James L. Powell

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Affiliations

• University of Arizona / Eller College of Management / Economics Department
  • EDIRC entry
  • location:

Research profile

author of:

• Semiparametric Estimation of Selection Models: Some Empirical Results (RePEc:aea:aecrev:v:80:y:1990:i:2:p:324-28)
  by Newey, Whitney K & Powell, James L & Walker, James R
• Semiparametric Censored Regression Models (RePEc:aea:jecper:v:15:y:2001:i:4:p:29-42)
  by Kenneth Y. Chay & James L. Powell
• Identification and Asymptotic Approximations: Three Examples of Progress in Econometric Theory (RePEc:aea:jecper:v:31:y:2017:i:2:p:107-24)
  by James L. Powell
• Two-Step Quantile Estimation Of The Censored Regression Model (RePEc:ags:uwssri:292681)
  by Powell, James L.
• Semiparametric Identification And Estimation Of Polynomial Errors-In-Variables Models (RePEc:ags:uwssri:292684)
  by Hausman, Jerry & Ichimura, Hidehiko & Newey, Whitney & Powell, James
• Semiparametric Estimation Of Bivariate Latent Variable Models (RePEc:ags:uwssri:292689)
  by Powell, James L.
• Penalized Sieve GEL for Weighted Average Derivatives of Nonparametric Quantile IV Regressions (RePEc:arx:papers:1902.10100)
  by Xiaohong Chen & Demian Pouzo & James L. Powell
• Kernel Density Estimation for Undirected Dyadic Data (RePEc:arx:papers:1907.13630)
  by Bryan S. Graham & Fengshi Niu & James L. Powell
• Minimax Risk and Uniform Convergence Rates for Nonparametric Dyadic Regression (RePEc:arx:papers:2012.08444)
  by Bryan S. Graham & Fengshi Niu & James L. Powell
• Estimation Of Monotonic Regression Models Under Quantile Restrictions (RePEc:att:wimass:8818)
  by Powell, J.L.
• Semiparametric Estimation Of Censored Selection Models With A Nonparametric Selection Mechanism (RePEc:att:wimass:90-33)
  by Ahn, H. & Powell, J.L.
• Semiparametric Estimation Of Selection Models: Some Empirical Results (RePEc:att:wimass:9001)
  by Newey, W.K. & Powell, J.L. & Walker, J.R.
• Endogeneity in semiparametric binary response models (RePEc:azt:cemmap:05/01)
  by Richard Blundell & James L. Powell
• Instrumental variables estimation for nonparametric models (RePEc:azt:cemmap:07/17)
  by Whitney K. Newey & James L. Powell
• Endogeneity in nonparametric and semiparametric regression models (RePEc:azt:cemmap:09/01)
  by Richard Blundell & James L. Powell
• Quantile regression with panel data (RePEc:azt:cemmap:12/15)
  by Bryan S. Graham & Jinyong Hahn & Alexandre Poirier & James L. Powell
• A quantile correlated random coefficients panel data model (RePEc:azt:cemmap:34/16)
  by Bryan S. Graham & Jinyong Hahn & Alexandre Poirier & James L. Powell
• Nonlinear Statistical Modeling (RePEc:cup:cbooks:9780521169264)
  by None
• Nonparametric and Semiparametric Methods in Econometrics and Statistics (RePEc:cup:cbooks:9780521370905)
  by None
• Nonparametric and Semiparametric Methods in Econometrics and Statistics (RePEc:cup:cbooks:9780521424318)
  by None
• Nonlinear Statistical Modeling (RePEc:cup:cbooks:9780521662468)
  by None
• THE ET INTERVIEW: TAKESHI AMEMIYA: Interviewed by James L. Powell (RePEc:cup:etheor:v:23:y:2007:i:01:p:155-181_07)
  by Powell, James L.
• Efficient Estimation of Linear and Type I Censored Regression Models Under Conditional Quantile Restrictions (RePEc:cup:etheor:v:6:y:1990:i:03:p:295-317_00)
  by Newey, Whitney K. & Powell, James L.
• The Asymptotic Normality of Two-Stage Least Absolute Deviations Estimators (RePEc:ecm:emetrp:v:51:y:1983:i:5:p:1569-75)
  by Powell, James L
