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Jörg Stoye is a Professor in the Department of Economics. He works on microeconometric methods, especially as they interact with microeconomic theory. Current research is on inference under partial identification and on the statistical testing of Revealed Preference conditions. Other recent work is in statistical decision theory (e.g., on treatment choice as a decision problem) and on related questions in pure theory (e.g., axiomatic foundations for the Minimax Regret decision criterion). Among other outlets, his research has been published in Econometrica, the Review of Economics and Statistics, the Journal of Econometrics, the Journal of Economic Theory, and Quantitative Economics.
Professor Stoye holds a PhD from Northwestern University, an MSc (Distinction) from the London School of Economics, and a Diplom from the University of Cologne.
Of topical interest:
- Microeconometrics, especially Partial Identification.
- Revealed Preference Analysis.
- (Mostly Statistical) Decision Theory.
"Confidence Intervals for Projections of Partially Identified Parameters" (with Hiroaki Kaido and Francesca Molinari), Econometrica 87, 1397-1432, 2019.*,**
"Nonparametric Analysis of Random Utility Models" (with Yuichi Kitamura), Econometrica 86, 1883-1909, 2018.*
"Choice Theory when Agents Can Randomize," Journal of Economic Theory 155, 131-151, 2015.*
"Revealed Preferences in a Heterogeneous Population," (with Stefan Hoderlein), Review of Economics and Statistics 96, 197–213, 2014.
"Minimax Regret Treatment Choice with Limited Validity of Experiments or with Covariates," Journal of Econometrics 166, 138-156, 2012.
"Axioms for Minimax Regret Choice Correspondences," Journal of Economic Theory 146, 2226–2251, 2011.
"Partial Identification of Spread Parameters," Quantitative Economics 1, 323-357, 2010.
"Minimax Regret Treatment Choice with Finite Samples," Journal of Econometrics 151, 70-81, 2009.
"More on Confidence Intervals for Partially Identified Parameters," Econometrica 77, 1299-1315, 2009.
Please visit my personal webpage for a full list, preprints, supporting files, and current working papers.
NSF Grants SES-1260980 (*) and SES-1824375 (**) are gratefully acknowledged.