Stefan Hoderlein
Associate Professor


Curriculum Vitae

Mailing Address:
Brown University
Department of Economics
70 Waterman St., Office 201
Providence, RI 02912

Tel No. (401) 863-2691

E-mail: Stefan.Hoderlein@brown.edu

Overview
I am an associate professor in the Department of Economics at Brown University. A recent CV may be found here.

I am married with two kids.

Research
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 a conference on the Econometrics of Demand, which reflects some of my research interests.

I have organized my papers along several dimensions.

By Econometric Topic
  1. Identification
  2. Estimation
  3. Testing
  4. Measurement Error

By Models of Heterogeneity

  1. Nonseparable Model
  2. Random Ceofficient Model

By Area of Application

  1. Consumer Demand
  2. Housing
  3. Retirement

 

By Econometric Topic

Identification

Date
 Paper
 Publication status
 Co-authors
2009 Revealed Preferences in a Heterogeneous Population submitted Jörg Stoye
2009 Nonparametric Identification in Nonseparable Panel Data Models with Generalized Fixed Effects submitted Halbert White
2009 Endogenous Semiparametric Binary Choice Models with Heteroscedasticity submitted  
2009
 How Many Consumers Are Rational? Journal of Econometrics, second revision  
2009
 Analyzing the Random Coefficient Model Nonparametrically

Econometric Theory, forthcoming

 Jussi Klemela
Enno Mammen
2008

 

2007

 Identification and Estimation of Local Average Derivatives in Non-separable Models Without Monotonicity

Identification of Marginal Effects in Nonseparable Models Without Monotonicity

 Econometrics Journal, 00: 1-25


Econometrica, 75 (5): 1513-1518

Enno Mammen

 

Estimation

Date Paper Publication status
 Co-authors
2009 Endogenous Semiparametric Binary Choice Models with Heteroscedasticity submitted  
2009
 Analyzing the Random Coefficient Model Nonparametrically
 Econometric Theory, forthcoming
 Jussi Klemela
Enno Mammen
2008
 Demand Analysis as an Ill-Posed Inverse Problem with Semiparametric Specification
 Econometric Theory, forthcoming Hajo Holzmann
2006
 Local Partitioned Regression Econometrica, 74
(3): 787-818		 Norbert Christopeit

 

Testing

Date Paper Publication status
 Co-authors
2009 Testing Homogeneity in Demand Systems Nonparametrically: Theory and Evidence submitted Berthold Haag
Sonya Mihaleva
2009
 How Many Consumers Are Rational? Journal of Econometrics, second revision  
2009 Testing and imposing Slutsky symmetry in Nonparametric Demand Systems Journal of Econometrics, 153 (1): 33-50 Berthold Haag
Krishna Pendakur

 

Measurement Error

Date Paper Publication status
 Co-authors
2009 Structural Measurement Errors in Nonseparable Models Journal of Econometrics, second revision Joachim Winter

 

By Models of Heterogeneity

Random Coefficient Model

Date Paper Publication status
 Co-authors
2009 Endogenous Semiparametric Binary Choice Models with Heteroscedasticity submitted  
2009
 Analyzing the Random Coefficient Model Nonparametrically
 Econometric Theory, forthcoming
 Jussi Klemela
Enno Mammen

 

Nonseparable Model

Date Paper Publication status
 Co-authors
2009 Revealed Preferences in a Heterogeneous Population submitted Jörg Stoye
2009 Nonparametric Identification in Nonseparable Panel Data Models with Generalized Fixed Effects submitted Halbert White
2009 Regressor Dimension Reduction with Economic
Constraints: The Example of Demand Systems with Many Goods		 submitted Arthur Lewbel
2009
 How Many Consumers Are Rational? Journal of Econometrics, second revision  
2009 Structural Measurement Errors in Nonseparable Models Journal of Econometrics, second revision Joachim Winter
2007
 Identification of Marginal Effects in Nonseparable Models Without Monotonicity Econometrica, 75 (5): 1513-1518 Enno Mammen

 

By Area of Application

Consumer Demand

Date Paper Publication status
 Co-authors
2009 Testing Homogeneity in Demand Systems Nonparametrically: Theory and Evidence submitted Berthold Haag
Sonya Mihaleva
2009 Revealed Preferences in a Heterogeneous Population submitted Jörg Stoye
2009 Regressor Dimension Reduction with Economic
Constraints: The Example of Demand Systems with Many Goods		 submitted Arthur Lewbel
2009
 How Many Consumers Are Rational? Journal of Econometrics, second revision  
2009 Endogenous Semiparametric Binary Choice Models with Heteroscedasticity submitted  
2009 Testing and imposing Slutsky symmetry in Nonparametric Demand Systems Journal of Econometrics, 153 (1): 33-50 Berthold Haag
Krishna Pendakur
2008 Increasing the Price Variation in a Repeated Cross Section Journal of Econometrics, 147 (2): 316-326 Sonya Mihaleva
2008 Developments in Nonparametric Demand Analysis: Heterogeneity and Nonparametrics Quantifying Consumer Preferences,
D. Slottje, M. McAleer, C. Chang (eds.)		  
2008
 Demand Analysis as an Ill-Posed Inverse Problem with Semiparametric Specification
 Econometric Theory, forthcoming Hajo Holzmann

 

Housing

Date Paper Publication status
 Co-authors
2009 Nonparametric Identification in Nonseparable Panel Data Models with Generalized Fixed Effects submitted Halbert White

Retirement

Date Paper Publication status
 Co-authors
2009 Nonparametric Models in Binary Choice Fixed Effects Panel Data submitted Enno Mammen
Kyusang Yu


Teaching

  • Economics 162: Introduction to Econometrics