ARTHUR LEWBEL HOME PAGE
Revised: August 1, 2015
Professor Arthur Lewbel is the inaugural holder of the Barbara A. and Patrick E. Roche chair in economics at Boston College.
Scroll down this page to find papers by Prof. Lewbel, a short biography, and other information.
Email: firstname.lastname@example.org Phone: 617-552-3678
Department of Economics, Boston College, Maloney Hall, 140 Commonwealth Avenue, Chestnut Hill, MA 02467, USA. http://www2.bc.edu/arthur-lewbel/
NEWS and NOTES
Prof. Lewbel has published in all the top journals in economics and econometrics, including 11 Econometricas, 5 AERs, 2 JPEs, 4 REStuds, 17 JoEs, and has published in dozens of other journals including JET, JASA, QJE, even Conservation Biology and Scientific American. His CV and resume, with a list of his published papers, working papers, and published software, is Lewbel's CV
New juggling video: 9 clubs juggling Arthur and Jack
The R package ivlewbel by Alan Fernihough has been released. Like the STATA module ivreg2h by Kit Baum, this implements the estimator from Lewbel (2011 JBES) that uses heteroskedasticity to do instrumental variables estimation when no instruments are available.
Lewbel is quoted in the March 2014 sports magazine Grantland: anthony-gatto-juggling-cirque-du-soleil-jason-fagone
STATA module sspecialreg by Kit Baum, which implements special regressor estimators, has been released. See: simplenew14.pdf, special-reg-handbook7.pdf, simple-comparisons5.pdf for surveys and introductions.
Instead of a blog, Lewbel comments on economics and politics in a publicly accessible facebook timeline: http://www.facebook.com/arthur.lewbel
Lewbel is quoted in the best seller: “The Idea Factory: Bell Labs and the Great Age of American Innovation,” by Jon Gertner, on page 320.
A juggling prop Lewbel helped to develop is now available for sale: "The Club With Deadly Accuracy"
Lewbel’s personal recollections of Claude Shannon are here: Shannon.html.
COURSES and PRESENTATIONS
Introductions to SPECIAL REGRESSOR methods are: simplenew14.pdf, special-reg-handbook7.pdf, simple-comparisons5.pdf, and slides are: Binary-Choice-Talk.pdf. The STATA module sspecialreg by Kit Baum implements simple versions of special regressor estimators (type findit sspecialreg in stata). Additional Stata and Gauss codes for various special regressor estimators are available here: binsel2012.zip (if you download this code, please email email@example.com to say you have done so).
The slides for a mini-course on “Nonparametrics for Noneconometricians” are here: NonparamClass.pdf
The slides for “an Overview on Identification of Household Resource Shares” are here: SharingRuleTalkSL2.pdf
Syllabus of current/recent courses taught: New Course: EC772 Econometric Methods EC772-syllabus.pdf ,
EC827 Econometric Theory I 827OUTL.pdf , EC828 Econometric Theory II 828OUTL.pdf , EC900 - EC901 Dissertation Workshop 900-901_Syllabus.pdf. The syllabus for the new course EC772 Econometric Methods will be available shortly
“Identifying the Average Treatment Effect in a Two Threshold Model,” orderedChoiceATE9.pdf by Arthur Lewbel and Thomas Tao Yang, 7/2013. A supplemental appendix to this paper with additional proofs is orderedChoiceATE9-supplemental-appendix.pdf
“Unobserved Preference Heterogeneity in Demand Using Generalized Random Coefficients,” random-coefs-general-scales28-text-and-supplement.pdf by Arthur Lewbel and Krishna Pendakur, revised 7/2015. The linked file contains both the main text of the paper and an online supplemental appendix. Earlier versions of this paper circulated under the name “Generalized Random Coefficients With Equivalence Scale Applications.”
“Identification of Additive and Polynomial Models of Mismeasured Regressors Without Instruments,” AddMis2.pdf by Dan Ben-Moshe, Arthur Lewbel, and Xavier D'Haultfœuille, revised 3/2015.