• Symmetrically Trimmed Least Squares Estimation for Tobit Models (RePEc:ecm:emetrp:v:54:y:1986:i:6:p:1435-60)
  by Powell, James L
• Asymmetric Least Squares Estimation and Testing (RePEc:ecm:emetrp:v:55:y:1987:i:4:p:819-47)
  by Newey, Whitney K & Powell, James L
• Semiparametric Estimation of Index Coefficients (RePEc:ecm:emetrp:v:57:y:1989:i:6:p:1403-30)
  by Powell, James L & Stock, James H & Stoker, Thomas M
• Nonparametric Estimation of Triangular Simultaneous Equations Models (RePEc:ecm:emetrp:v:67:y:1999:i:3:p:565-604)
  by Whitney K. Newey & James L. Powell & Francis Vella
• Instrumental Variable Estimation of Nonparametric Models (RePEc:ecm:emetrp:v:71:y:2003:i:5:p:1565-1578)
  by Whitney K. Newey & James L. Powell
• Identification and Estimation of Average Partial Effects in “Irregular” Correlated Random Coefficient Panel Data Models (RePEc:ecm:emetrp:v:80:y:2012:i:5:p:2105-2152)
  by Bryan S. Graham & James L. Powell
• Quantile Regression Under Random Censoring (RePEc:ecm:wc2000:1894)
  by Bo Honore & Shakeeb Khan & James L. Powell
• Estimation of semiparametric models (RePEc:eee:ecochp:4-41)
  by Powell, James L.
• The incidental parameter problem in a non-differentiable panel data model (RePEc:eee:ecolet:v:105:y:2009:i:2:p:181-182)
  by Graham, Bryan S. & Hahn, Jinyong & Powell, James L.
• Rescaled methods-of-moments estimation for the Box-Cox regression model (RePEc:eee:ecolet:v:51:y:1996:i:3:p:259-265)
  by Powell, James L.
• Two-step estimation of semiparametric censored regression models (RePEc:eee:econom:v:103:y:2001:i:1-2:p:73-110)
  by Khan, Shakeeb & Powell, James L.
• Quantile regression under random censoring (RePEc:eee:econom:v:109:y:2002:i:1:p:67-105)
  by Honore, Bo & Khan, Shakeeb & Powell, James L.
• Censored regression quantiles with endogenous regressors (RePEc:eee:econom:v:141:y:2007:i:1:p:65-83)
  by Blundell, Richard & Powell, James L.
• A comparison of the Box-Cox maximum likelihood estimator and the non-linear two-stage least squares estimator (RePEc:eee:econom:v:17:y:1981:i:3:p:351-381)
  by Amemiya, Takeshi & Powell, James L.
• A quantile correlated random coefficients panel data model (RePEc:eee:econom:v:206:y:2018:i:2:p:305-335)
  by Graham, Bryan S. & Hahn, Jinyong & Poirier, Alexandre & Powell, James L.
• Penalized sieve GEL for weighted average derivatives of nonparametric quantile IV regressions (RePEc:eee:econom:v:213:y:2019:i:1:p:30-53)
  by Chen, Xiaohong & Pouzo, Demian & Powell, James L.
• Least absolute deviations estimation for the censored regression model (RePEc:eee:econom:v:25:y:1984:i:3:p:303-325)
  by Powell, James L.
• The estimation of complete aggregation structures (RePEc:eee:econom:v:30:y:1985:i:1-2:p:317-344)
  by Powell, James L. & Stoker, Thomas M.
• Censored regression quantiles (RePEc:eee:econom:v:32:y:1986:i:1:p:143-155)
  by Powell, James L.
• Identification and estimation of polynomial errors-in-variables models (RePEc:eee:econom:v:50:y:1991:i:3:p:273-295)
  by Hausman, Jerry A. & Newey, Whitney K. & Ichimura, Hidehiko & Powell, James L.
• Efficiency bounds for some semiparametric selection models (RePEc:eee:econom:v:58:y:1993:i:1-2:p:169-184)
  by Newey, Whitney K. & Powell, James L.
• Semiparametric estimation of censored selection models with a nonparametric selection mechanism (RePEc:eee:econom:v:58:y:1993:i:1-2:p:3-29)
  by Ahn, Hyungtaik & Powell, James L.
• Pairwise difference estimators of censored and truncated regression models (RePEc:eee:econom:v:64:y:1994:i:1-2:p:241-278)
  by Honore, Bo E. & Powell, James L.
