Roger W. Klein : Citation Profile

Are you Roger W. Klein?

Rutgers University-New Brunswick

12

H index

13

i10 index

804

Citations

RESEARCH PRODUCTION:

19

Articles

17

Papers

RESEARCH ACTIVITY:

   38 years (1973 - 2011). See details.
   Cites by year: 21
   Journals where Roger W. Klein has often published
   Relations with other researchers
   Recent citing documents: 62.    Total self citations: 10 (1.23 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pkl110
   Updated: 2023-05-27    RAS profile: 2020-08-06    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Roger W. Klein.

Is cited by:

Emran, M. Shahe (17)

Lewbel, Arthur (17)

Shilpi, Forhad (15)

Stambaugh, Robert (13)

Mittelhammer, Ron (11)

Saniter, Nils (10)

Vella, Francis (10)

Lechner, Michael (10)

Pastor, Lubos (9)

Maurer, Jürgen (9)

van soest, arthur (9)

Cites to:

Vella, Francis (15)

Rigobon, Roberto (6)

Heckman, James (5)

Verbeek, Marno (5)

Pakes, Ariel (4)

Ashenfelter, Orley (4)

Angrist, Joshua (4)

Card, David (4)

Gustman, Alan (3)

Black, Sandra (3)

Salvanes, Kjell G (3)

Main data

Where Roger W. Klein has published?

Journals with more than one article published# docs
Econometrica4
Journal of Econometrics3
Economics Letters2
Journal of Financial and Quantitative Analysis2
Journal of Financial Economics2

Working Papers Series with more than one paper published# docs
IZA Discussion Papers / Institute of Labor Economics (IZA)7
Working Papers. Serie AD / Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie)2
CeMMAP working papers / Centre for Microdata Methods and Practice, Institute for Fiscal Studies2

Recent works citing Roger W. Klein (2022 and 2021)

YearTitle of citing document
2022.

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2022Random Forest Estimation of the Ordered Choice Model. (2019). Lechner, Michael ; Okasa, Gabriel. In: Papers. RePEc:arx:papers:1907.02436.

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2022Can Volatility Solve the Na\ive Diversification Puzzle?. (2020). Zalla, Ryan ; Curran, Michael . In: Papers. RePEc:arx:papers:2005.03204.

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2021Nonstationary Portfolios: Diversification in the Spectral Domain. (2021). Stankovic, Ljubisa ; Mandic, Danilo P ; Scalzo, Bruno ; Arroyo, Alvaro. In: Papers. RePEc:arx:papers:2102.00477.

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2022Identification and Estimation of Average Partial Effects in Semiparametric Binary Response Panel Models. (2021). Poirier, Alexandre ; Shiu, Ji-Liang ; Liu, Laura. In: Papers. RePEc:arx:papers:2105.12891.

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2021The efficient frontiers of mean-variance portfolio rules under distribution misspecification. (2021). van Zyl, Terence ; Gebbie, Tim ; Paskaramoorthy, Andrew. In: Papers. RePEc:arx:papers:2106.10491.

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2023Partial Identification and Inference for the Conditional Distribution of Treatment Effects. (2021). Lee, Sungwon. In: Papers. RePEc:arx:papers:2108.00723.

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2022Policy Optimization Using Semiparametric Models for Dynamic Pricing. (2021). Yu, Mengxin ; Guo, Yongyi ; Fan, Jianqing. In: Papers. RePEc:arx:papers:2109.06368.

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2023Estimating High Dimensional Monotone Index Models by Iterative Convex Optimization1. (2021). Tamer, Elie ; Lan, Xiaoying ; Khan, Shakeeb. In: Papers. RePEc:arx:papers:2110.04388.

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2022Volatility Sensitive Bayesian Estimation of Portfolio VaR and CVaR. (2022). Thors, Erik ; Niklasson, Vilhelm ; Bodnar, Taras. In: Papers. RePEc:arx:papers:2205.01444.

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2023Multivariate ordered discrete response models. (2022). Matcham, William ; Komarova, Tatiana. In: Papers. RePEc:arx:papers:2205.05779.

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2022Semiparametric Single-Index Estimation for Average Treatment Effects. (2022). Oka, Tatsushi ; Gao, Jiti ; Huang, Difang. In: Papers. RePEc:arx:papers:2206.08503.

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2022Isotonic propensity score matching. (2022). Otsu, Taisuke ; Xu, Mengshan. In: Papers. RePEc:arx:papers:2207.08868.

