Adam M. Rosen

Professor of Economics

Department of Economics

Duke University

International Research Staff, Centre for Microdata Methods and Practice (CeMMAP)

International Research Fellow, Institute for Fiscal Studies (IFS)

Publications and Forthcoming Papers:

Estimating Endogenous Effects on Ordinal Outcomes, with A. Chesher and Z. Siddique.  Revised June 2023.  Earlier draft available as CeMMAP working paper CWP66/19.  Supplementary appendices available here.  Replication files hereForthcoming at Review of Economics and Statistics.

IV Methods for Tobit Models, with A. Chesher and D. KimJournal of Econometrics, Volume 235, Issue 2, 2023, pp. 1700-1724.  Working paper version available as CeMMAP working paper CWP26/21.

A Discrete Choice Model for Partially Ordered Alternatives, with E. Aristodemou.  Quantitative Economics, Volume 13, Issue 3, 2022, pp. 863-906.  Working paper version available as CeMMAP working paper CWP62/19.

Inference in Ordered Response Games with Complete Information, with A. Aradillas-Lopez.  Journal of Econometrics, Volume 226, Issue 2, 2022, pp. 451-476.  Working paper version available as  CeMMAP working paper 37/21.  

Counterfactual Worlds, with A. ChesherAnnals of Economics and Statistics, Number 142, 2021, pp. 311-335.  Working paper version available as CeMMAP working paper CWP02/21.

Generalized Instrumental Variable Models, Methods, and Applications, with A. Chesher, in S.N. Durlauf, L.P. Hansen, J.J. Heckman, and R.L. Matzkin (editors). Handbook of Econometrics, Volume 7A. Amsterdam: North-Holland, 2020, pp. 1-110. Earlier version posted as CeMMAP working paper CWP41/19.  Code for the applications is available here.

Partial Identification in Applied Research: Benefits and Challenges, with K. Ho, in B. Honore, A. Pakes, M. Piazzesi and L. Samuelson (editors), Advances in Economics and Econometrics: Eleventh World Congress of the Econometric Society (Econometric Society Monographs) Volume II, Cambridge, UK: Cambridge University Press, 2017, pp. 307-359. Revision of CeMMAP working paper CWP64/15.  Code and data for bound illustrations are available here.

Generalized Instrumental Variable Models, with A. Chesher, Econometrica, Volume 85, Issue 3, 2017, pp. 959-989.  Supplementary material available here.

Implementing Intersection Bounds in Stata, with V. Chernozhukov, W. Kim, and S. Lee, Stata Journal, Vol. 15, Issue 1, 2015, pp.21-44.  CeMMAP working paper version available here. Code for this paper is available here. The Stata module described can be installed from within Stata by typing "ssc install clrbound". It requires Stata version 11.2 and Jann's (2005) moremata package, which can be installed by typing "ssc install moremata, replace" in Stata.

An Instrumental Variable Random Coefficients Model for Binary Outcomes, with A. Chesher, Econometrics Journal, Vol. 17, Issue 2, 2014, pp. S1-S19.

An Instrumental Variable Model of Multiple Discrete Choice, with A. Chesher and K. Smolinski, Quantitative Economics, Vol. 4, No. 2, 2013, pp. 157-196.

What do Instrumental Variable Models Deliver with Discrete Dependent Variables?, with A. Chesher, American Economic Review: Papers & Proceedings, Vol. 103, No. 3, 2013, pp. 557-562. 2013 CeMMAP working paper version available here.

Intersection Bounds: Estimation and Inference, with V. Chernozhukov and S. Lee, Econometrica, Vol. 81, No. 2, 2013, pp. 667-737. 2012 CeMMAP working paper version available here; 2011 version here; 2009 version here.

Identification with Imperfect Instruments, with A. Nevo, Review of Economics and Statistics, Vol. 93, No. 3, 2012, pp. 659-671.  2008 CeMMAP working paper version available here.  Replication code available here.  Stata command imperfectiv by Damian Clarke and Benjamín Matta is also available; see their paper Practical Considerations for Questionable IVs for details.

Set Identification via Quantile Restrictions in Short Panels, Journal of Econometrics, 2012, Vol. 166, No. 1, pp. 127-137.  2009 CeMMAP working paper version available here.

Confidence Sets for Partially Identified Parameters that Satisfy a Finite Number of Moment Inequalities, Journal of Econometrics, 2008, Vol. 146, No. 1, pp. 107-117.  2006 CeMMAP working paper version available here.

The Identification Power of Equilibrium in Games: The Supermodular Case, with F. MolinariJournal of Business and Economic Statistics, 2008, Vol. 26, No. 3, pp. 297-302.  Invited discussion of Aradillas-Lopez and Tamer (2008) prepared for the 2007 Joint Statistical Meetings.  2007 working paper version available here.

Working Papers:

Identification Analysis in Models with Unrestricted Latent Variables: Fixed Effects and Initial Conditions, with A. Chesher and Y. Zhang, October 2023, CeMMAP working paper CWP20/23.

Finite Sample Inference for the Maximum Score Estimand, with T. Ura.  Revised July 2023.  Previous version available as CeMMAP working paper CWP22/20.

Econometric Modeling of Interdependent Discrete Choice with Applications to Market Structure, with A. Chesher, May 2020, CeMMAP working paper CWP25/20.  This paper supersedes the earlier CeMMAP working paper CWP21/12: Simultaneous Equations Models for Discrete Outcomes, Coherence, Completeness, and Identification.

Incomplete English Auction Models with Heterogeneity, with A. Chesher, May 2017, CeMMAP working paper CWP27/17.

Identification and Estimation of Firms' Marginal Cost Functions with Incomplete Knowledge of Strategic Behavior, December 2006. CeMMAP working paper CWP03/07.