ARTHUR
LEWBEL HOME PAGE Revised 7/26/2010
Professor Arthur Lewbel is
the inaugural holder of the Barbara A. and Patrick E. Roche chair in economics
at
Scroll down this page to find:
contact info, papers by Prof. Lewbel, a short biography, and other information.
Email: lewbel@bc.edu Phone: 617-552-3678
Lewbel’s Page of Juggling publications and records Lewbel's CV
NEWS
Feb. 2010: Update: vova_arthur_jack youtube
video, is Lewbel practicing with the well known jugglers Vova Galchenko and Jack Kalvan - juggling up to 14 clubs. (This was from 2008. This video was taken
down from youtube for music copyright infringement, but has now been restored)
A high resolution version is: vova arthur jack 60
mb mov file. (filmed by Mark
Bakalor, edited by Vova). See also
juggling at MIT: Nic
Arthur youtube video
January 2010: Lewbel gave a master class on nonparametrics
and semiparametrics as part of the Taiwan Advanced Economics Workshop, at
Academia Sinica in
October 2009: Lewbel was quoted
about unicycling in the Oct. 9, 2009 Boston Globe Newspaper lewbel-globe-10092008
October 2009: A very old computer
game Lewbel coauthored for Tom Snyder Productions is now available online makemillions
July 2009: Prof. Lewbel was an
invited speaker at the 2009 International Symposium on Econometric Theory and
Applications (SETA
2009) in
July 2009: Prof. Lewbel has
finished officially being Co-editor (along with Serena Ng) of the Journal
of Business and Economic Statistics
(ranked as one of the top ten journals
in Economics). He will still be handling revise and resubmits from his time as
editor.
Lewbel was quoted regarding economies
of scale in household consumption in the August 2008 IntelligentLife.com, the
magazine of The Economist IntelligentLifeEconomistArticle\till-debt-us-do-part.htm
Lewbel’s picture appeared in Dec.
1, 2008 Boston Globe Newspaper lewbel-globe-12012008.jpg
Lewbel was quoted about the
world’s best jugglers in the Sept. 1, 2008 Boston Globe Newspaper bostonglobe2jugglingarticle.html
May 2008: Prof: Lewbel was an
invited speaker at the May 2008 Society of Labor Economists SOLE Annual meeting, in
a session on “The Family,” presenting the paper CollectiveEngel.pdf.
A photograph taken by Prof. Lewbel appears in “Fortune’s Formula,” by William Poundstone, published by Hill and Wang, a division of Farrar, Straus, and Giroux, flyleaf opposite page 148: FortunesFormula.jpg. The book also cites Lewbel’s recollections of Claude Shannon, Shannon.html.
Lewbel appeared briefly on ESPN, as a judge for the World Juggling Federation (WJF) competitions. On the right in this screen shot: espn-wjf. He was also a judge for more recent competitions held by the International Juggling Association (IJA) and the WJF.
CV and COURSES INFO
Prof. Lewbel's CV and resume, with a list of his published papers, working papers, and published software, is Lewbel's CV
Syllabus of current/recent courses taught: EC827 Econometric Theory I 827OUTL.pdf , EC828 Econometric Theory II 828OUTL.pdf , EC900 - EC901 Dissertation Workshop 900-901_Syllabus.pdf.
The slides for Lewbel’s class on “Nonparametrics for Noneconometricians” are here: NonparamClass.pdf
RANKINGS
In a ranking of all published economists, based on quantity and quality of publications, Prof. Lewbel was ranked 20th in the world. See http://student.ulb.ac.be/~tcoupe/rank1000.html. Over a longer time span, the ranking is 30th: http://student.ulb.ac.be/~tcoupe/update/top1000p.html This ranking appears in Table 9, page 1334, of Coupé, Tom (2003), ”Revealed Performances: Worldwide Ranking of Economists and Economics Departments, 1990-2000,” Journal of European Economic Association, Dec. 2003, vol. 1, issue 6, pp. 1309-1345.
