Scholars@Duke
Adam M Rosen

Adam M Rosen

Professor of Economics
Economics
adam.rosen@duke.edu
Box 90097, Durham, NC 27708
221B Social Sciences, Durham, NC 27708
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Selected Publications

IV methods for Tobit models

Journal Article Journal of Econometrics · August 1, 2023 This paper studies models of processes generating censored outcomes with endogenous explanatory variables and instrumental variable restrictions. Tobit-type left censoring at zero is the primary focus in the exposition. Extension to stochastic censoring is ... Full text Cite

A discrete choice model for partially ordered alternatives

Journal Article Quantitative Economics · July 1, 2022 In this paper, we analyze a discrete choice model for partially ordered alternatives. The alternatives are differentiated along two dimensions: the first an unordered “horizontal” dimension, and the second an ordered “vertical” dimension. The model can be ... Full text Cite

Inference in ordered response games with complete information

Journal Article Journal of Econometrics · February 1, 2022 We study inference in complete information games with discrete strategy spaces. Unlike binary games, we allow for rich strategy spaces and we only assume that they are ordinal in nature. We derive observable implications of equilibrium play under mild shap ... Full text Cite

Counterfactual worlds

Conference Annals of Economics and Statistics · June 1, 2021 We study an extension of a treatment effect model in which an observed discrete classifier indicates which one of a set of counterfactual processes occurs, each of which may result in the realization of several endogenous outcomes. In addition to the class ... Full text Cite

Generalized instrumental variable models, methods, and applications⋆

Journal Article Handbook of Econometrics · January 1, 2020 This chapter sets out the extension of the scope of the classical IV model to cases in which unobserved variables are set-valued functions of observed variables. The resulting Generalized IV (GIV) models can be used when outcomes are discrete while unobser ... Full text Cite

Generalized Instrumental Variable Models

Journal Article Econometrica · May 1, 2017 This paper develops characterizations of identified sets of structures and structural features for complete and incomplete models involving continuous or discrete variables. Multiple values of unobserved variables can be associated with particular combinat ... Full text Cite

Implementing intersection bounds in stata

Journal Article Stata Journal · April 1, 2015 We present the clrbound, clr2bound, clr3bound, and clrtest commands for estimation and inference on intersection bounds as developed by Chernozhukov, Lee, and Rosen (2013, Econometrica 81: 667–737). The intersection bounds framework encompasses situations ... Full text Cite

An instrumental variable random-coefficients model for binary outcomes.

Journal Article The econometrics journal · June 2014 In this paper, we study a random-coefficients model for a binary outcome. We allow for the possibility that some or even all of the explanatory variables are arbitrarily correlated with the random coefficients, thus permitting endogeneity. We assume the ex ... Full text Cite

Implementing intersection bounds in Stata

Scholarly Edition · May 28, 2014 We present the clrbound, clr2bound, clr3bound, and clrtest commands for estimation and inference on intersection bounds as developed by Chernozhukov et al. (2013). The intersection bounds framework encompasses situations where a population parameter of int ... Cite

Implementing intersection bounds in Stata

Scholarly Edition · August 16, 2013 We present the clrbound, clr2bound, clr3bound and clrtest commands for estimation and inference developed by Chernozhukov et al. (2013). The commands clrbound, clr2bound and clr3bound provide bound estimates that can be used directly for estimation or to c ... Cite

An instrumental variable model of multiple discrete choice

Journal Article Quantitative Economics · July 1, 2013 This paper studies identification in multiple discrete choice models in which there may be endogenous explanatory variables, that is, explanatory variables that are not restricted to be distributed independently of the unobserved determinants of latent uti ... Full text Cite

Intersection Bounds: Estimation and Inference

Journal Article Econometrica · March 1, 2013 We develop a practical and novel method for inference on intersection bounds, namely bounds defined by either the infimum or supremum of a parametric or nonparametric function, or, equivalently, the value of a linear programming problem with a potentially ... Full text Cite

Identification with imperfect instruments

Journal Article Review of Economics and Statistics · December 1, 2012 Dealing with endogenous regressors is a central challenge of applied research. The standard solution is to use instrumental variables that are assumed to be uncorrelated with unobservables. We instead allow the instrumental variable to be correlated with t ... Full text Cite

Set identification via quantile restrictions in short panels

Journal Article Journal of Econometrics · January 1, 2012 This paper studies the identifying power of conditional quantile restrictions in short panels with fixed effects. In contrast to classical fixed effects models with conditional mean restrictions, conditional quantile restrictions are not preserved by takin ... Full text Cite

Confidence sets for partially identified parameters that satisfy a finite number of moment inequalities

Journal Article Journal of Econometrics · September 1, 2008 This paper proposes a computationally simple way to construct confidence sets for a parameter of interest in models comprised of moment inequalities. Building on results from the literature on multivariate one-sided tests, I show how to test the hypothesis ... Full text Cite

Comment

Journal Article Journal of Business and Economic Statistics · July 1, 2008 This article discusses how the analysis of Aradillas-Lopez and Tamer (2008) on the identification power of equilibrium in games can be extended to supermodular games. These games embody models that exhibit strategic complementarity, an important and empiri ... Full text Cite