13
H index
14
i10 index
871
Citations
Roger W. Klein : Citation Profile
Rutgers University-New Brunswick | RESEARCH PRODUCTION: 19 Articles 17 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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38 years (1973 - 2011). 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:
| Cites to:
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Main data
Where Roger W. Klein has published?
| Journals with more than one article published | # docs |
|---|---|
| Econometrica | 4 |
| Journal of Econometrics | 3 |
| Journal of Financial Economics | 2 |
| Journal of Financial and Quantitative Analysis | 2 |
| Economics Letters | 2 |
| 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 Studies | 2 |
Recent works citing Roger W. Klein (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2024 | Identification 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. Full description at Econpapers || Download paper |
| 2023 | Partial Identification and Inference for the Conditional Distribution of Treatment Effects. (2021). Lee, Sungwon. In: Papers. RePEc:arx:papers:2108.00723. Full description at Econpapers || Download paper |
| 2023 | Estimating High Dimensional Monotone Index Models by Iterative Convex Optimization1. (2021). Tamer, Elie ; Lan, Xiaoying ; Khan, Shakeeb. In: Papers. RePEc:arx:papers:2110.04388. Full description at Econpapers || Download paper |
| 2023 | Multivariate ordered discrete response models. (2022). Matcham, William ; Komarova, Tatiana. In: Papers. RePEc:arx:papers:2205.05779. Full description at Econpapers || Download paper |
| 2024 | Semiparametric Single-Index Estimation for Average Treatment Effects. (2022). Oka, Tatsushi ; Gao, Jiti ; Huang, Difang. In: Papers. RePEc:arx:papers:2206.08503. Full description at Econpapers || Download paper |
| 2024 | Isotonic propensity score matching. (2022). Otsu, Taisuke ; Xu, Mengshan. In: Papers. RePEc:arx:papers:2207.08868. Full description at Econpapers || Download paper |
| 2023 | A Bootstrap Specification Test for Semiparametric Models with Generated Regressors. (2022). Lapenta, Elia. In: Papers. RePEc:arx:papers:2212.11112. Full description at Econpapers || Download paper |
| 2023 | On semiparametric estimation of the intercept of the sample selection model: a kernel approach. (2023). Pan, Zhewen. In: Papers. RePEc:arx:papers:2302.05089. Full description at Econpapers || Download paper |
| 2023 | Dont (fully) exclude me, its not necessary! Identification with semi-IVs. (2023). Bruneel-Zupanc, Christophe. In: Papers. RePEc:arx:papers:2303.12667. Full description at Econpapers || Download paper |
| 2023 | Endogenous Linear Regressions with Included Instrumental Variables. (2023). Wang, Rui ; Gao, Wayne Yuan. In: Papers. RePEc:arx:papers:2304.00626. Full description at Econpapers || Download paper |
| 2023 | Kernel-Based Stochastic Learning of Large-Scale Semiparametric Monotone Index Models with an Application to Aging and Household Risk Preference. (2023). Yao, Qingsong. In: Papers. RePEc:arx:papers:2309.06693. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2024 | Semiparametric least squares estimation of binary choice panel data models with endogeneity. (2024). Zhou, Qiankun ; Yang, Cynthia Fan ; Xie, Yimeng ; Semykina, Anastasia. In: Economic Modelling. RePEc:eee:ecmode:v:132:y:2024:i:c:s0264999324000178. Full description at Econpapers || Download paper |
| 2023 | Estimation of treatment effects under endogenous heteroskedasticity. (2023). Abrevaya, Jason ; Xu, Haiqing. In: Journal of Econometrics. RePEc:eee:econom:v:234:y:2023:i:2:p:451-478. Full description at Econpapers || Download paper |
| 2024 | Testing and relaxing the exclusion restriction in the control function approach. (2024). Sasaki, Yuya ; Hoderlein, Stefan ; Dhaultfuille, Xavier. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:2:s0304407621000439. Full description at Econpapers || Download paper |
| 2023 | Dividend change announcements, ROE, and the cost of equity capital. (2023). Sheng, Hainan ; Dempsey, Stephen J. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000224. Full description at Econpapers || Download paper |
