Adam M. Rosen
Reader (Associate Professor) in Economics, UCL
Publications and Forthcoming Papers:
Implementing Intersection Bounds in Stata, with V. Chernozhukov, W. Kim, and S. Lee, Stata Journal, Vol. 15, Issue 1, 2015, pp.21-44. CeMMAP working paper version available here. 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.
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. Molinari, Journal 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.
Characterizations of Identified Sets Delivered by Structural Econometric Models, with A. Chesher, October 2015, CeMMAP working paper CWP63/15. Revision of CeMMAP working papers CWP04/14 and CWP43/13 previously titled "Generalized Instrumental Variable Models."
Partial Identification in Applied Research: Benefits and Challenges, with K. Ho, October 2015, CeMMAP working paper CWP64/15. Prepared for the 2015 World Congress of the Econometric Society.
Identification of the Distribution of Valuations in an Incomplete Model of English Auctions, with A. Chesher, June 2015, CeMMAP working paper CWP30/15.
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.