“Nonparametric Euler Equation Identification and Estimation,” by Arthur Lewbel, Oliver Linton, and Sorawoot (Tang) Srisuma. nonparameulerest.pdf , revised 2/2011
“Health and Retirement Effects in a Collective Consumption Model of Older Households,” CollectiveRetirement7.pdf by Aline Bütikofer, Arthur Lewbel, and Shannon Seitz, revised 2/2011
RECENT AND FORTHCOMING PUBLICATIONS
"Sharing Rule Identification for General Collective Consumption Models," SharingRuleBounds-L4.pdf by Laurens Cherchye, Bram De Rock, Arthur Lewbel, and Frederic Vermeulen, Forthcoming, Econometrica.
“Nonparametric Errors in Variables Models with Measurement Errors on both sides of the Equation,” DeNadai_Lewbel_June2015.pdf by Arthur Lewbel and Michele De Nadai, Forthcoming, Journal of Econometrics.
“Identification and Estimation of Games with Incomplete Information Using Excluded Regressors,” Lewbel_Tang_game.pdf by Arthur Lewbel and Xun Tang. Forthcoming, Journal of Econometrics. Additional Supplemental Materials are: Lewbel_Tang_game_supplement.pdf
“Identifying the Effect of Changing the Policy Threshold in Regression Discontinuity Models,” ThresholdEffect30.pdf by Yingying Dong and Arthur Lewbel. forthcoming, Review of Economics and Statistics. A supplemental appendix to this paper is: ThresholdEffect30-supplement.pdf Earlier versions of this paper circulated under the name “Regression Discontinuity Marginal Threshold Treatment Effects.”
“Identification and Estimation of Semiparametric Two Step Models,” TwoStep25.pdf by Juan Carlos Escanciano, David Jacho-Chávez, and Arthur Lewbel. Forthcoming, Quantitative Economics. This paper replaces the older draft/paper: “Semiparametric Double Index Model Identification and Estimation.”
“Gary Becker’s, ‘A Theory of the Allocation of Time,’" Becker6.pdf by Arthur Lewbel and Pierre-André Chiappori, forthcoming, 125th Anniversary issue of The Economic Journal.
"Specification Testing for Transformation Models with an Application to Generalized Accelerated Failure-time Models," transformation_20140902_text.pdf, by Arthur Lewbel, Xun Lu, and Liangjun Su. Journal of Econometrics, 2015, 184, 81-96. A supplemental appendix to this paper with additional proofs is transformation_20140816_supp.pdf
“A Simple Estimator for Binary Choice Models with Endogenous Regressors,” simplenew14.pdf by Yingying Dong and Arthur Lewbel, Econometric Reviews, 2015, 34, 82-105. This paper largely replaces the old working paper: “Simple Estimators for Hard Problems: Endogeneity in Discrete Choice Related Models.”
“An Overview of the Special Regressor Method,” special-reg-handbook7.pdf by Arthur Lewbel, in the Oxford Handbook of Applied Nonparametric and Semiparametric Econometrics and Statistics, Co-edited by Aman Ullah, Jeffrey Racine, and Liangjun Su, 2014, 38-62, Oxford University Press.
"Uniform Convergence of Weighted Sums of Non- and Semi-parametric Residuals for Estimation and Testing" Uniform_Sum_17.pdf by Juan Carlos Escanciano, David Jacho-Chávez, and Arthur Lewbel, Journal of Econometrics 2014, 178, 426-443. Online technical appendix to this paper is: Supplement_v10.pdf
"Estimating Consumption Economies of Scale, Adult Equivalence Scales, and Household Bargaining power,” lcb24.pdf by Martin Browning, Pierre-Andre Chiappori, and Arthur Lewbel, Review of Economic Studies. 2013, 80, 1267-1303.
“Nonparametric Identification of Accelerated Failure Time Competing Risks Models,” CompeteRisksLeeLewbel.pdf, By Simon (Sokbae) Lee and Arthur Lewbel, Econometric Theory 2013, 29, 905-919.
“Children's Resources in Collective Households: Identification, Estimation and an Application to Child Poverty in Malawi,” by Geoffrey Dunbar, Arthur Lewbel, and Krishna Pendakur, American Economic Review 2013, 103, 438-471. CollectiveChildren30-with-appendices.pdf This pdf file contains the paper along with a supplemental online appendix
“Viewpoint: Comparing Features of Convenient Estimators for Binary Choice Models With Endogenous Regressors,” simple-comparisons5.pdf by Arthur Lewbel, Yingying Dong, and Thomas Tao Yang, Canadian Journal of Economics, 2012, 45, 809-829.
