Shakeeb Khan
Publications
Estimating High Dimensional Monotone Index Models By Iterative Convex Optimization (with X. Lan, E. Tamer and Q, Yao) Supplementary Material Journal of Econometrics, (2024), forthcoming.
Endogeneity in Weakly Separable Models without Monotonicity(with S. Chen and X. Tang) Journal of Econometrics, (2023), forthcoming.
Identification of Dynamic Binary Response Models (with M. Ponomareva and E. Tamer) Journal of Econometrics, (2023), 237, 105515
Informational Content of Factor Structures in Simultaneous Binary Response Models (with A. Maurel and Y. Zhang) Advances in Econometrics, (2022), forthcoming. Supplementary Material
On Uniform Inference in Nonlinear Models with Endogeneity (with D. Nekipelov) Journal of Econometrics, (2022), 240, 105261
Inference in Semiparametric Multinomial Response Models (with F. Ouyang and E. Tamer) Quantitative Economics, (2021), 12, 743-777.
Exclusion Restrictions in Dynamic Binary Choice Panel Data Models: Comment on “Semiparametric Binary Choice Panel Data Models Without Strictly Exogenous Regressors” (with S. Chen and X. Tang) Econometrica, (2019), 87, 1781-1785.
Information Structure and Statistical Information in Discrete Response Models (with D. Nekipelov) Quantitative Economics, (2018), 9, 995-1017
Discussion of Simple Estimators for Invertible Index Models” (with E. Tamer) Journal of Business Economics and Statistics, (2018), 36, 11-15.
Identification of Panel Data Models with Endogenous Censoring(with M. Ponomareva and E. Tamer) Journal of Econometrics, (2016), 194,57-75.
On the Informational Content of "Special Regressors" in Heteroskedastic Discrete Response Models (with S. Chen and X. Tang) Journal of Econometrics, (2016), 193, 162-182.
Semiparametric Estimation of Program Impacts on Dispersion of Potential Wages (with S.H. Chen) Journal of Applied Econometrics, (2014), 29, 901-919
Distribution Free Estimation of Heteroskedastic Binary Choice Models in Stata (with J. Blevins) Stata Journal, (2013), 13, 588-602.
Local NLLS Estimation of Semiparametric Binary Choice Models (with J. Blevins) Econometrics Journal, (2013), 16, 135-160.
Roy Model Sorting and Non-Random Selection in VSL (with T. DeLeire and C. Timmins) International Economic Review, (2013), 54, 279-306.
Distribution Free Estimation of Heteroskedastic Binary Response Models Using Probit Criterion Functions Journal of Econometrics, (2013), 172, 168-182.
Sharpness in Randomly Censored Regression Models (with M. Ponomareva and E. Tamer) Economics Letters, (2011), 113, 23-25.
Representation versus Assimilation: How do Preferences in College Admissions Affect Social Interactions? (with P.Arcidiacono and J. Vigdor) Journal of Public Economics, (2011), 1,1-15.
Nonparametric Identification and Estimation in a Roy Model with Common Non-pecuniary Returns (with P.Bayer and C. Timmins), Journal of Business Economics and Statistics, (2011), 29, 201-215..
Heteroskedastic Transformation Models with Covariate Dependent Censoring (with E. Tamer, Y. Shin), Journal of Business Economics and Statistics, (2011), 29, 40-48..
Irregular Identification, Support Conditions, and Inverse Weight Estimation (with E. Tamer) Econometrica, (2010), 6, 2021-2042.
Testing for Causal Effects in a Generalized Regression Model with Endogenous Regressors (with J. Abrevaya and J. Hausman) Econometrica, (2010), 6, 2043-2061.
The Impact of Piped Water Provision on Infant Mortality in Brazil: a Quantile Panel Data Approach (with S. Gamper-Rabindran and C. Timmins), Journal of Development Economics, (2010), 92, 188-200.
Inference on Endogenously Censored Regression Models Using Conditional Moment Inequalities (with E. Tamer), Journal of Econometrics, (2009), 152, 104-119.
Comment on ``The Identification Power of Equilibrium in Simple Games", Journal of Business Economics and Statistics, (2008), 26, 294-295
Semiparametric Estimation of Non-stationary Panel Data Censored Regression Models with Time Varying Factor Loads (with S. Chen), Econometric Theory, (2008), 24, 1149-1173.
Weighted and Two Stage Least Squares Estimation of Semiparametric Truncated Regression Models (with A. Lewbel), Econometric Theory, (2007), 23, 309-347.
Partial Rank Estimation of Duration Models with General Forms of Censoring (with E. Tamer) Journal of Econometrics, (2007), 25, 251-280..
Nonparametric Identification and Estimation of a Location-Scale Censored Regression Model (with S. Chen and G. Dahl) Journal of the American Statistical Association (Theory and Methods), (2005), 100, 212-221.
Rates of Convergence for Estimating Regression Coefficients in Heteroskedastic Discrete Response Models (with S. Chen) Journal of Econometrics, (2003), 117, 245-278.
Semiparametric Estimation of Heteroskedastic Sample Selection Models (with S. Chen) Econometric Theory, (2003), 19, 1040-1064.
Quantile Regression under Random Censoring (with B.E. Honore and J.L. Powell) Journal of Econometrics, (2002), 109, 67-105.
Two Stage Rank Estimation of Quantile Index Models Journal of Econometrics (2001), 100, 319-355 .
Two Step Estimation of Semiparametric Censored Regression Models (with J.Powell) Journal of Econometrics (2001), 103, 73-110.
Semiparametric Estimation of a Partially Linear Censored Regression Model (with S. Chen) Econometric Theory (2001), 17, 567-590.
Estimating Censored Regression Models in the Presence of Nonparametric Multiplicative Heteroskedasticity (with S. Chen) Journal of Econometrics (2000), 98, 283-316.
Working Papers/Work in Progress
Inference on High Dimensional Selective Labeling Models (with E. Tamer and Q. Yao)
Estimation of Endogenous Causal Effects with an Application to Online Advertising (with D. Nekipelov and J. Rao)
Courses Taught
Last Modified: January 2025