In a ranking based on
publications only in Econometrics related journals, Prof. Lewbel was ranked 16th
in the world. See http://korora.econ.yale.edu/et/misc/table05.htm
and http://korora.econ.yale.edu/et/misc/table11.htm.
This ranking is from Baltagi, B. (2003) “Worldwide Institutional and Individual
Rankings In Econometrics Over the Period 1989-1999, An Update,” Econometric
Theory, 19, 165-244, (and corrigendum
1145-1158), Tables 5 and 11. This paper updates an earlier publication with the
same title that only considered 1989-1995.
WORKING
PAPERS
"Estimating Features of a Distribution From Binomial Data," llm2010.pdf by Arthur Lewbel, Oliver Linton, and Daniel McFadden, revised 7/10.
“Children's Resources in Collective Households:
Identification, Estimation and an Application to Child Poverty in
“Nonparametric Euler Equation Identification and Estimation,” by Arthur Lewbel and Oliver Linton. nonparameulerest7.pdf , revised 6/10
“Identification and Estimation of Semiparametric Two Step Models,” TwoStep5.pdf by Juan Carlos Escanciano, David Jacho-Chávez,
and Arthur Lewbel, revised 5/10. This paper replaces the older draft/paper: “Semiparametric Double Index Model Identification and
Estimation.”
“Nonparametric Identification of Accelerated Failure Time Competing Risks Models,” CompeteRisks.pdf, By Simon (Sokbae) Lee and Arthur Lewbel, revised 4/10.
“Simple Estimators for Binary Choice Models with Endogenous Regressors,” simplenew8.pdf by Yingying Dong and Arthur Lewbel,
4/10. This paper largely replaces the old
working paper: “Simple Estimators for Hard Problems: Endogeneity in Discrete
Choice Related Models.”
“Using Heteroskedasticity to Identify
and Estimate Mismeasured and Endogenous Regressor Models,” simhet15.pdf by Arthur Lewbel, revised 03/10. This paper replaces the earlier paper, “Identification
of Heteroskedastic Endogenous or Mismeasured Regressor Models.”
“Nonparametric Identification of a
Binary Random Factor in Cross Section Data,” unobservedbinary13.pdf
by Yingying Dong and Arthur Lewbel, revised 7/10. Additional
material including an empirical application appears in this supplemental
appendix: unobservedbinary13supplement.pdf
his paper largely replaces the old working paper: “Simple Estimators for Hard Problems: Endogeneity in Discrete Choice Related Models.”
“Price Dimension Reduction in Demand Systems With Many Goods,” bigdsysJune091.pdf by Stefan Hoderlein and Arthur Lewbel, revised 6/09.
“Semiparametric Double Index Model Identification and Estimation” DoubleHurdle7.pdf by Arthur Lewbel, revised 12/08 A newer version, coauthored with David Jacho-Chávez and Juan Carlos Escanciano will be available shortly..
“Returns to Lying? Identifying the Effects of Misreporting When the Truth is Unobserved” lie18.pdf by Yingyao Hu and Arthur Lewbel (and thanks to Xiaohong Chen), revised 6/09 (an earlier version was circulated under the title: “Identifying the Returns to Lying When the Truth is Unobserved,”).
"Estimating Consumption Economies of Scale, Adult Equivalence Scales, and Household Bargaining power,” lcb21.pdf by Martin Browning, Pierre-Andre Chiappori, and Arthur Lewbel, revised 08/08.
“Simple Endogenous Binary Choice and Selection Panel Model Estimators,” simplepan2.pdf by Arthur lewbel, revised 12/05.
"Ordered Response Threshold Estimation," thresh3.pdf by Arthur Lewbel, revised 10/03.
