Bo Honoré

Q: What Schools Are Affiliated With Bo Honoré

Bo Honoré is affiliated with the following schools: Princeton University, University of Chicago, University of Copenhagen, University of Pennsylvania

Bo Honoré's AcademicInfluence.com Rankings

Bo Honoré

Economics

#3237

World Rank

#3672

Historical Rank

economics Degrees

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Economics

Bo Honoré's Degrees

PhD Economics University of Copenhagen

Why Is Bo Honoré Influential?

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According to Wikipedia, Bo Honoré is a Danish economist who is currently the Class of 1913 Professor of Political Economy at Princeton University.

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Bo Honoré's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

Trimmed LAD and Least Squares Estimation of Truncated and Censored Regression Models with Fixed Effects (1992) (807)
The Empirical Content of the Roy Model (1990) (762)
Panel Data Discrete Choice Models with Lagged Dependent Variables (2000) (602)
Panel Data Models: Some Recent Developments (2001) (402)
The identifiability of the competing risks model (1989) (333)
Bounds on Parameters in Panel Dynamic Discrete Choice Models (2006) (209)
IDENTIFICATION RESULTS FOR DURATION MODELS WITH MULTIPLE SPELLS OR TIME-VARYING COVARIATES (1990) (200)
Pairwise difference estimators of censored and truncated regression models (1994) (186)
Semiparametric Binary Choice Panel Data Models Without Strictly Exogeneous Regressors (2002) (163)
Orthogonality Conditions for Tobit Models with Fixed Effects (1993) (128)
Quantile regression under random censoring (2002) (128)
Estimation of cross sectional and panel data censored regression models with endogeneity (2004) (104)
Nonlinear models with panel data (2002) (91)
Estimation of tobit-type models with individual specific effects (2000) (79)
Simple estimation of a duration model with unobserved heterogeneity (1990) (76)
Estimation of Type 3 Tobit models using symmetric trimming and pairwise comparisons (1997) (69)
On the Performance of Some Robust Instrumental Variables Estimators (2004) (65)
Estimation of Semiparametric Censored Regression Models: An Application to Changes in Black-White Earnings Inequality during the 1960s (1998) (60)
Investigating the effects of marketing variables and unobserved heterogeneity in a multinomial probit model (1996) (55)
Estimation of Panel Data Regression Models with Two-Sided Censoring or Truncation (2011) (38)
Discrete time duration models with group-level heterogeneity (2007) (35)
Pairwise Difference Estimation with Nonparametric Control Variables (2007) (34)
Identification and Inference for Econometric Models: Pairwise Difference Estimators for Nonlinear Models (2005) (31)
On Marginal Effects in Semiparametric Censored Regression Models (2008) (30)
Interdependent Durations (2008) (28)
Bounds on Parameters in Dynamic Discrete Choice Models (2002) (27)
Estimation of Panel Data Models with Two-Sided Censoring (2008) (21)
Duration dependence and time varying variables in discrete time duration models (2002) (20)
Asymmetries in Price‐Setting Behavior: New Microeconometric Evidence from Switzerland (2012) (19)
Selection Without Exclusion (2018) (18)
Recent Advances in Empirical Analysis of Financial Markets: Industrial Organization Meets Finance (2017) (17)
Recent Developments in Matching Theory and Their Practical Applications (2017) (13)
Interdependent Durations in Joint Retirement (2011) (13)
Estimation of Some Nonlinear Panel Data Models With Both Time-Varying and Time-Invariant Explanatory Variables (2017) (11)
The Informativeness of Estimation Moments (2019) (11)
Estimation of a Transformation Model with Truncation, Interval Observation and Time-Varying Covariates (2008) (10)
Attrition, Selection Bias and Censored Regressions (2008) (10)
WEIGHTED AND TWO-STAGE LEAST SQUARES ESTIMATION OF SEMIPARAMETRIC TRUNCATED REGRESSION MODELS (2007) (9)
Poor (Wo)Man's Bootstrap (2015) (9)
What underlies the black-white infant mortality gap ? The importance of birth weight , behavior , environment , and health care (2010) (9)
A Note of the Rate of Convergence of Estimators of Mixtures of Weibulls (1998) (8)
Identification in Binary Response Panel Data Models: Is Point-Identification More Common Than We Thought? (2019) (7)
Dynamic Panel Logit Models with Fixed Effects (2020) (6)
Joint Retirement in Europe (2014) (6)
'Interdependent Durations' Third Version (2009) (6)
Advances in economics and econometrics : Eleventh World Congress (2017) (5)
Median Unbiasedness of Estimators of Panel Data Censored Regression Models (1993) (5)
A new model for interdependent durations (2018) (4)
A new model for interdependent durations with an application to joint retirement (2016) (4)
Panel Vector Autoregressions With Binary Data (2019) (3)
Identification in simple binary outcome panel data models (2021) (3)
Simpler Bootstrap Estimation of the Asymptotic Variance of U�?Statistic�?Based Estimators (2015) (3)
Sample Selection Models Without Exclusion Restrictions: Parameter Heterogeneity and Partial Identification (2022) (2)
Using Modes to Identify and Estimate Truncated Regression Models (2013) (2)
Can We Explain the Consumption Excesses Yet? Aggregate Consumption Implications of Bu er Stock Saving Behavior (1998) (1)
'Interdependent Durations', Second Version (2008) (1)
Estimation of Discrete Time Duration Models with Grouped Data (2004) (1)
Is Big Data a Big Deal for Applied Microeconomics (2017) (1)
Networks in Economics: Remarks (2017) (1)
Simpler bootstrap estimation of the asymptotic variance of <math display="inline" xmlns="http://www.w3.org/1998/Math/MathML"></math>statisticbased estimators (2018) (0)
The COVID-19 pandemic and Asian American employment (2020) (0)
Contributors (2019) (0)
Econometrics Iv Ii Panel Data Regression Analysis 13 Iii Qualitative and Limited Dependent Variables 30 Iv Some Recent Topics in Econometrics 72 (2003) (0)
Aureo de Paula “ Independent Durations ” Third Version PIER Working Paper 09-039 (2009) (0)
Aureo de Paula “ Interdependent Durations ” Second Version PIER Working Paper 08-044 (2008) (0)
USING ORTHONORMAL POLYNOMIALS TO ESTIMATE MIXING DISTRIBUTIONS (2016) (0)
Easy Bootstrap-Like Estimation of Asymptotic Variances (2018) (0)
Sensitivity of Estimation Precision to Moments with an Application to a Model of Joint Retirement Planning of Couples (2019) (0)
Working Paper Alfred P. Sloan School of Management Econometric Evaluation of Asset Pricing Models Econometric Evaluation of Asset Pricing Models Received Econometric Evaluation of Asset Pricing Models (2008) (0)
Rates of Convergence in Common Value Auctions (0)

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Other Resources About Bo Honoré

en.wikipedia.org

What Schools Are Affiliated With Bo Honoré?

Bo Honoré is affiliated with the following schools:

Bo Honoré's Academic­Influence.com Rankings