“Regressor Dimension Reduction with Economic Constraints: The Example of Demand Systems with Many Goods,” bigdsysFeb2011.pdf by Stefan Hoderlein and Arthur Lewbel, Econometric Theory, 2012, 28, 1087-1120. Some earlier versions of this paper were circulated under the title: Price Dimension Reduction in Demand Systems With Many Goods
“Returns to Lying? Identifying the Effects of Misreporting When the Truth is Unobserved” lie19.pdf by Yingyao Hu and Arthur Lewbel), Frontiers of Economics in China, 2012, 7, 163-192.
“Using Heteroscedasticity to Identify and Estimate Mismeasured and Endogenous Regressor Models,” by Arthur Lewbel, Journal of Business and Economic Statistics 2012, 30, 67-80. simhet16.pdf This file includes a short supplemental appendix containing a monte carlo that was dropped from the main text. This paper replaces the earlier paper, “Identification of Heteroskedastic Endogenous or Mismeasured Regressor Models.”
“Correlates of Bushmeat Hunting among Remote Rural Households in Gabon, Central Africa,” by Foerster, S., Wilkie, D. S., Morelli, G. A., Demmer, J., Starkey, M., Telfer, P., Steil, M. and Lewbel, A., Conservation Biology online 2011, doi: 10.1111/j.1523-1739.2011.01802.x
“Nonparametric Identification of a Binary Random Factor in Cross Section Data,” unobservedbinary14withsupplement.pdf by Yingying Dong and Arthur Lewbel, Journal of Econometrics 2011, 163, 163-171. This pdf file contains the paper along with a supplemental appendix containing additional material including an empirical application
"Estimating Features of a Distribution From Binomial Data," llm2011.pdf by Arthur Lewbel, Oliver Linton, and Daniel McFadden, Journal of Econometrics 2011, 162, 170-188. This file llm2011.pdf includes a supplemental appendix with some additional results.
“Identification and Nonparametric Estimation of a Transformed Additively Separable Model,” JLL.pdf by David Jacho-Chavez, Arthur Lewbel, and Oliver Linton, Journal of Econometrics 2010, 156, 392-407. 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, Review of Economics and Statistics August 2010, 92(3) 549–556.
“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, Journal of Political Economy, 2009, 117(6) 1140-1154.
“Tricks With Hicks: The EASI Demand System,” hixtrix35.pdf, by Arthur Lewbel and Krishna Pendakur, American Economic Review June 2009, 99(3), 827-863. Note: The AER website does not contain the correct supplemental appendix. The file hixtrix35.pdf contains all the proper appendices. See also Seminar Slides for this paper: HixSlidBeamer.pdf, as well as Pendakur’s paper "EASI Made Easier". Stata code for EASI is: EASI demand system with no interactions and EASI demand system with interactions. Also, a package for estimating EASI in R (by Stephane Hoareau, Guy Lacroix, Mirella Hoareau, Luca Tiberti) is now available: easi-r.
“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.
Some older downloadable papers are listed further down this page.
Below is sampling of Juggling related work. See Lewbel’s Juggling page and publications for more.
YouTube Video: Lewbel Juggling video is Lewbel with well known jugglers Vova Galchenko and Jack Kalvan - juggling up to 14 clubs. Filmed by Mark Bakalor, edited by Vova. A high resolution version can be downloaded here: vova arthur jack 14 clubs 3 person line, 60 mb mov file.
Lewbel helped to develop a type of juggling club that is now available for sale. The brand name is: Todd Smith Assassins.
This article on the history of juggling by Prof. Lewbel is one of the top five google pages on the subject.
Lewbel 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. He appeared on ESPN as a judge for the World Juggling Federation competitions. On the right in this screen shot: espn2004wjf.jpg.
Arthur Lewbel is a Professor of Economics at Boston College, in Chestnut Hill, Massachusetts, USA. He is the inaugural holder of the Barbara A. and Patrick E. Roche Chair in Economics at BC. He is a co-editor of Econometric Theory, a former co-editor of The Journal of Business and Economic Statistics and of Economics Letters, and has also served on the editorial boards of The Journal of Econometrics and The Journal of Applied Econometrics. He is an elected fellow of the Econometric Society, a fellow of the Journal of Econometrics, and has a Multa Scripsit award from Econometric Theory. He has repeatedly served on committees to determine winners of the Zellner and Aigner awards for best papers in the Journal of Econometrics, and on the American Statistical Association’s Zellner Thesis award committee.
