Jörg Stoye

Associate Professor

Department of Economics
Cornell University
stoye(at)cornell(dot)edu
 
 

CV (pdf)

   

Syllabus for ECON3140 (=undergraduate econometrics)

Syllabus for ECON6200 (=Ph.D. econometrics)

 

 

Current Working Papers

Nonparametric Analysis of Random Utility Models: Testing (with Yuichi Kitamura; CeMMAP working paper, replication kit)

Testing Stochastic Rationality and Predicting Stochastic Demand: The Case of Two Goods (with Stefan Hoderlein; paper)

Choice Theory when Agents can Randomize (paper)

NSF Grant SES-1260980 is gratefully acknowledged.

 

 

A Survey Connecting Much of My Work

New Perspectives on Statistical Decisions under Ambiguity (paper)
(Published in the Annual Review of Economics.)

 

Revealed Preference with Real-World Data Constraints

Nonparametric Analysis of Random Utility Models: Testing (with Yuichi Kitamura; CeMMAP working paper)

Revealed Preferences in a Heterogeneous Population (with Stefan Hoderlein; preprint)
(Forthcoming in the Review of Economics and Statistics.)

Testing Stochastic Rationality and Predicting Stochastic Demand: The Case of Two Goods (with Stefan Hoderlein; paper)

Choice Theory when Agents can Randomize (paper)
(Resubmitted to the Journal of Economic Theory.)

 

Statistical Decision Theory: Foundations

Axioms for Minimax Regret Choice Correspondences (preprint)
       (Published in the Journal of Economic Theory.)

Dominance and Admissibility without Priors (preprint)
       (Published in Economics Letters.)

Statistical Decisions under Ambiguity
(Published in Theory and Decision.)

 

Statistical Decision Theory: Applications (especially of Minimax Regret)

Minimax Regret Treatment Choice with Covariates or with Limited Validity of Experiments (preprint, web appendix)
       (Published in the Journal of Econometrics.)

Minimax Regret Treatment Choice with Finite Samples (preprint, web appendix)
       (Published in the Journal of Econometrics.)

Partial Identification and Robust Treatment Choice: An Application to Young Offenders (preprint)
       (Published in the Journal of Statistical Theory and Practice. Reprinted as a book chapter.)

Minimax Regret Treatment Choice with Incomplete Data and Many Treatments (preprint, web appendix, code)
       (Published in Econometric Theory.)

 

Partial Identification: Finding Bounds

Partial Identification of Spread Parameters (preprint, additional closed-form results)
       (Published in Quantitative Economics.)

Bounds on Generalized Linear Predictors with Partially Identified Outcomes (preprint)
       (Published in Reliable Computing.)

 

Partial Identification: Inference on Bounds

More on Confidence Intervals for Partially Identified Parameters (preprint)
       (Published in Econometrica.)

 

 

I am an Associate Professor at Cornell University. My research is in econometrics and (mostly statistical) decision theory.

Outside academia, I am interested in music. I DJed for both Northwestern's college radio station and a cross-university college radio station for Cologne.

My Erdös Number is 5.