Papers

PUBLICATIONS:

“Identification of a triangular two equation system without instruments”, with A. Lewbel and L. Zhang, conditionally accepted at the Journal of Business and Economic Statistics [Download].

“Independent Nonlinear Component Analysis", F. Gunsilius and S. M. Schennach, Journal of the American Statistical Association, forthcoming (2021). [doi] [Download]

“Measurement Systems” Journal of Economic Literature, accepted. [Download]

“Mismeasured and Unobserved Variables” Handbook of Econometrics, Vol 7A, Chap. 6, p. 487-565, edited by S. Durlauf, L. Hansen, J. Heckman and R. Matzkin, 2020. [Download]

“Identification of Nonparametric Regression Models with Nonclassical Measurement Errors” Y. Hu, S. M. Schennach, and J.-L. Shiu, Journal of Econometrics, accepted.

“A bias bound approach to nonparametric inference”, Review of Economic Studies 87, 2439-2472, 2020. [Download]

“Convolution without independence”, Journal of Econometrics 211, 308-318, 2019 (special issue in honor of Jerry Hausman). [Download]

“Long memory via networking”, Econometrica 86, 2221-2248, 2018. [Download]

“A Simple Parametric Model Selection Test” S. M. Schennach and D. Wilhelm, Journal of the American Statistical Association 112, 1663-1674, 2017. [Download]

“Injectivity of a Class of Integral Operators with Compactly Supported Kernels”, Y. Hu, S. M. Schennach, and J.-L. Shiu. Journal of Econometrics 200, 48-58, 2017. [Download]

“Recent Advances in the Measurement Error Literature” (Invited) Annual Reviews of Economics 8, 341-377, 2016. [Download]

“Estimating nonseparable models with mismeasured endogenous variables”, S. Song, S.M. Schennach, H. White. Quantitative Economics, 6, 749-794, 2015. [Download] [doi]

“Entropic Latent Variable Integration via Simulation”, Econometrica, 82 (1), pp. 345-386, 2014. [Download]

“Nonparametric Identification and Semiparametric estimation of classical measurement error models without side information”, S. M. Schennach and Y. Hu, Journal of the American Statistical Association, 108, 177-186, 2013. [Download]

"Instrumental variable treatment of the nonparametric Berkson measurement error model", Annals of Statistics 41, 1642-1668, 2013. [Download]

“Measurement Error in Nonlinear Models – A Review” in Advances in Economics and Econometrics, Econometric society monographs, No. 51, Vol. 3, Chap. 8, 2013. (Invited Paper summarizing the Invited symposium presentation at the 2010 World Congress of the Econometric Society). [Download] [Link to book].

“Local indirect least squares and average marginal effects in nonseparable structural systems”, S. M. Schennach, H. White and K. Chalak, Journal of Econometrics, 166 (2), pp. 282-302, 2012. [Download]

“Estimating the Technology of Cognitive and Noncognitive Skill Formation”, F. Cunha, J. Heckman and S. M. Schennach, Econometrica 78, 883–931, 2010. [Download]

“Nonparametric Prediction in Measurement Error Models: Comment”, Invited comment on a paper by R. Carroll, A. Delaigle and P. Hall. Journal of the American Statistical Association 104, pp. 1007–1010, 2009. [Download]

“Instrumental variable treatment of nonclassical measurement error models”, Y. Hu and S. M. Schennach, Econometrica. 76, pp. 195–216, 2008. [Download]

“Quantile Regression with Mismeasured Covariates”, Econometric Theory, 24, pp. 1010-1043, 2008. [Download]

“Instrumental Variable Estimation of Nonlinear Errors-in-Variables Models”, Econometrica, 75, pp. 201–239, 2007. [Download]

(Correction 8/31/09: In Assumption 3(i), γ should be γ_o.)

“Point Estimation with Exponentially Tilted Empirical Likelihood”, Annals of Statistics. 35, pp. 634-672, 2007. [Download]

“Simple Inverse Density Weighted Estimators,” A. Lewbel and S. M. Schennach, Journal of Econometrics, 136, pp. 189-211, 2007. [Download]

“Bayesian Exponentially-Tilted Empirical Likelihood”, Biometrika, 92 pp. 31-46, 2005. [Download]

“Panel Data Analysis of U.S. Coal Productivity.”, Thomas Stoker, Ernst Berndt, Denny Ellerman and S. M. Schennach, Journal of Econometrics, 127, pp. 131-164, 2005. [Download]

“Estimation of Nonlinear Models with Measurement Error.”, Econometrica 72, pp. 33-75, 2004. [Download]

“Nonparametric Regression in the Presence of Measurement Error.”, Econometric Theory, 20, pp. 1046-1093, 2004. [Download]

“Exponential Specifications and Errors-in-Variables”, Economics Letters, 85, pp. 85-91, 2004. [Download]

“The Economics of Emission Permit Banking in the Context of Title IV of the 1990 Clean Air Act Amendments.”, Journal of Environmental Economics and Management, 40, pp.189-210, 2000. [Download]

“The Effect of Title IV on SO₂ Emissions and Heat Input.”, Appendix, in Ellerman et al., Markets for Clean Air, Cambridge University Press, 2000. Download: [Download]

WORKING PAPERS:

“Identification of a triangular two equation system without instruments”, with A. Lewbel and L. Zhang, revised and submitted to the Journal of Business and Economic Statistic [Download].

“Using spatial modeling to address covariate measurement error”, with V. Starck, revised and submitted to Journal of Econometrics [Download]

“Bounded Tilting Estimation”, with O. Wahlstrom, revision and submission requested at Econometric Reviews.

“Optimally-transported generalized method of moments”, with V. Starck. [Download]