Shakeeb Khan's Home page

Shakeeb Khan
Duke University
213 Social Sciences Building
Durham, NC 27708
shakeebk(at)econ(dot)duke(dot)edu

On Leave 2016-2017

C.V

Homepage (Includes Gauss Codes, Papers in PDF)

Teaching

Publications

Information Structure and Statistical Information in Discrete Response Models (with D. Nekipelov) Quantitative Economics, (2017), conditionally accepted for publication.
Identification of Panel Data Models with Endogenous Censoring(with M. Ponomareva and E. Tamer) Journal of Econometrics, (2016), 194,57-75.
On the Informational Content of "Special Regressors" in Heteroskedastic Discrete Response Models (with S. Chen and X. Tang) Journal of Econometrics, (2016), 193, 162-182.

Semiparametric Estimation of Program Impacts on Dispersion of Potential Wages (with S.H. Chen) Journal of Applied Econometrics, (2014), 29, 901-919
Distribution Free Estimation of Heteroskedastic Binary Choice Models in Stata (with J. Blevins) Stata Journal, (2013), 13, 588-602.
Local NLLS Estimation of Semiparametric Binary Choice Models (with J. Blevins) Econometrics Journal, (2013), 16, 135-160.
Roy Model Sorting and Non-Random Selection in VSL (with T. DeLeire and C. Timmins) International Economic Review, (2013), 54, 279-306.
Distribution Free Estimation of Heteroskedastic Binary Response Models Using Probit Criterion Functions Journal of Econometrics, (2013), 172, 168-182.
Sharpness in Randomly Censored Regression Models (with M. Ponomareva and E. Tamer) Economics Letters, (2011), 113, 23-25.
Representation versus Assimilation: How do Preferences in College Admissions Affect Social Interactions? (with P.Arcidiacono and J. Vigdor) Journal of Public Economics, (2011), 1,1-15.
Nonparametric Identification and Estimation in a Roy Model with Common Non-pecuniary Returns (with P.Bayer and C. Timmins), Journal of Business Economics and Statistics, (2011), 29, 201-215..
Heteroskedastic Transformation Models with Covariate Dependent Censoring (with E. Tamer, Y. Shin), Journal of Business Economics and Statistics, (2011), 29, 40-48..
Irregular Identification, Support Conditions, and Inverse Weight Estimation (with E. Tamer) Econometrica, (2010), 6, 2021-2042.
Testing for Causal Effects in a Generalized Regression Model with Endogenous Regressors (with J. Abrevaya and J. Hausman) Econometrica, (2010), 6, 2043-2061.

The Impact of Piped Water Provision on Infant Mortality in Brazil: a Quantile Panel Data Approach (with S. Gamper-Rabindran and C. Timmins), Journal of Development Economics, (2010), 92, 188-200.
Inference on Endogenously Censored Regression Models Using Conditional Moment Inequalities (with E. Tamer), Journal of Econometrics, (2009), 152, 104-119.
Comment on ``The Identification Power of Equilibrium in Simple Games", Journal of Business Economics and Statistics, (2008), 26, 294-295
Semiparametric Estimation of Non-stationary Panel Data Censored Regression Models with Time Varying Factor Loads (with S. Chen), Econometric Theory, (2008), 24, 1149-1173.
Weighted and Two Stage Least Squares Estimation of Semiparametric Truncated Regression Models (with A. Lewbel), Econometric Theory, (2007), 23, 309-347.
Partial Rank Estimation of Duration Models with General Forms of Censoring (with E. Tamer) Journal of Econometrics, (2007), 25, 251-280..
Nonparametric Identification and Estimation of a Location-Scale Censored Regression Model (with S. Chen and G. Dahl) Journal of the American Statistical Association (Theory and Methods), (2005), 100, 212-221.
Rates of Convergence for Estimating Regression Coefficients in Heteroskedastic Discrete Response Models (with S. Chen) Journal of Econometrics, (2003), 117, 245-278.
Semiparametric Estimation of Heteroskedastic Sample Selection Models (with S. Chen) Econometric Theory, (2003), 19, 1040-1064.
Quantile Regression under Random Censoring (with B.E. Honore and J.L. Powell) Journal of Econometrics, (2002), 109, 67-105.
Two Stage Rank Estimation of Quantile Index Models Journal of Econometrics (2001), 100, 319-355 .
Two Step Estimation of Semiparametric Censored Regression Models (with J.Powell) Journal of Econometrics (2001), 103, 73-110.
Semiparametric Estimation of a Partially Linear Censored Regression Model (with S. Chen) Econometric Theory (2001), 17, 567-590.
Estimating Censored Regression Models in the Presence of Nonparametric Multiplicative Heteroskedasticity (with S. Chen) Journal of Econometrics (2000), 98, 283-316.

Working Papers

On Uniform Inference in Nonlinear Models with Endogeneity(with D. Nekipelov)
Informational Content of Identifying Assumptions in Static and Dynamic Discrete Response Panel Data Models (with S. Chen and X. Tang)
Informational Content of Factor Structures in Simultaneous Discrete Response Models (with A. Maurel and Y. Zhang)
Identification and Estimation of Dynamic Panel Data Multinomial Response Models (with Elie Tamer and and Fu Ouyang)

Work in Progress

Optimal Point and Set Inference in Competing Risk Models (with D. Nekipelov and J.L. Powell)

Courses Taught

Last Modified: November 2015