Alexander Torgovitsky

University of Chicago

1101 East 58th Street

Chicago, IL 60637

United States

SCHOLARLY PAPERS

13

DOWNLOADS

886

SSRN CITATIONS
Rank 17,730

SSRN RANKINGS

Top 17,730

in Total Papers Citations

35

CROSSREF CITATIONS

21

Scholarly Papers (13)

Nonparametric Inference on State Dependence in Unemployment

Number of pages: 69 Posted: 14 Feb 2015 Last Revised: 01 May 2019
Alexander Torgovitsky
University of Chicago
Downloads 357 (92,751)

Abstract:

Loading...

State dependence, unemployment, nonparametric, partial identification, linear programming, dynamic discrete choice, moment inequalities

Nonparametric Inference on State Dependence in Unemployment

University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2019-11
Number of pages: 69 Posted: 12 Feb 2019
Alexander Torgovitsky
University of Chicago
Downloads 20 (597,818)
Citation 3

Abstract:

Loading...

state dependence, unemployment, nonparametric, partial identification, linear programming, dynamic discrete choice, moment inequalities

2.

Partial Identification by Extending Subdistributions

Number of pages: 46 Posted: 08 Jul 2015 Last Revised: 17 Apr 2018
Alexander Torgovitsky
University of Chicago
Downloads 194 (174,535)
Citation 4

Abstract:

Loading...

partial identification, maximum score, bivariate probit, copulas, linear programming, discrete choice, semiparametric, endogeneity

3.

Sensitivity Analysis in Semiparametric Likelihood Models

Cowles Foundation Discussion Paper No. 1836
Number of pages: 59 Posted: 24 Nov 2011
Xiaohong Chen, Elie T. Tamer and Alexander Torgovitsky
Yale University - Cowles Foundation, Harvard University and University of Chicago
Downloads 116 (265,971)
Citation 19

Abstract:

Loading...

Semiparametric models, Partial identification, Irregular functionals, Sieve likelihood ratio, Weighted bootstrap

4.

Minimum Distance from Independence Estimation of Nonseparable Instrumental Variables Models

Number of pages: 45 Posted: 14 Apr 2016
Alexander Torgovitsky
University of Chicago
Downloads 62 (389,329)
Citation 3

Abstract:

Loading...

Nonseparable models, instrumental variables, quantile regression, two-step estimation, minimum distance from independence, unobserved heterogeneity

5.

Ivmte: An R Package for Implementing Marginal Treatment Effect Methods

University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2020-01
Number of pages: 19 Posted: 10 Jan 2020
Joshua Shea and Alexander Torgovitsky
University of Chicago - Department of Economics and University of Chicago
Downloads 55 (412,688)
Citation 4

Abstract:

Loading...

Policy Evaluation with Multiple Instrumental Variables

University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2020-99
Number of pages: 34 Posted: 21 Jul 2020
Magne Mogstad, Alexander Torgovitsky and Christopher Walters
Statistics Norway, University of Chicago and University of California, Berkeley - Department of Economics
Downloads 17 (619,569)

Abstract:

Loading...

C01,C1,C26,C31

Policy Evaluation with Multiple Instrumental Variables

NBER Working Paper No. w27546
Number of pages: 34 Posted: 24 Jul 2020
Magne Mogstad, Alexander Torgovitsky and Christopher Walters
Statistics Norway, University of Chicago and University of California, Berkeley - Department of Economics
Downloads 6 (704,775)
  • Add to Cart

Abstract:

Loading...

7.

Ivcrc: an Instrumental Variables Estimator for the Correlated Random Coefficients Model

FEDS Working Paper No. 2020-046
Number of pages: 27 Posted: 17 Jun 2020
David Benson, Matthew Masten and Alexander Torgovitsky
Board of Governors of the Federal Reserve System, Duke University - Department of Economics and University of Chicago
Downloads 14 (618,385)

Abstract:

Loading...

ivregress, Instrumental variables, Correlated random coefficients, Heterogeneous treatment effects, Varying coefficient models, Returns to schooling

Nonparametric Estimates of Demand in the California Health Insurance Exchange

University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2019-68
Number of pages: 67 Posted: 17 May 2019
Pietro Tebaldi, Alexander Torgovitsky and Hanbin Yang
University of Chicago - Department of Economics, University of Chicago and Harvard University
Downloads 11 (665,399)

Abstract:

Loading...

healthcare, health insurance, demand, nonparametric estimates

Nonparametric Estimates of Demand in the California Health Insurance Exchange

NBER Working Paper No. w25827
Number of pages: 66 Posted: 13 May 2019
Pietro Tebaldi, Alexander Torgovitsky and Hanbin Yang
University of Chicago - Department of Economics, University of Chicago and Harvard University
Downloads 3 (730,361)
  • Add to Cart

Abstract:

Loading...

9.

Using Instrumental Variables for Inference About Policy Relevant Treatment Effects

NBER Working Paper No. w23568
Number of pages: 93 Posted: 17 Jul 2017
Magne Mogstad, Andres Santos and Alexander Torgovitsky
Statistics Norway, University of California, Los Angeles (UCLA) - Department of Economics and University of Chicago
Downloads 13 (625,340)
Citation 19

Abstract:

Loading...

10.

The Causal Interpretation of Two-Stage Least Squares with Multiple Instrumental Variables

NBER Working Paper No. w25691
Number of pages: 51 Posted: 26 Mar 2019
Magne Mogstad, Alexander Torgovitsky and Christopher Walters
Statistics Norway, University of Chicago and University of California, Berkeley - Department of Economics
Downloads 7 (668,389)
Citation 2

Abstract:

Loading...

11.

Inference for Large-Scale Linear Systems with Known Coefficients

University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2020-134
Number of pages: 67 Posted: 21 Sep 2020
Zheng Fang, Andres Santos, Azeem Shaikh and Alexander Torgovitsky
Texas A&M University - Department of Economics, University of California, Los Angeles (UCLA) - Department of Economics, University of Chicago and University of Chicago
Downloads 6 (675,806)

Abstract:

Loading...

linear programming, linear inequalities, moment inequalities, random coefficients, partial identification, exchangeable bootstrap, uniform inference

12.

Combining Matching and Synthetic Control to Trade Off Biases from Extrapolation and Interpolation

NBER Working Paper No. w26624
Number of pages: 82 Posted: 06 Jan 2020
Maxwell Kellogg, Magne Mogstad, Guillaume Pouliot and Alexander Torgovitsky
University of Chicago, Statistics Norway, Harris School of Public Policy and University of Chicago
Downloads 5 (683,237)
Citation 2
  • Add to Cart

Abstract:

Loading...

13.

Identification and Extrapolation of Causal Effects with Instrumental Variables

Annual Review of Economics, Vol. 10, pp. 577-613, 2018
Posted: 07 Sep 2018
Magne Mogstad and Alexander Torgovitsky
Statistics Norway and University of Chicago

Abstract:

Loading...