• Nonlinear errors in variables Estimation of some Engel curves (RePEc:eee:econom:v:65:y:1995:i:1:p:205-233)
  by Hausman, J. A. & Newey, W. K. & Powell, J. L.
• Optimal bandwidth choice for density-weighted averages (RePEc:eee:econom:v:75:y:1996:i:2:p:291-316)
  by Powell, James L. & Stoker, Thomas M.
• Pairwise Difference Estimation With Nonparametric Control Variables (RePEc:ier:iecrev:v:48:y:2007:i:4:p:1119-1158)
  by Andres Aradillas-Lopez & Bo E. Honoré & James L. Powell
• Endogeneity in semiparametric binary response models (RePEc:ifs:cemmap:05/01)
  by Richard Blundell & James L. Powell
• Instrumental variables estimation for nonparametric models (RePEc:ifs:cemmap:07/17)
  by Whitney K. Newey & James L. Powell
• Endogeneity in nonparametric and semiparametric regression models (RePEc:ifs:cemmap:09/01)
  by Richard Blundell & James L. Powell
• Quantile regression with panel data (RePEc:ifs:cemmap:12/15)
  by Bryan S. Graham & Jinyong Hahn & Alexandre Poirier & James L. Powell
• A quantile correlated random coefficients panel data model (RePEc:ifs:cemmap:34/16)
  by Bryan S. Graham & Jinyong Hahn & Alexandre Poirier & James L. Powell
• Kernel density estimation for undirected dyadic data (RePEc:ifs:cemmap:39/19)
  by Bryan S. Graham & Fengshi Niu & James L. Powell
• Semiparametric estimation of weighted average derivatives (RePEc:mit:sloanp:2144)
  by Powell, James L. & Stock, James H. & Stoker, Thomas M.
• Optimal bandwidth choice for density-weighted averages (RePEc:mit:sloanp:2410)
  by Powell, James L. & Stoker, Thomas M.
• An Asymmetric Least Test of Heteroscedasticity (RePEc:mit:worpap:337)
  by J. Powell & W. Newey
• The Estimation of Complete Aggregate Structures (RePEc:mit:worpap:346)
  by J. Powell & T. Stoker
• Nonparametric Estimation of Triangular Simultaneous Equations Models (RePEc:mit:worpap:98-16)
  by Whitney Newey & James Powell & Francis Vella
• Nonparametric Estimation of Triangular Simultaneous Equations Models (RePEc:mit:worpap:98-6)
  by Whitney K. Newey & James L. Powell & Francis Vella
• Two-Step Estimation, Optimal Moment Conditions, and Sample Selection Models (RePEc:mit:worpap:99-06)
  by Whitney K. Newey & Powell, James L.
• The Cyclical Behavior of Industrial Labor Markets: A Comparison of the Prewar and Postwar Eras (RePEc:nbr:nberch:10032)
  by Ben S. Bernanke & James Powell
• The Cyclical Behavior of Industrial Labor Markets: A Comparison of the Pre-War and Post-War Eras (RePEc:nbr:nberwo:1376)
  by Ben S. Bernanke & James L. Powell
• Identification and Estimation of 'Irregular' Correlated Random Coefficient Models (RePEc:nbr:nberwo:14469)
  by Bryan S. Graham & James Powell
• Quantile Regression with Panel Data (RePEc:nbr:nberwo:21034)
  by Bryan S. Graham & Jinyong Hahn & Alexandre Poirier & James L. Powell
• Minimax Risk and Uniform Convergence Rates for Nonparametric Dyadic Regression (RePEc:nbr:nberwo:28548)
  by Bryan S. Graham & Fengshi Niu & James L. Powell
• Endogeneity in Semiparametric Binary Response Models (RePEc:oup:restud:v:71:y:2004:i:3:p:655-679)
  by Richard W. Blundell & James L. Powell
• Estimation of tobit-type models with individual specific effects (RePEc:taf:emetrv:v:19:y:2000:i:3:p:341-366)
  by Bo Honore & Ekaterini Kyriazidou & J. L. Powell
• Simple Estimators for Invertible Index Models (RePEc:taf:jnlbes:v:36:y:2018:i:1:p:1-10)
  by Hyungtaik Ahn & Hidehiko Ichimura & James L. Powell & Paul A. Ruud
• Rejoinder for “Simple Estimators for Invertible Index Models” (RePEc:taf:jnlbes:v:36:y:2018:i:1:p:22-23)
  by Hyungtaik Ahn & Hidehiko Ichimura & James L. Powell & Paul A. Ruud