, 26(3), 804-837, June 2010.

Structural Measurement Errors in Nonseparable Models (jointly with Joachim Winter, München), Journal of Econometrics, 157(2), August 2010.

Demand Analysis as an Ill-Posed Inverse Problem with Semiparametric Specification (jointly with Hajo Holzmann, Marburg), Econometric Theory, 27 (03), 609-638, 2011.

Non-Parametric Models in Binary Choice Fixed Effects Panel Data (jointly with Kyusang Yu, Seoul, and Enno Mammen, Mannheim), Econometrics Journal, 14, 351–367, 2011.

How Many Consumers are Rational?, Journal of Econometrics, 164(2), 294-309, 2011, Was Nonparametric Demand Systems, Instrumental Variables and a Heterogeneous Population.

Nonparametric Identification in Nonseparable Panel Data Models with Generalized Fixed Effects, (jointly with Hal White, UCSD). Journal of Econometrics, 168 (2), 2012, 300–314.

Regressor Dimension Reduction with Economic Constraints: The Example of Demand Systems with Many Goods (jointly with Arthur Lewbel, Boston College), Econometric Theory, 2012, 28, 1087-1120

Revealed Preferences in a Heterogeneous Population (jointly with Jörg Stoye, Cornell) Review of Economics and Statistics, 2014, 96 (2), 197-213.

Testing Stochastic Rationality and Predicting Stochastic Demand: The Case of Two Goods (jointly with Jörg Stoye, Cornell), Economic Theory (Bulletin), 2015, 3 (2), 313-328.

Nonparametric Identification in Panels using Quantiles (jointly with Victor Chernozhukov (MIT), Ivan Fernandez-Val (BU), Hajo Holzmann (Marburg) and Whitney Newey (MIT)), Journal of Econometrics, 2015, 188 (2), 378-392.

Identification and Estimation in a Correlated Random Coefficients Binary Response Model, (with Bob Sherman, Caltech) Journal of Econometrics, 2015, 188 (1), 135-149.

Testing Multivariate Economic Restrictions Using Quantiles: The Example of Slutsky Negative Semidefiniteness (with Holger Dette, Bochum, and Natalie Neumayer, Hamburg). Journal of Econometrics, 2016, 191 (1), 129-144.

Semiparametric Estimation of Random Coefficients in Structural Economic Models (jointly with Lars Nesheim, and Anna Simoni), Econometric Theory, online 2016, 1-41.

Specification Testing for Nonparametric Models with Monotonicity in Unobservables (with Liangjun Su, SMU, Hal White, UCSD, Tao Yang (BC)), Journal of Econometrics, 2016, 193, 183-202.

Estimating the Distribution of Welfare Effects using Quantiles (jointly with Anne Vanhems, TSE and TBS), Journal of Applied Econometrics, 2017, 33(1).

Corrigendum: Instrumental Variables with Continuous Treatments (with Hajo Holzmann, Marburg, Max Kasy, Harvard, and Alexander Meister, Rostock), Review of Economic Studies, 2017, 84 (2), 964-968.

The Triangular Model with Random Coefficients (with Hajo Holzmann, Marburg and Alexander Meister, Rostock), Journal of Econometrics, 2017, 201(1), 144-169.

Random Coefficients in Static Games of Complete Information (with Fabian Dunker, Bochum, Hiroaki Kaido, BU, Bob Sherman, Caltech), Journal of Econometrics, 2018, 206(1), 83-102.

Specification Testing in Random Coefficient Models (jointly with Christoph Breunig, HU Berlin), Quantitative Economics, 2019, 9 (3), 1371-1418.

Nonparametric Identification of Euler Equations (jointly with Juan Carlos Escanciano, UIB, Arthur Lewbel, BC, Oliver Linton, Tang Srisuma, both Cambridge), Econometric Theory, 2020.

Testing and Relaxing the Exclusion Restriction in the Control Function Approach (jointly with Xavier d’Haultfoeuille, CREST, and Yuya Sasaki, JHU), Journal of Econometrics, 2021.

Nonlinear Difference-in-Differences in Repeated Cross Sections with Continuous Treatments (jointly with Xavier d’Haultfoeuille, CREST, and Yuya Sasaki, JHU), Journal of Econometrics.



Working Papers


Endogenous Semiparametric Binary Choice Model with Heteroskedasticity, Revise and Resubmit, Econometric Theory.

Costly Information Processing and Income Expectations (with Daniel Gutknecht, Oxford and Michael Peters, Yale).

Nonparametric identification of endogenous and heterogeneous aggregate demand models: complements, bundles and the market level (with Fabian Dunker and Hiroaki Kaido, BU), Revise and Resubmit, Econometrics Journal