RECENT
AND FORTHCOMING PUBLICATIONS
“Why is Consumption More Log Normal Than Income? Gibrat's Law Revisited,” BBL-Gibrat-final-May2009.pdf, revised 5/09, longer older version: bbl-Gibrat-28-06-07-1.pdf, by Erich Battistin, Richard Blundell, and Arthur Lewbel, forthcoming, Journal of Political Economy.
“Identification and Nonparametric Estimation of a Transformed Additively
Separable Model,” JLL.pdf by David Jacho-Chavez, Arthur Lewbel, and
Oliver Linton, forthcoming, Journal of Econometrics. An older version of this paper that contains far more details, some
extension, and additional empirical results is JLL9.pdf
”Shape Invariant Demand Functions,” shapeinvar11.pdf by Arthur Lewbel, forthcoming,
Review of Economics and Statistics.
“Tricks With Hicks: The EASI Demand System,” hixtrix35.pdf, by Arthur Lewbel and Krishna Pendakur, American Economic Review June 2009, 99(3), 827-863. See also Seminar Slides for this paper: HixSlidBeamer.pdf, as well as Pendakur’s paper "EASI Made Easier", and associated Stata code EASI demand system with no interactions and EASI demand system with interactions. Note: The AER website does not contain the correct supplemental appendix, even though they claimed they would fix it months ago. The file hixtrix35.pdf contains all the proper appendices.
“Nonparametric Identification and Estimation of Nonclassical Errors-in-Variables Models Without Additional Information,” CHL-discrete-indep-nov08.pdf by Xiaohong Chen, Yingyao Hu, and Arthur Lewbel, Statistica Sinica, July 2009, 19, 949-968
“Estimation of Collective Household Models With Engel Curves,” CollectiveEngel.pdf by Arthur Lewbel and Krishna Pendakur, Journal of Econometrics, special issue on Estimating Demand Systems and Consumer Preferences, Dec. 2008, 147, 350-358.
“Equivalence Scales” entry for The New Palgrave Dictionary of Economics, 2nd Edition,” palequiv.pdf by Arthur Lewbel and Krishna Pendakur, 2008.
“Engel Curves” entry for The New Palgrave Dictionary of Economics, 2nd Edition,” palengel.pdf by Arthur Lewbel, 2008.
“Nonparametric Identification of Regression Models Containing a Misclassified Dichotomous Regressor Without Instruments,” CHL-skew-Feb08.pdf by Xiaohong Chen, Yingyao Hu, and Arthur Lewbel, Economics Letters, 2008, 100, 381-384.
“A Note on the Closed-form Identification of Regression Models with a Mismeasured Binary Regressor,” CHL-binary-indep.pdf by Xiaohong Chen, Yingyao Hu, and Arthur Lewbel, Statistics and Probability Letters, 2008, 78, 1473-1479.
“Nonparametric Matching and Efficient Estimators of Homothetically Separable
Functions,” Econometrica, 2007, 75, 1209-1227.
homoth48.pdf by Arthur Lewbel and Oliver
Linton. This is a note length version. An older,
much longer working paper version that includes detailed proofs and an
empirical application is homothwp.pdf. These both replace an earlier paper,
“Nonparametric Estimation of Homothetic and Homothetically Separable Functions.”
“Estimation of Average Treatment Effects With Misclassification,” mistreanote2.pdf by Arthur Lewbel, Econometrica,
2007, 75, 537-551. This file includes the paper
and an addendum with additional results.
"Endogenous Selection or Treatment Model Estimation," treat16.pdf by Arthur Lewbel, Journal of Econometrics,
2007, 141, 777-806. This paper replaces older
papers titled "Selection Model and Conditional Treatment Effects,
Including Endogenous Regressors," and "Two Stage Least Squares
Estimation of Endogenous Sample Selection Models." Software for
implementing some of the estimators in this paper is available on request.
"A Simple Ordered Data Estimator For Inverse Density Weighted Functions,"
by Arthur Lewbel and Susanne Schennach, lewsch33.pdf
Journal of Econometrics, 2007, 186, 189-211.
