Shakeeb Khan
Associate Professor
Duke University
213 Social Sciences Building
Durham, NC 27708
Phone: (919) 660-1873
Fax: (919) 684-8974

shakeebk(at)econ(dot)duke(dot)edu

Homepage:
(Includes C.V., Gauss Codes, Papers in PDF)

Teaching

Publications

  • Nonparametric Identification and Estimation in a Roy Model with Common Non-pecuniary Returns, Journal of Business Economics and Statistics, (2010), forthcoming.
  • Heteroskedastic Transformation Models with Covariate Dependent Censoring (with E. Tamer, Y. Shin), Journal of Business Economics and Statistics, (2009), forthcoming.
  • The Impact of Piped Water Provision on Infant Mortality in Brazil: a Quantile Panel Data Approach (with S. Gamper-Rabindran and C. Timmins), Journal of Development Economics, (2009), forthcoming.
  • Inference on Endogenously Censored Regression Models Using Conditional Moment Inequalities (with E. Tamer), Journal of Econometrics, (2009), 152, 104-119.
  • Semiparametric Estimation of Non-stationary Panel Data Censored Regression Models with Time Varying Factor Loads (with S. Chen), Econometric Theory, (2008), 24, 1149-1173.
  • Weighted and Two Stage Least Squares Estimation of Semiparametric Truncated Regression Models (with A. Lewbel), Econometric Theory, (2007), 23, 309-347.
  • Partial Rank  Estimation of Duration Models with General Forms of Censoring (with E. Tamer) Journal of Econometrics, (2007), 25, 251-280..
  • Nonparametric Identification and Estimation of a Location-Scale Censored Regression Model (with S. Chen and G. Dahl) Journal of the American Statistical Association (Theory and Methods), (2005), 100, 212-221..
  • Rates of Convergence for Estimating Regression Coefficients in Heteroskedastic Discrete Response Models (with S. Chen) Journal of Econometrics, (2003),  117,  245-278.
  • Semiparametric Estimation of Heteroskedastic Sample Selection Models (with S. Chen) Econometric Theory, (2003),  19, 1040-1064.
  • Quantile Regression under Random Censoring (with B.E. Honore and J.L. Powell) Journal of Econometrics, (2002), 109, 67-105.
  • Two Stage Rank Estimation of Quantile Index Models  Journal of Econometrics (2001), 100, 319-355 .
  • Two Step Estimation of Semiparametric Censored Regression Models (with J.Powell)  Journal of Econometrics (2001), 103, 73-110.
  • Semiparametric Estimation of a Partially Linear Censored Regression Model (with S. Chen)  Econometric Theory (2001), 17, 567-590.
  • Estimating Censored Regression Models in the Presence of Nonparametric Multiplicative Heteroskedasticity (with S. Chen)  Journal of Econometrics (2000), 98, 283-316.


Papers Revised/Revising for Resubmission

  • Distribution Free Estimation of Heteroskedastic Binary Response Models Using Probit Criterion Functions (Second Revision Resubmitted)
  • Estimating the Causal Effects of Education on Wage Inequality using IV and Sample Selection Models (with Stacey Chen) (Second Revision Requested)
  • Irregular Identification, Support Conditions, and Inverse Weight Estimation (with E. Tamer) (Second Revision Resubmitted)
  • Testing for Causal Effects in a Generalized Regression Model with Endogenous Regressors (with J. Abrevaya and J. Hausman) (Second Revision Requested)

 


Papers under Review

  • A Note on Alternative Methods for Semiparametric Efficiency Bound Calculations (with D. Nekipelov)
  • Semiparametric Efficiency in Irregularly Identified Models (with D. Nekipelov)
  • Roy Model Sorting and Non-Random Selection in VSL (with T. DeLeire and C. Timmins)

 

Work in Progress

  • Optimal Point and Set Inference in Competing Risk Models (with D. Nekipelov and J.L. Powell)
  • Identification and Estimation of Stochastic Frontier Models (with A. Lewbel)
  • Conditional Moment Inequalities in Roy Models with Cross-Section and Panel Data (with E. Tamer)
  • Information Bounds for Discrete Triangular Systems (with D. Nekipelov)


 

 

Courses Taught

Last Modified: April 2009