Shakeeb Khan
shakeebk8@gmail.com
Homepage (Includes_ Gauss Codes, Papers in PDF)
Publications
- Information Structure
and Statistical Information in Discrete Response Models (with D. Nekipelov) Quantitative
Economics, (2017), forthcoming.
- Identification of Panel
Data Models with Endogenous Censoring(with M. Ponomareva and E. Tamer) Journal of Econometrics
- On the Informational
Content of "Special Regressors" in Heteroskedastic Discrete
Response Models (with S. Chen and X. Tang) Journal of Econometrics
- Semiparametric
Estimation of Program Impacts on Dispersion of Potential Wages (with S.H.
Chen) Journal of Applied Econometrics
- 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.
Papers Under Review
- Exclusion Restrictions in Dynamic Binary
Choice Panel Data Models (with S. Chen and X. Tang)
- Measuring the Return to Online Advertising:
Estimation and Inference of Endogenous Treatment Effects (with D. Nekipelov and J. Rao)
Working Papers
- 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)
- Identification and
Estimation of Weakly Separable Models without Monotonicity (with S. Chen
and X. Tang)
- Identification in Static
and Dynamic Semiparametric Discrete Response
Panel Data Models (with M. Ponomareva and E.
Tamer)
Courses
Taught
- Eco
883 Econometrics 3
- Eco
707 - Econometrics
- Eco
883 - Econometrics- Identification
- Eco
883 - Econometrics- Causal Inference and Treatment Effects
- Eco
664 - Industrial Organization
- Eco
883 - Econometrics- Panel Data
Last Modified: November 2015