"Weighted and Two Stage Least Squares Estimation of Semiparametric Truncated Regression Models," klthird.pdf by Shakeeb Khan and Arthur Lewbel, Econometric Theory, 2007, 23, 309-347.
"Modeling Heterogeneity," hetero1.pdf in Advances in Economics and Econometrics: Theory and Applications, Ninth World Congress (Econometric Society Monographs), Richard Blundell, Whitney K. Newey, and Torsten Persson, editors, Cambridge: Cambridge University Press, Vol. III, chapter 5, 2007.
“A Local Generalized Method of Moments Estimator,” localgmm.pdf by Arthur Lewbel, Economics Letters, 2007, 94, 124-128.
"Coherence and Completeness of Structural Models Containing a Dummy Endogenous Variable," cohere12.pdf by Arthur Lewbel, revised 2/06, presented at “Economics to Econometrics: A conference in honor of Daniel L. McFadden,” Nov. 2007, vol. 48, 1379-1392, International Economic Review, and associated conference volume.
Now downloadable: “Consumer Demand Systems and Household Equivalence
Scales,” handchap.pdf by Arthur Lewbel; A survey in the Handbook of
Applied Econometrics, Volume II: Microeconomics, M. H. Pesaran and P. Schmidt,
eds., 1997,
Some older downloadable papers are listed further down this page.
JUGGLING
Lewbel juggling 7 photo
Below is sampling of Juggling related work. See Lewbel’s Juggling page and publications for more.
Juggling photo, videos: Lewbel passing 9 clubs youtube video vova arthur jack 14 clubs 3 person line, 60 mb mov file Note: this 60 mb file is a high resolution version of a youtube video. the original video (approx. 4000 hits) was taken down due to music copyright infringement. You can see the youtube replacement (flash with cheesier music) here: vova_arthur_jack youtube video. (filmed by Mark Bakalor, edited by Vova).
Prof. Lewbel co-authored The Science of Juggling in Scientific American, wrote a regular column in Jugglers World magazine called, "The Academic Juggler," and has written about the history of juggling. He juggles at the MIT juggling club. He won a gold medal in club passing in the 1994 National Juggling Competition, and later served as a director and a judge of the International Jugglers' Association annual National Stage Juggling Competitions. Recently he appeared briefly on ESPN, as a judge for the World Juggling Federation competitions. On the right in this screen shot: espn2004wjf.jpg.
A pdf file of the Scientific American article, The Science of Juggling, in its exact published form, including all photographs, can be downloaded here. This article was published in 9 different languages. An example is the Chinese version, 杂耍的科学.
Prof. Lewbel's personal tribute
to Professor Claude Shannon (excerpts appeared in Juggle magazine) is Shannon.html. This page
includes rare photos and video. A text version for nonjugglers is: “A Jugglers
Tribute to Claude Shannon,” by Arthur Lewbel, (Dec., 2001), IEEE (
MISCELLANY
Prof. Lewbel provided testimony supporting
Professor Arthur Lewbel is the inaugural holder of the Roche Chair in Economics at Boston College, endowed by Patrick Roche '51, chairman of Roche Brothers Supermarkets, Inc. They now even mention juggling in their advertisements: RocheBrosJuggle.jpg
The Most Badly Designed Shower in the World (photo essay, May, 2008): shower.pdf
A trip to Bogotá,
An absolutely true baseball story from 1999: baseball.htm
The home page for everyone named Lewbel is here.
A revised (on 11/05) Lewbel family tree, provided by George Lewbel, is here.
A convenient way to make
overheads or slides in Scientific Word (without Beamer) is to download this
Instructions for creating portable pdf files from Scientific Word files, and printing advice: makepdf.html. – note as of 2006 these instructions will not work for the newest versions of adobe and associated adobe distiller, and may no longer be necessary now that Sciword has a compile in pdf option.
OLD
NEWS
In Nov., 2007, Prof. Lewbel
received a Multa Scripsit award from the journal: Econometric Theory.