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2022Estimation of growth in fund models. (2022). Ruf, Johannes ; Koo, Hyeng Keun ; Kardaras, Constantinos. In: Papers. RePEc:arx:papers:2208.02573.

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2022A Bootstrap Specification Test for Semiparametric Models with Generated Regressors. (2022). Lapenta, Elia. In: Papers. RePEc:arx:papers:2212.11112.

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2023On semiparametric estimation of the intercept of the sample selection model: a kernel approach. (2023). Pan, Zhewen. In: Papers. RePEc:arx:papers:2302.05089.

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2023Dont (fully) exclude me, its not necessary! Identification with semi-IVs. (2023). Bruneel-Zupanc, Christophe. In: Papers. RePEc:arx:papers:2303.12667.

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2023.

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2021Choosing the Level of Significance: A Decision?theoretic Approach. (2021). Kim, Jae ; Choi, IN. In: Abacus. RePEc:bla:abacus:v:57:y:2021:i:1:p:27-71.

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2021The impact of index?insured loans on credit market participation and risk?taking. (2021). Flatnes, Jon Einar ; Gallenstein, Richard A ; Mishra, Khushbu ; Sam, Abdoul G ; Dougherty, John P. In: Agricultural Economics. RePEc:bla:agecon:v:52:y:2021:i:1:p:141-156.

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2021Accounting information, disclosure, and expected utility: Do investors really abhor uncertainty?. (2021). Johnstone, D J. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:48:y:2021:i:1-2:p:3-35.

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2021Risk-taking and uncertainty: do contingent convertible (CoCo) bonds increase the risk appetite of banks?. (2021). van Wijnbergen, Sweder ; Neamu, Ioana ; Fatouh, Mahmoud. In: Bank of England working papers. RePEc:boe:boeewp:0938.

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2022Isotonic propensity score matching. (2022). Xu, Meghan ; Otsu, Taisuke. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:623.

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2021Nonparametric Welfare Analysis for Discrete Choice: Levels and Differences of Individual and Social Welfare. (2021). Capéau, Bart ; Maes, Sebastiaan ; de Sadeleer, Liebrecht ; Capeau, Bart. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9071.

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2022Bayesian portfolio selection using VaR and CVaR. (2022). Thorsen, Erik ; Niklasson, Vilhelm ; Lindholm, Mathias ; Bodnar, Taras. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:427:y:2022:i:c:s0096300322002041.

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2021Poverty exposure and cognitive abilities of children in rural China: Causation and the roles of family investments. (2021). Luo, Liang ; Yang, Haoran ; Li, Yunsen. In: Children and Youth Services Review. RePEc:eee:cysrev:v:121:y:2021:i:c:s0190740920321691.

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2022Identification and estimation of a heteroskedastic censored regression model with random coefficient dummy endogenous regressors. (2022). Zhang, Zhengyu ; Wang, Lei ; Guo, Jing. In: Economic Modelling. RePEc:eee:ecmode:v:110:y:2022:i:c:s0264999322000451.

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2021Robust conditional expectation reward–risk performance measures. (2021). Kouaissah, Noureddine. In: Economics Letters. RePEc:eee:ecolet:v:202:y:2021:i:c:s016517652100104x.

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2021Computing semiparametric efficiency bounds in discrete choice models with strategic-interactions and rational expectations. (2021). Aradillas-Lopez, Andres. In: Journal of Econometrics. RePEc:eee:econom:v:221:y:2021:i:1:p:25-42.

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2021Semiparametric estimation of dynamic discrete choice models. (2021). Xu, Haiqing ; Shum, Matthew ; Buchholz, Nicholas. In: Journal of Econometrics. RePEc:eee:econom:v:223:y:2021:i:2:p:312-327.

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2022Sample selection models with monotone control functions. (2022). Yu, Zhengfei ; Liu, Ruixuan. In: Journal of Econometrics. RePEc:eee:econom:v:226:y:2022:i:2:p:321-342.

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2021Nonparametric Instrumental Variable Estimation of Binary Response Models with Continuous Endogenous Regressors. (2021). Centorrino, Samuele ; FLORENS, Jean-Pierre. In: Econometrics and Statistics. RePEc:eee:ecosta:v:17:y:2021:i:c:p:35-63.

