Boston College, Department of Economics

Stefan Hoderlein

Associate Professor

Curriculum Vitae
Mailing Address:
Department of Economics
Boston College
140 Commonwealth Avenue
Chestnut Hill, MA 02467

Tel No. +1-617-552-6042


Research interests Publications Teaching

I am an associate professor with tenure in the Department of Economics at Boston College. A recent CV may be found here.

I am married and have two kids.

Research Interests
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 several conferences on the Econometrics of Demand in 2009, 2011 and 2013, which reflect some of my research interests.

I have organized my papers into groups according to their current status.

Published and forthcoming papers:
  • Erratum regarding “Instrumental Variables with Unrestricted Heterogeneity and Continuous Treatment” (with Hajo Holzmann, Marburg, Max Kasy, Harvard, and Alexander Meister, Rostock), Review of Economic Studies, forthcoming, Download PDF

  • Welfare Analysis using Nonseparable Models (jointly with Anne Vanhems, TSE and TBS), Journal of Applied Econometrics, forthcoming Download PDF

  • Specification Testing for Nonparametric Models with Monotonicity in Unobservables (jointly with Liangjun Su, SMU and Hal White, UCSD), Journal of Econometrics, forthcoming Download PDF

  • Semiparametric Estimation of Random Coefficients in Structural Economic Models (jointly with Lars Nesheim, UCL, and Anna Simoni, Bocconi), Econometric Theory, forthcoming, Download PDF

  • Testing Multivariate Economic Restrictions Using Quantiles: The Example of Slutsky Negative Semidefiniteness (with Holger Dette (Bochum) and Natalie Neumayer (Hamburg)), Journal of Econometrics, 191 (1), 129-144, March 2016, Download PDF

  • Nonparametric identification in panels using quantiles (jointly with Victor Chernozhukov (MIT), Ivan Fernandez-Val (BU), Hajo Holzmann (Marburg) and Whitney Newey (MIT)), Journal of Econometrics, 188 (2), 378–392, October 2015, Download PDF

  • Testing Stochastic Rationality and Predicting Stochastic Demand: The Case of Two Goods (jointly with Jorg Stoye, Cornell) Economic Theory Bulletin, 3 (2), 313-328, October 2015, Download PDF

  • Identification and estimation in a correlated random coefficients binary response model (jointly with Bob Sherman, Caltech), Journal of Econometrics, 188 (1), 135–149, September 2015, Download PDF

  • Revealed Preferences in a Heterogeneous Population (jointly with Jorg Stoye, Cornell), Review of Economics and Statistics, 96(2), 197-213, May 2014, Download PDF

  • Demand Systems with Many Goods (jointly with Arthur Lewbel, Boston College), Econometric Theory, 28(5), 1087-1120, October 2012, Download PDF

  • Nonparametric Identification in Nonseparable Panel Data Models with Generalized Fixed Effects (jointly with Hal White, UCSD), Journal of Econometrics, 168 (2), 2012, 300–314, Download PDF

  • How Many Consumers are Rational, Journal of Econometrics, 164(2), 294-309, 2011, was Nonparametric Demand Systems, Instrumental Variables and a Heterogeneous Population (was revise and resubmit at Econometrica), Download PDF

  • Nonparametric Binary Choice Panel Data Models (jointly with Kyusang Yu, Seoul, and Enno Mammen, Mannheim), Econometrics Journal, 14, 351–367, 2011, Download PDF

  • Demand Analysis as an Ill-Posed Inverse Problem with Semiparametric Specification (jointly with Hajo Holzmann, Marburg), Econometric Theory, 27 (03), 609-638, 2011, Download PDF

  • Structural Measurement Errors in Nonseparable Models (jointly with Joachim Winter, Munchen), Journal of Econometrics, 157(2), August 2010, Download PDF

  • Reconsidering the Random Coefficient Model, (jointly with Jussi Klemela and Enno Mammen, Mannheim), Econometric Theory, 26(3), 804-837, June 2010, Download PDF

  • Testing and Imposing Slutsky Symmetry in Nonparametric Demand Systems, (jointly with Krishna Pendakur, Vancouver and Berthold Haag, HVB Munchen), Journal of Econometrics, 153 (1), 33-50, November 2009, Download PDF

  • Identification and Estimation of Marginal Effects in Nonseparable, Nonmomotonic Models, (jointly with Enno Mammen, Mannheim), Econometrics Journal, lead article, 12 (1), 1-25, May 2009, Download PDF

  • Increasing the Price Variation in a Repeated Cross Section (jointly with Sonya Mihaleva, Brown), Journal of Econometrics, 147 (2), 316-326, December 2008, Download PDF

  • Identification of Marginal Effects in Nonseparable Models without Monotonicity (jointly with Enno Mammen, Mannheim), Econometrica, 75 (5), 1513-1518, September 2007, Download PDF

  • Local Partitioned Regression (jointly with Norbert Christopeit, Bonn), Econometrica, 74 (3), 787-818, May 2006, Download PDF

Papers under revision and resubmittion:

  • Identification of structural models in the presence of measurement error due to rounding in survey responses (with Bettina Siflinger, Mannheim, and Joachim Winter, Munich), Journal of Econometrics, Download PDF

  • Endogenous Semiparametric Binary Choice Model with Heteroskedasticity, Econometric Theory, Download PDF

  • Nonlinear Difference-in-Differences in Repeated Cross Sections with Continuous Treatments (jointly with Xavier d’Haultfoeuille, CREST, and Yuya Sasaki, JHU), Journal of Econometrics, Download PDF

  • Random coefficients in static games of complete information (with Fabian Dunker, Bochum, Hiroaki Kaido, BU) Download PDF

  • The Triangular Model with Random Coefficients (with Hajo Holzmann, Marburg and Alexander Meister, Rostock), Download PDF

Submitted papers:

  • Costly Information Processing and Income Expectations (with Daniel Gutknecht, Oxford and Michael Peters, Yale), Download PDF

  • Nonparametric identification of endogenous and heterogeneous aggregate demand models: complements, bundles and the market level (with Fabian Dunker and Hiroaki Kaido, BU), Download PDF

  • Nonparametric Identification of Euler Equations (jointly with Juan Carlos Escanciano, UIB, Arthur Lewbel, BC, Oliver Linton, Tang Srisuma, both Cambridge) Download PDF

  • Nonparametric Specification Testing in Random Parameter Models (jointly with Christoph Breunig, Humboldt University Berlin), Download PDF

Work in progress:
  • A Triangular Treatment Effects Model with Random Coefficients in the Selection Equation (jointly with Eric Gautier, TSE),
  • Identification in Duration Models with Correlated Unobserved Heterogeneity (jointly with Aureo de Paula, UCL)

  • High Dimensional Random Coefficient Models (jointly with Martin Spindler, MPI Munich)

  • Testing Monotonicity in Unobservables with Panel Data (jointly with Liangjun Su, SMU and Hal White, UCSD)

  • Testing Homogeneity in Demand Systems Nonparametrically: Theory and Evidence (jointly with Sonya Mihaleva, Brown and Berthold Haag, HVB Munchen)

  • Outcome Conditioned Treatment Effects (jointly with Yuya Sasaki, Johns Hopkins University),