| 2023 | Regression, multicollinearity and Markowitz. (2023). Mellado, Cristhian ; Contreras, Mauricio ; Ortiz, Roberto. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323009224. Full description at Econpapers || Download paper |
| 2024 | Tail mean-variance portfolio selection with estimation risk. (2024). Weng, Chengguo ; Wei, Pengyu ; Huang, Zhenzhen. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:116:y:2024:i:c:p:218-234. Full description at Econpapers || Download paper |
| 2023 | A Bayesian perspective on commodity style integration. (2023). Zhao, Nan ; Fuertes, Ana-Maria. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851323000181. Full description at Econpapers || Download paper |
| 2023 | Robust reward-risk performance measures with weakly second-order stochastic dominance constraints. (2023). Kouaissah, Noureddine. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:88:y:2023:i:c:p:53-62. Full description at Econpapers || Download paper |
| 2023 | Empirical likelihood inference for monotone index model. (2023). Xu, Mengshan ; Takahata, Keisuke ; Otsu, Taisuke. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:118123. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2024 | Mean-Variance Efficient Large Portfolios : A Simple Machine Learning Heuristic Technique based on the Two-Fund Separation Theorem. (2024). Maillet, Bertrand ; Costola, Michele ; Zhang, Xiang ; Yuan, Zhining. In: Post-Print. RePEc:hal:journl:hal-04514343. Full description at Econpapers || Download paper |
| 2023 | A test on the location of tangency portfolio for small sample size and singular covariance matrix. (2023). Muhinyuza, Stanislas ; Mazur, Stepan ; Drin, Svitlana. In: Working Papers. RePEc:hhs:oruesi:2023_011. Full description at Econpapers || Download paper |
| 2023 | On the Economic Significance of Stock Return Predictability*. (2023). Odoherty, Michael S ; Johnson, Travis L ; Cederburg, Scott. In: Review of Finance. RePEc:oup:revfin:v:27:y:2023:i:2:p:619-657.. Full description at Econpapers || Download paper |
| 2024 | Being an only child and children’s prosocial behaviors: evidence from rural China and the role of parenting styles. (2024). Chen, Gang ; Li, Yunlu ; Yang, Jing. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-03078-2. Full description at Econpapers || Download paper |
| 2023 | Behaviour of the Monotone Single Index Model Under Repeated Measurements. (2023). Jankowski, Hanna ; Durot, Cecile ; Balabdaoui, Fadoua. In: Sankhya A: The Indian Journal of Statistics. RePEc:spr:sankha:v:85:y:2023:i:1:d:10.1007_s13171-021-00250-7. Full description at Econpapers || Download paper |
| 2023 | Asymmetric AdaBoost for High-dimensional Maximum Score Regression. (2023). Ullah, Aman ; Lee, Tae-Hwy ; Chu, Jianghao. In: Working Papers. RePEc:ucr:wpaper:202306. Full description at Econpapers || Download paper |
| 2023 | An Adversarial Approach to Structural Estimation. (2023). Pouliot, Guillaume ; Manresa, Elena ; Kaji, Tetsuya. In: Econometrica. RePEc:wly:emetrp:v:91:y:2023:i:6:p:2041-2063. Full description at Econpapers || Download paper |
Works by Roger W. Klein:
| Year | Title | Type | Cited |
|---|---|---|---|
| 1973 | A Dynamic Theory of Comparative Advantage. In: American Economic Review. [Full Text][Citation analysis] | article | 2 |
| 2010 | BIAS CORRECTIONS IN TESTING AND ESTIMATING SEMIPARAMETRIC, SINGLE INDEX MODELS In: Econometric Theory. [Full Text][Citation analysis] | article | 9 |
| 1975 | Abstract–The Effect of Estimation Risk on Optimal Portfolio Choice under Uncertainty In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 0 |
| 1977 | Abstract: The Effect of Limited Information and Estimation Risk on Optimal Portfolio Diversification In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 29 |
| 1978 | Decisions with Estimation Uncertainty. In: Econometrica. [Full Text][Citation analysis] | article | 9 |
| 1984 | Model Selection When There Is Minimal Prior Information. In: Econometrica. [Full Text][Citation analysis] | article | 16 |
| 1993 | An Efficient Semiparametric Estimator for Binary Response Models. In: Econometrica. [Full Text][Citation analysis] | article | 351 |