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2021The landscape of econometric discrete choice modelling research. (2021). , Michiel ; Haghani, Milad ; Hensher, David A. In: Journal of choice modelling. RePEc:eee:eejocm:v:40:y:2021:i:c:s1755534521000361.

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2021Horses for courses: Mean-variance for asset allocation and 1/N for stock selection. (2021). Sutcliffe, Charles ; Ye, Xiaoxia ; Platanakis, Emmanouil. In: European Journal of Operational Research. RePEc:eee:ejores:v:288:y:2021:i:1:p:302-317.

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2022Do we need higher-order comoments to enhance mean-variance portfolios? Evidence from a simplified jump process. (2022). Simaan, Yusif ; Khashanah, Khaldoun. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000412.

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2021Optimal portfolio selection using a simple double-shrinkage selection rule. (2021). Park, Sung Y. ; Joo, Young C. In: Finance Research Letters. RePEc:eee:finlet:v:43:y:2021:i:c:s1544612321001008.

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2021Exporting and pollution abatement expenditure: Evidence from firm-level data. (2021). Yasar, Mahmut ; Roy, Jayjit ; Banerjee, Soumendra Nath. In: Journal of Environmental Economics and Management. RePEc:eee:jeeman:v:105:y:2021:i:c:s0095069620301261.

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2022Executive stock options and systemic risk. (2022). Zhou, Frank S ; Nicoletti, Allison ; Armstrong, Christopher. In: Journal of Financial Economics. RePEc:eee:jfinec:v:146:y:2022:i:1:p:256-276.

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2022Exact solution for the portfolio diversification problem based on maximizing the risk adjusted return. (2022). Hatemi-J, Abdulnasser ; El-Khatib, Youssef ; Hajji, Mohamed Ali. In: Research in International Business and Finance. RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001690.

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2023Empirical likelihood inference for monotone index model. (2023). Xu, Mengshan ; Takahata, Keisuke ; Otsu, Taisuke. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:118123.

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2021Sample Selection Models Without Exclusion Restrictions: Parameter Heterogeneity and Partial Identification. (2021). Hu, Luojia ; Honore, Bo E. In: Working Paper Series. RePEc:fip:fedhwp:95177.

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2021Semiparametric Estimation of a Corporate Bond Rating Model. (2021). Jiang, Yixiao. In: Econometrics. RePEc:gam:jecnmx:v:9:y:2021:i:2:p:23-:d:564043.

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2021CEO Turnovers: Transparency of Announcements and the Outperformance Puzzle. (2021). Li, Hui ; Farah, Paul. In: IJFS. RePEc:gam:jijfss:v:9:y:2021:i:3:p:34-:d:582008.

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2022Estimation of optimal portfolio compositions for small sampleand singular covariance matrix. (2022). Nguyen, Hoang ; Mazur, Stepan ; Bodnar, Taras. In: Working Papers. RePEc:hhs:oruesi:2022_015.

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2021Beyond the Origin Dummy: Heterogeneity of Ethnicity and Human Capital Accumulation. (2021). Postepska, Agnieszka. In: IZA Discussion Papers. RePEc:iza:izadps:dp14019.

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2021Intercept Estimation in Nonlinear Selection Models. (2021). Gutknecht, Daniel ; Corradi, Valentina ; Arulampalam, Wiji. In: IZA Discussion Papers. RePEc:iza:izadps:dp14364.

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2021Examining Inferences from Neural Network Estimators of Binary Choice Processes: Marginal Effects, and Willingness-to-Pay. (2021). Bergtold, Jason ; Ramsey, Steven M. In: Computational Economics. RePEc:kap:compec:v:58:y:2021:i:4:d:10.1007_s10614-020-09998-w.

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2022Semiparametric Single-Index Estimation for Average Treatment Effects. (2022). Gao, Jiti ; Huang, Difang ; Oka, Tatsushi. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2022-10.

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2021Does the pay period matter in estimating returns to schooling? Evidence from East Africa. (2021). Owens, Trudy ; Morrissey, Oliver ; Donath, Livini. In: Discussion Papers. RePEc:not:notcre:21/01.

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2021Portfolio Diversification Benefits between Financial Markets of the US and China: Empirical Evidence from two Alternative Methods. (2021). Hatemi-J, Abdulnasser ; Taha, Viyan. In: Economia Internazionale / International Economics. RePEc:ris:ecoint:0910.

