Jörg Stoye

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Francesca MolinariProfessor of Economics, Cornell UniversityPatvirtintas el. paštas cornell.edu
Hiroaki KaidoDepartment of Economics, Boston UniversityPatvirtintas el. paštas bu.edu
Stefan HoderleinProfessor of Economics, Emory UniversityPatvirtintas el. paštas emory.edu
Tyler RansomAssociate Professor of Economics at University of OklahomaPatvirtintas el. paštas ou.edu
George OrlovCornell UniversityPatvirtintas el. paštas cornell.edu
James BerryUniversity of GeorgiaPatvirtintas el. paštas alum.mit.edu
Austin BoylePennsylvania State UniversityPatvirtintas el. paštas psu.edu
Alex Rees-JonesUniversity of Pennsylvania, Wharton, Dept. of Business Economics and Public PolicyPatvirtintas el. paštas wharton.upenn.edu
Doug McKeeSenior Lecturer, Cornell UniversityPatvirtintas el. paštas ucla.edu
José Luis Montiel OleaAssociate Professor of Economics, Cornell UniversityPatvirtintas el. paštas cornell.edu
Rahul DebProfessor of Economics, Boston College and the University of TorontoPatvirtintas el. paštas utoronto.ca
Charles F. ManskiNorthwestern UniversityPatvirtintas el. paštas northwestern.edu
Maria PonomarevaNorthern Illinois UniversityPatvirtintas el. paštas niu.edu
Joel HorowitzProfessor of Economics, Northwestern UniversityPatvirtintas el. paštas northwestern.edu
Matthew ThirkettleRice UniversityPatvirtintas el. paštas rice.edu
Mark DeanColumbia UniversityPatvirtintas el. paštas columbia.edu
Douglas L. MillerProfessor, Brooks School of Public Policy, and Department of Economics, Cornell UniversityPatvirtintas el. paštas cornell.edu
Jose BlanchetStanford UniversityPatvirtintas el. paštas stanford.edu
Lezhi TanStanford UniversityPatvirtintas el. paštas stanford.edu

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Jörg Stoye

Professor of Economics, Cornell University

Patvirtintas el. paštas cornell.edu - Pagrindinis puslapis

Econometrics Statistical Decision Theory


Pavadinimas Rūšiuoti pagal šaltinius Rūšiuoti pagal metus Rūšiuoti pagal pavadinimą	Cituota Cituota	Metai
More on confidence intervals for partially identified parameters J Stoye Econometrica 77 (4), 1299-1315, 2009	346	2009
Minimax regret treatment choice with finite samples J Stoye Journal of Econometrics 151 (1), 70-81, 2009	226	2009
Learning during the COVID-19 pandemic: it is not who you teach, but how you teach G Orlov, D McKee, J Berry, A Boyle, T DiCiccio, T Ransom, A Rees-Jones, ... Economics Letters 202, 109812, 2021	215	2021
Nonparametric Analysis of Random Utility Models Y Kitamura, J Stoye Econometrica 86 (6), 1883-1909, 2018	200*	2018
Confidence Intervals for Projections of Partially Identified Parameters H Kaido, F Molinari, J Stoye Econometrica 87 (4), 1397-1432, 2019	156*	2019
Minimax regret treatment choice with covariates or with limited validity of experiments J Stoye Journal of Econometrics 166 (1), 138-156, 2012	129	2012
Axioms for minimax regret choice correspondences J Stoye Journal of Economic Theory 146 (6), 2226-2251, 2011	113	2011
Statistical decisions under ambiguity J Stoye Theory and Decision 70 (2), 129-148, 2011	98	2011
Revealed Preferences in a Heterogeneous Population S Hoderlein, J Stoye Review of Economics and Statistics 96 (2), 197-213, 2014	95	2014
Partial identification of spread parameters J Stoye Quantitative Economics 1 (2), 323-357, 2010	80	2010
Revealed price preference: theory and empirical analysis R Deb, Y Kitamura, JKH Quah, J Stoye The Review of Economic Studies 90 (2), 707-743, 2023	65*	2023
Computation of bounds on population parameters when the data are incomplete JL Horowitz, CF Manski, M Ponomareva, J Stoye Reliable Computing 9, 419-440, 2003	36	2003
New perspectives on statistical decisions under ambiguity J Stoye Annu. Rev. Econ. 4 (1), 257-282, 2012	35	2012
Testing Stochastic Rationality and Predicting Stochastic Demand: The Case of Two Goods S Hoderlein, J Stoye Economic Theory Bulletin 3 (2), 313-328, 2015	29*	2015
Minimax regret treatment choice with incomplete data and many treatments J Stoye Econometric Theory 23 (1), 190-199, 2007	27	2007
Partial identification and robust treatment choice: an application to young offenders J Stoye Journal of Statistical Theory and Practice 3, 239-254, 2009	24*	2009
Constraint Qualifications in Partial Identification H Kaido, F Molinari, J Stoye Econometric Theory. 38 (3), 595-619, 2022	21	2022
A Simple, Short, but Never-Empty Confidence Interval for Partially Identified Parameters J Stoye arXiv preprint arXiv:2010.10484, 2020	18*	2020
Choice Theory when Agents can Randomize J Stoye Journal of Economic Theory 155, 131-151, 2015	17*	2015
Bounds on generalized linear predictors with incomplete outcome data J Stoye Reliable Computing 13 (3), 293-302, 2007	16	2007

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