| 1991 | An Efficient Semiparametric Estimator for Binary Response Models..(1991) In: Bell Communications - Economic Research Group. [Citation analysis] This paper has nother version. Agregated cites: 351 | paper | |
| 2002 | Shift Restrictions and Semiparametric Estimation in Ordered Response Models In: Econometrica. [Citation analysis] | article | 30 |
| 1986 | Some results on an approximation to joint distributions of utility functions In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 1979 | The information criterion in model selection In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2010 | Estimating a class of triangular simultaneous equations models without exclusion restrictions In: Journal of Econometrics. [Full Text][Citation analysis] | article | 25 |
| 2005 | Estimating a class of triangular simultaneous equations models without exclusion restrictions.(2005) In: CeMMAP working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | paper | |
| 2006 | Estimating a Class of Triangular Simultaneous Equations Models Without Exclusion Restrictions.(2006) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | paper | |
| 1997 | Estimating new product demand from biased survey data In: Journal of Econometrics. [Full Text][Citation analysis] | article | 12 |
| 1979 | Optimal instruments when the disturbances are small In: Journal of Econometrics. [Full Text][Citation analysis] | article | 0 |
| 1976 | The effect of estimation risk on optimal portfolio choice In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 163 |
| 1977 | The effect of limited information and estimation risk on optimal portfolio diversification In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 37 |
| 1991 | Specification Tests for Binery Choice Models Based on Index Quantiles. In: Bell Communications - Economic Research Group. [Citation analysis] | paper | 1 |
| 2011 | Semiparametric selection models with binary outcomes In: CeMMAP working papers. [Full Text][Citation analysis] | paper | 2 |
| 2011 | Semiparametric Selection Models with Binary Outcomes.(2011) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 1988 | A Flexible Class of Discrete Choice Models In: Marketing Science. [Full Text][Citation analysis] | article | 8 |
| 2008 | A 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] | paper | 26 |
| 2010 | A 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 nother version. Agregated cites: 26 | paper | |
| 2009 | Does 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] | paper | 19 |
| 2009 | Does 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 nother version. Agregated cites: 19 | paper | |
| 2006 | A Semiparametric Model for Binary Response and Continuous Outcomes Under Index Heteroscedasticity In: IZA Discussion Papers. [Full Text][Citation analysis] | paper | 45 |
| 2009 | A semiparametric model for binary response and continuous outcomes under index heteroscedasticity.(2009) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 45 | article | |
| 2006 | Estimating the Return to Endogenous Schooling Decisions for Australian Workers via Conditional Second Moments In: IZA Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
| 2007 | Subjective 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] | paper | 24 |
| 2008 | Subjective 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 nother version. Agregated cites: 24 | paper | |
| 2011 | Subjective 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. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 24 | article | |
| 1987 | Factors Affecting the Output and Quit Propensities of Production Workers In: NBER Working Papers. [Full Text][Citation analysis] | paper | 30 |
| 1998 | AN EXPERIMENTAL TEST FOR STABILITY OF THE PROBABILITY TRANSFORMATION FUNCTION IN RANK-DEPENDENT EXPECTED UTILITY THEORY In: Departmental Working Papers. [Citation analysis] | paper | 0 |
| 1998 | ORDER-DEPENDENT PRESENT VALUE: THEORY AND AN EXPERIMENTAL TEST In: Departmental Working Papers. [Citation analysis] | paper | 0 |
| 2009 | Estimating the Return to Endogenous Schooling Decisions via Conditional Second Moments In: Journal of Human Resources. [Full Text][Citation analysis] | article | 29 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team