Curriculum Vitae

Office Hour
Thursdays 10-11 or by appointment,
Drayton House 208.

Moodle course pages
ECON1003: Statistical Methods in Economics

ECONG107: MPhil Econometrics
ECONG009: Advanced Microeconometrics

Adam M. Rosen

Reader (Associate Professor) in Economics, UCL
Research staff, Centre for Microdata Methods and Practice (CeMMAP)

Research economist, Institute for Fiscal Studies (IFS)

Mailing address:
Department of Economics
University College London
Gower Street
London WC1E 6BT
United Kingdom
email:
adam.rosen@ucl.ac.uk

Publications and Forthcoming Papers:

Implementing Intersection Bounds in Stata, with V. Chernozhukov, W. Kim, and S. Lee, Stata Journal, forthcoming.
Code for this paper is available here. The Stata module described can be installed from within Stata by typing "ssc install clrbound". It requires Stata version 11.2 and Jann's (2005) moremata package, which can be installed by typing "ssc install moremata, replace" in Stata.

An Instrumental Variable Random Coefficients Model for Binary Outcomes, with A. Chesher, Econometrics Journal, Vol. 17, Issue 2, 2014, pp. S1-S19.  CeMMAP working paper version available here.

An Instrumental Variable Model of Multiple Discrete Choice, with A. Chesher and K. Smolinski, Quantitative Economics, Vol. 4, No. 2, 2013, pp. 157-196. 2011 CeMMAP working paper version available here.

What do Instrumental Variable Models Deliver with Discrete Dependent Variables?, with A. Chesher, American Economic Review: Papers & Proceedings, Vol. 103, No. 3, 2013, pp. 557-562. 2013 CeMMAP working paper version available here.

Intersection Bounds: Estimation and Inference, with V. Chernozhukov and S. Lee, Econometrica, Vol. 81, No. 2, 2013, pp. 667-737. 2012 CeMMAP working paper version available here; 2011 version here; 2009 version here.

Identification with Imperfect Instruments, with A. Nevo, Review of Economics and Statistics, Vol. 93, No. 3, 2012, pp. 659-671.  2008 CeMMAP working paper version available here.

Set Identification via Quantile Restrictions in Short Panels, Journal of Econometrics, 2012, Vol. 166, No. 1, pp. 127-137.  2009 CeMMAP working paper version available here.

Confidence Sets for Partially Identified Parameters that Satisfy a Finite Number of Moment Inequalities, Journal of Econometrics, 2008, Vol. 146, No. 1, pp. 107-117.  2006 CeMMAP working paper version available here.

The Identification Power of Equilibrium in Games: The Supermodular Case, with F. MolinariJournal of Business and Economic Statistics, 2008, Vol. 26, No. 3, pp. 297-302.  Invited discussion of Aradillas-Lopez and Tamer (2008) prepared for the 2007 Joint Statistical Meetings.  2007 working paper version available here.

Working Papers:

Generalized Instrumental Variable Models, with A. Chesher, Revised January 2014. CeMMAP working paper CWP04/14.

Inference in Ordered Response Games with Complete Information, with A. Aradillas-Lopez, Revised August 2014. CeMMAP working paper CWP36/14.

Simultaneous Equations Models for Discrete Outcomes, Coherence, Completeness, and Identification, with A. Chesher, August 2012. CeMMAP working paper CWP21/12.

Identification and Estimation of Firmsí Marginal Cost Functions with Incomplete Knowledge of Strategic Behavior, December 2006. CeMMAP working paper CWP03/07.