Prof. Lewbel was an invited
speaker at the Oct. 2007 Latin American Meetings of the Econometric Society, lames,
in Bogotá,
On Sept. 30, 2007, Prof. Lewbel gave an open to the public presentation (including juggling) on Claude Shannon and his juggling machines as part of the opening celebrations for a new gallery and Shannon collection at the MIT museum (265 Massachusetts Ave, Cambridge, MA,). Other juggling demonstrations and classes were given by the MIT juggling club and MIT student juggling club. This is a video taken by Christine Rhubarb that day: Lewbel passing 9 clubs with Nic Price youtube video downloadable version: Arthur Nic passing.
Lewbel was featured (regarding
juggling at MIT) in the March 25, 2007 Boston Globe Newspaper BostonGlobeJugglingArticle.htm
Lewbel’s juggling was profiled in
the Winter, 2006 edition of the Boston College Magazine: http://bcm.bc.edu/issues/winter_2006/linden_lane/airborne.html
2006: Lewbel was interviewed for an article on the science
of juggling, by Jen Waters, that appeared in the Jan. 5, 2006 edition of the
Washington Times. http://washingtontimes.com/metro/20060104-095225-2459r.htm
2005: Prof. Lewbel was an invited
discussant of papers by Rosa Matzkin and Martin Browning at the World
Econometric Society Meetings in London, August 2005. In response to
multiple requests, a write up of that presentation is here: hetero1.pdf. Lewbel was an
invited speaker for the 12th Conference on Panel Data, Copenhagen,
June 2005. A revised version of that paper is simplepan2.pdf, which was presented at
the Winter 2006 ASSA Econometric Society meetings. Prof. Lewbel became the
inaugural holder of the
2004: Prof. Lewbel was presented
with the Boston College Distinguished Research Award, in a Faculty Day ceremony
on May 10, 2004. Lewbel gave the Keynote lecture at the Workshop on Research in
Consumer Behavior and Welfare in Garda, Italy, May 14, 2004. Also in 2004 he was elected a fellow of the
Econometric Society. He was an invited speaker at the Econometric Society European
Meetings (ESEM) in Madrid in August, 2004. His lecture in Madrid was, “Simple
Estimators for Hard Problems: Endogeneity in Discrete Choice Related Models.” A
draft of this paper is simple6.pdf and the overheads/slides for the talk are simpslid.pdf.
SHORT
BIO
Arthur Lewbel is a Professor of Economics at
Prof. Lewbel has been the principal investigator on five National Science Foundation grants, and provided econometric consulting services on many others. He has been a consultant on econometric and microeconomic issues for The Brattle Group in Cambridge, MA, and has designed commercially sold educational computer software for the Macmillan publishing company and for Tom Snyder Productions.
Prof. Lewbel's research is mainly in the areas of micro econometrics and in consumer demand analysis. He is the author of over sixty articles in refereed journals, and has published in most of the top ten journals in Economics, including ten publications in Econometrica and three in the American Economic Review. He has been repeatedly invited by the Royal Swedish Academy of Sciences to nominate candidates for the Nobel Prize in Economics.
Prof. Lewbel is a very highly rated teacher. His courses consistently gets top ratings from students for quality of content and instruction (average rating last three years: 4.7 out of a possible 5).
Apart from economics, Prof. Lewbel has studied the theory and practice of juggling. He wrote a regular column for Jugglers World magazine, and coauthored "The Science of Juggling," in Scientific American, November, 1995, vol. 273, #5, pp. 92-97. He has served as a director and judge of the International Juggler's Association's annual national juggling competitions, and can juggle up to eight balls.
Prof. Lewbel has a Bachelor of Science degree in Mathematics at the Massachusetts Institute of Technology, and a Ph.D. in Management Applied Economics from the MIT Sloan School of Management. Prior to joining the Boston College faculty in 1998, he taught at Brandeis University, and was a visiting professor at Boston University and at the MIT Sloan School. He also designed computer games and educational software at Tom Snyder Productions, worked as a consulting economist at Data Resources, Inc., and as a computer programmer and systems designer for Data General Corp.