Prof. Lewbel's research is mainly in the areas of micro econometrics and in consumer demand analysis. He has published in all the top journals in economics and econometrics, including 10 Econometricas, 5 American Economic Reviews, 2 Journal of Political Economy’s, 4 Review of Economic Studies, 16 Journal of Econometrics, and has published in dozens of other journals including Journal of Economic Theory, Journal of the American Statistical Association, Quarterly Journal of Economics, even Conservation Biology and Scientific American. In a published study of over 55,000 economists (https://ideas.repec.org/coupe.html), he was ranked number 30 in the world, based on quality and quantity of publications.
Prof. Lewbel was the principal investigator on five National Science Foundation grants. 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 is a very highly rated teacher. His courses consistently get 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.
A very old computer game Lewbel coauthored for Tom Snyder Productions is now available online makemillions
Lewbel is featured in the Boston College faculty highlights, including a video explaining his AER paper on household resource sharing in Malawi.
Prof. Lewbel provided testimony supporting California’s claim for $9 billion in refunds from energy companies accused of price manipulation. See ag.ca.gov newsalerts and http://ag.ca.gov/antitrust/pdf/ferc/Lewbel.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.
Was MLK Jr. a Republican? No. (essay Aug, 2013): MLK.pdf
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, Columbia (photo essay Oct, 2007): bogota.pdf.
An absolutely true baseball story from 1999: baseball.htm
Lewbel is now a Co-Editor of Econometric Theory
Prof. Lewbel has finished being Co-editor (along with Serena Ng) of the Journal of Business and Economic Statistics
Lewbel’s student on the market 2013-2014 was Jin-Young Choi, doing econometrics, applied econometrics, and applied micro (labor and health).
Lewbel gave a “State of the Art” lecture at the 2011 Canadian Economic Association Conference, June 3-5, Ottawa. The topic is “Binary Choice With Endogenous or Mismeasured Regressors.” This talk was also given at Indiana University Bloomington in March 2011. Notes for this lecture are here: Binary-Choice-Talk.pdf see also simple-comparisons4.pdf and simplenew13.pdf.
Lewbel gave a mini course on nonparametrics and semiparametrics as part of the Taiwan Advanced Economics Workshop, at Academia Sinica in Taiwan, Jan 2010, http://econcamp.econ.sinica.edu.tw/ws2.htm. UPDATE: This class was given again at Simon Fraser University in May 2010 and at Indiana University Bloomington in March 2011. The notes for this lecture are here: NonparamClass.pdf
Lewbel was quoted about unicycling in the Oct. 9, 2009 Boston Globe Newspaper lewbel-globe-10092008
July 2009: Prof. Lewbel was an invited speaker at the 2009 International Symposium on Econometric Theory and Applications (SETA 2009) in Kyoto, Japan.
Dec. 2008: Lewbel’s picture appeared in Dec. 1, 2008 Boston Globe Newspaper lewbel-globe-12012008.jpg
Sept. 2008: Lewbel was quoted about the world’s best jugglers in the Sept. 1, 2008 Boston Globe Newspaper bostonglobe2jugglingarticle.html
Aug. 2008: 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
Nov. 2007: Prof. Lewbel received a Multa Scripsit award from the journal: Econometric Theory.
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.
2007: Lewbel was featured (regarding juggling at MIT) in the March 25, 2007 Boston Globe Newspaper BostonGlobeJugglingArticle.htm
2006: 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 Boston College Roche Chair in Economics.
In a ranking of all published economists, based on quantity and quality of publications, Prof. Lewbel was ranked 30th in the world. https://ideas.repec.org/coupe.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.
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
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, Oxford: Blackwell Publishers Ltd.
“Simple Endogenous Binary Choice and Selection Panel Model Estimators,” simplepan2.pdf by Arthur lewbel, revised 12/2005.
"Ordered Response Threshold Estimation," thresh3.pdf by Arthur Lewbel, revised 10/2003.
"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
Publicly accessible facebook timeline: http://www.facebook.com/arthur.lewbel
Her current professional webpage is here
Conky: r' r' r' ready to assist you.