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2021Women’s Participation in Higher Education in India: An Analysis Across Major States. (2021). KUNDU, AMIT ; Ghosh, Sanghita. In: Indian Journal of Human Development. RePEc:sae:inddev:v:15:y:2021:i:2:p:275-294.

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2021Climate change investment risk: optimal portfolio construction ahead of the transition to a lower-carbon economy. (2021). Fedele, Luciano Lilloy ; Chatzimichalakis, Fotis ; Biffis, Enrico ; Benedetti, Davide ; Simm, Ian. In: Annals of Operations Research. RePEc:spr:annopr:v:299:y:2021:i:1:d:10.1007_s10479-019-03458-x.

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2021Quantile– based portfolios: post– model– selection estimation with alternative specifications. (2021). Bonaccolto, Giovanni. In: Computational Management Science. RePEc:spr:comgts:v:18:y:2021:i:3:d:10.1007_s10287-021-00396-7.

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2021SNAP participation, diet quality, and obesity: robust evidence with estimation techniques without external instrumental variables. (2021). Chen, Susan ; Wang, LE. In: Empirical Economics. RePEc:spr:empeco:v:61:y:2021:i:3:d:10.1007_s00181-020-01902-7.

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2022Changing selection into full-time work and its effect on wage inequality in Germany. (2022). Lazzer, Jakob ; Fitzenberger, Bernd. In: Empirical Economics. RePEc:spr:empeco:v:62:y:2022:i:1:d:10.1007_s00181-021-02098-0.

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2022Evaluating the Effect of the Matching Grant Program for Refugees: An Observational Study Using Matching, Weighting, and the Mantel-Haenszel Test. (2022). Shin, Seonho. In: Journal of Labor Research. RePEc:spr:jlabre:v:43:y:2022:i:1:d:10.1007_s12122-021-09326-7.

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2022Risk-Taking, Competition and Uncertainty: Do Contingent Convertible (CoCo) Bonds Increase the Risk Appetite of Banks?. (2022). van Wijnbergen, Sweder ; Neamtu, Ioana ; Fatouh, Mahmoud. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20220017.

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2021The Empirical Content of Binary Choice Models. (2021). Bhattacharya, Debopam. In: Econometrica. RePEc:wly:emetrp:v:89:y:2021:i:1:p:457-474.

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2022Locally Robust Semiparametric Estimation. (2022). Robins, James M ; Newey, Whitney K ; Ichimura, Hidehiko ; Escanciano, Juan Carlos ; Chernozhukov, Victor. In: Econometrica. RePEc:wly:emetrp:v:90:y:2022:i:4:p:1501-1535.

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2021Optimal and naive diversification in an emerging market: Evidence from Chinas A?shares market. (2021). Yan, JI. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:3:p:3740-3758.

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2021Inference on semiparametric multinomial response models. (2021). Tamer, Elie ; Ouyang, FU ; Khan, Shakeeb. In: Quantitative Economics. RePEc:wly:quante:v:12:y:2021:i:3:p:743-777.

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2022The influence function of semiparametric estimators. (2022). Newey, Whitney K ; Ichimura, Hidehiko. In: Quantitative Economics. RePEc:wly:quante:v:13:y:2022:i:1:p:29-61.

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Works by Roger W. Klein:

YearTitleTypeCited
1973A Dynamic Theory of Comparative Advantage. In: American Economic Review.
[Full Text][Citation analysis]		article2
2010BIAS CORRECTIONS IN TESTING AND ESTIMATING SEMIPARAMETRIC, SINGLE INDEX MODELS In: Econometric Theory.
[Full Text][Citation analysis]		article9
1975Abstract–The Effect of Estimation Risk on Optimal Portfolio Choice under Uncertainty In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article0
1977Abstract: The Effect of Limited Information and Estimation Risk on Optimal Portfolio Diversification In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article28
1978Decisions with Estimation Uncertainty. In: Econometrica.
[Full Text][Citation analysis]		article9
1984Model Selection When There Is Minimal Prior Information. In: Econometrica.
[Full Text][Citation analysis]		article16
1993An Efficient Semiparametric Estimator for Binary Response Models. In: Econometrica.
[Full Text][Citation analysis]		article334
1991An Efficient Semiparametric Estimator for Binary Response Models..(1991) In: Bell Communications - Economic Research Group.
[Citation analysis]
This paper has another version. Agregated cites: 334		paper
2002Shift Restrictions and Semiparametric Estimation in Ordered Response Models In: Econometrica.
[Citation analysis]		article29
1986Some results on an approximation to joint distributions of utility functions In: Economics Letters.
[Full Text][Citation analysis]		article0
1979The information criterion in model selection In: Economics Letters.
[Full Text][Citation analysis]		article0
2010Estimating a class of triangular simultaneous equations models without exclusion restrictions In: Journal of Econometrics.
[Full Text][Citation analysis]		article23
2005Estimating a class of triangular simultaneous equations models without exclusion restrictions.(2005) In: CeMMAP working papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 23		paper
2006Estimating a Class of Triangular Simultaneous Equations Models Without Exclusion Restrictions.(2006) In: IZA Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 23		paper
1997Estimating new product demand from biased survey data In: Journal of Econometrics.
[Full Text][Citation analysis]		article12
1979Optimal instruments when the disturbances are small In: Journal of Econometrics.
[Full Text][Citation analysis]		article0
1976The effect of estimation risk on optimal portfolio choice In: Journal of Financial Economics.
[Full Text][Citation analysis]		article151
1977The effect of limited information and estimation risk on optimal portfolio diversification In: Journal of Financial Economics.
[Full Text][Citation analysis]		article37
1991Specification Tests for Binery Choice Models Based on Index Quantiles. In: Bell Communications - Economic Research Group.
[Citation analysis]		paper1
2011Semiparametric selection models with binary outcomes In: CeMMAP working papers.
[Full Text][Citation analysis]		paper2
2011Semiparametric Selection Models with Binary Outcomes.(2011) In: IZA Discussion Papers.
[Full Text][Citation analysis]
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1988A Flexible Class of Discrete Choice Models In: Marketing Science.
[Full Text][Citation analysis]		article8
2008A Parametric Control Function Approach to Estimating the Returns to Schooling in the Absence of Exclusion Restrictions: An Application to the NLSY In: Working Papers. Serie AD.
[Full Text][Citation analysis]		paper26
2010A Parametric Control Function Approach to Estimating the Returns to Schooling in the Absence of Exclusion Restrictions: An Application to the NLSY.(2010) In: IZA Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 26		paper
2009Does increasing parents schooling raise the schooling of the next generation? Evidence based on conditional second moments In: Working Papers. Serie AD.
[Full Text][Citation analysis]		paper19
2009Does Increasing Parents Schooling Raise the Schooling of the Next Generation? Evidence Based on Conditional Second Moments.(2009) In: IZA Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19		paper
2006A Semiparametric Model for Binary Response and Continuous Outcomes Under Index Heteroscedasticity In: IZA Discussion Papers.
[Full Text][Citation analysis]		paper42
2009A semiparametric model for binary response and continuous outcomes under index heteroscedasticity.(2009) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 42		article
2006Estimating the Return to Endogenous Schooling Decisions for Australian Workers via Conditional Second Moments In: IZA Discussion Papers.
[Full Text][Citation analysis]		paper3
2007Subjective Health Assessments and Active Labor Market Participation of Older Men: Evidence from a Semiparametric Binary Choice Model with Nonadditive Correlated Individual-Specific Effects In: IZA Discussion Papers.
[Full Text][Citation analysis]		paper24
2008Subjective Health Assessments and Active Labor Market Participation of Older Men: Evidence from a Semiparametric Binary Choice Model with Nonadditive Correlated Individualspecific Effects.(2008) In: MEA discussion paper series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 24		paper
2011Subjective Health Assessments and Active Labor Market Participation of Older Men: Evidence from a Semiparametric Binary Choice Model with Nonadditive Correlated Individual-specific Effects.(2011) In: The Review of Economics and Statistics.
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1987Factors Affecting the Output and Quit Propensities of Production Workers In: NBER Working Papers.
[Full Text][Citation analysis]		paper1
1998AN EXPERIMENTAL TEST FOR STABILITY OF THE PROBABILITY TRANSFORMATION FUNCTION IN RANK-DEPENDENT EXPECTED UTILITY THEORY In: Departmental Working Papers.
[Citation analysis]		paper0
1998ORDER-DEPENDENT PRESENT VALUE: THEORY AND AN EXPERIMENTAL TEST In: Departmental Working Papers.
[Citation analysis]		paper0
2009Estimating the Return to Endogenous Schooling Decisions via Conditional Second Moments In: Journal of Human Resources.
[Full Text][Citation analysis]		article28

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