OLDER/OTHER
DOWNLOADABLE PAPERS
“Statistical Analysis of Choice Experiments and Surveys,” by Daniel L. McFadden, Albert C. Bemmaor, Francis G. Caro, Jeff
Dominitz, Byung-hill Jun, Arthur Lewbel, Rosa L. Matzkin, Francesca Molinari,
Norbert Schwarz, Robert J Willis, and Joachim K. Winter, marklett.pdf Marketing Letters (2005) 16, #3-4.
"Demand Systems With Nonstationary Prices," by Arthur Lewbel and Serena Ng, tlog11.pdf revised 11/04, in Review of Economics and Statistics (2005) 87, 479 - 494.
"A Rational Rank Four Demand System," by Arthur Lewbel, Journal of Applied Econometrics (2003), 18, 127-135. The published version of the paper contains an error, namely it incorrectly states that the function a(p) is homogeneous of degree zero, whereas it should actually be homogeneous of degree one. See rank4fix.pdf for details. A corrected version of the entire paper is: rankfour.pdf
"Calculating Compensation in Cases of Wrongful Death," by Arthur Lewbel, wrongfu2.pdf . Journal of Econometrics (2003) 113,. 115-128.
"Rank, Separability, and Conditional Demands," by Arthur Lewbel, in the Canadian Journal of Economics, rankcond.pdf
"Equivalence Scales Based on Collective Household Models," collscal.pdf by Arthur Lewbel, revised 12/02. This summarizes some results in the paper by Martin Browning, Pierre-Andre Chiappori, and Arthur Lewbel.
"Semiparametric Binary Choice Panel Data Models Without Strictly Exogenous Regressors," by Bo Honore and by Arthur Lewbel, Econometrica (2002) 70, 2053-2063. binpan9.pdf
"Nonparametric Censored and Truncated Regression," by Arthur Lewbel and Oliver Linton, Econometrica (2002) 70, 765-779. The short, published version is censnote2.pdf , with associated figures censfig1.pdf, censfig2.pdf. A longer version with much more detail is censr21.pdf, with associated figures censfig1.pdf, censfig2.pdf, censfig3.pdf, censfig4.pdf Software for implementing the estimators in this paper is available on request.
"Semiparametric Qualitative Response Model Estimation With Unknown Heteroscedasticity and Instrumental Variables," by Arthur Lewbel, Journal of Econometrics (2000) 97, 145-177 semibi10.pdf Software for implementing the estimators in this paper is available on request.
"Identification of the Binary Choice Model With Misclassification," by Arthur Lewbel, Econometric Theory, (2000) 16, 603-609 binmis.pdf
“Simple Estimators
for Hard Problems: Endogeneity in Discrete Choice
Related Models,” revised 7/04 simple6.pdf Note: This paper is largely replaced by “Simple Estimators for Binary Choice Models with
Endogenous Regressors,” simplenew8.pdf”
"The Rank Extended Translog," by Arthur Lewbel, retran1.pdf
"Asymptotic Trimming for Bounded Density Plug-in Estimators," by Arthur Lewbel, trimdist.pdf

Juggling 7 balls at BC.
Lewbel is in the wikipedia: http://en.wikipedia.org/wiki/Arthur_Lewbel
How to tell an undergraduate class from a graduate class: When a professor walks into an undergraduate class and says, “Good Afternoon, class,” the students say, “Good Afternoon.” When a professor walks into a graduate class and says, “Good Afternoon, class,” the students write it down.
http://toddsmith.com/ http://www.billybaker.net/ http://kalvan.net/
When she was very much younger, Prof. Lewbel's daughter insisted that these links be here:
Conky:
r' r' r' ready to assist you.