"Revealed Price Preference: Theory and Empirical Analysis" (with R. Deb, Y. Kitamura, and J. Quah), Review of Economic Studies 90(2), 707–743, 2023 (CeMMAP working paper).
"Constraint Qualifications in Partial Identification" (with H. Kaido and F. Molinari), Econometric Theory 38(3), 595-619, 2022 (preprint; ungated read-only published version).
"Bounding Infection Prevalence by Bounding Selectivity and Accuracy of Tests: With Application to Early COVID-19," Econometrics Journal 25(1), 1-14, 2022 (Editor's Choice; ungated published version).
"Learning during the COVID-19 Pandemic: It Is Not Who You Teach, but How You Teach" (with G. Orlov, D. McKee, J. Berry, A. Boyle, T.J. DiCiccio, T. Ransom, and A. Rees-Jones), Economics Letters 202, 109812, 2021 (IZA Discussion Paper 13813; NBER Working Paper 28022).
"Confidence Intervals for Projections of Partially Identified Parameters" (with H. Kaido and F. Molinari), Econometrica 87, 1397-1432, 2019 (preprint, official version with supporting files).
"Revealed Stochastic Preference: A One-Paragraph Proof and Generalization," Economics Letters 177, 66-68, 2019 (preprint).
"Nonparametric Analysis of Random Utility Models" (with Y. Kitamura), Econometrica 86, 1883-1909, 2018 (preprint, official version with supporting files).
"Partial Identification and Empirical Methods for the Law: Remarks Inspired by Helland and Yoon," Journal of Institutional and Theoretical Economics 174, 137-142, 2018.
"Testing Stochastic Rationality and Predicting Stochastic Demand: The Case of Two Goods" (with S. Hoderlein), Economic Theory Bulletin 3, 313-328, 2015 (preprint).
"Choice Theory when Agents can Randomize," Journal of Economic Theory 155, 131-151, 2015 (preprint).
"Revealed Preferences in a Heterogeneous Population" (with S. Hoderlein), Review of Economics and Statistics 96, 197-213, 2014 (preprint; web appendix).
"Minimax Regret Treatment Choice with Covariates or with Limited Validity of Experiments," Journal of Econometrics 166, 138-156, 2012 (preprint, web appendix).
"New Perspectives on Statistical Decisions under Ambiguity," Annual Review of Economics 4, 257-282, 2012 (preprint).
"Dominance and Admissibility without Priors," Economics Letters 116, 118-120, 2012 (preprint).
"Axioms for Minimax Regret Choice Correspondences," Journal of Economic Theory 146, 2226-2251, 2011 (preprint).
"Statistical Decisions under Ambiguity," Theory and Decision 70, 129-148, 2011.
"Partial Identification of Spread Parameters," Quantitative Economics 1, 323-357, 2010 (preprint, additional closed-form results).
"Minimax Regret Treatment Choice with Finite Samples," Journal of Econometrics 151, 70-81, 2009 (preprint, web appendix).
"Partial Identification and Robust Treatment Choice: An Application to Young Offenders," Journal of Statistical Theory and Practice 3, 239-254, 2009 (preprint). (Reprinted in P. Coolen-Schrijner, F. Coolen, M. Troffaes, T. Augustin, S. Gupta (eds.), Imprecision in Statistical Theory and Practice, Grace Scientific, 2009.)
"More on Confidence Intervals for Partially Identified Parameters," Econometrica 77, 1299-1315, 2009 (preprint).
"Charles F. Manski: 'Identification for Prediction and Decision'" (book review), Journal of Applied Econometrics 24, 857-862, 2009.
"Minimax Regret Treatment Choice with Incomplete Data and Many Treatments," Econometric Theory 23, 190-199, 2007 (preprint, web appendix, code).
"Bounds on Generalized Linear Predictors with Partially Identified Outcomes," Reliable Computing 13, 293-302, 2007 (preprint).
“Computation of Bounds on Population Parameters When the Data Are Incomplete” (with J. Horowitz, C.F. Manski, and M. Ponomareva), Reliable Computing 9, 419-440, 2003.
Contact Information
Professor Jörg Stoye
450 Uris Hall
Cornell University
Ithaca, NY 14853
E-mail: stoye@cornell.edu
Phone: (607) 255-7586
Fax: (607) 255-2818