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Roger Klein

Professor of Economics

Econometrics, with a current focus on Estimating and Testing Semiparametric Models

New Jersey Hall 311 | 848-932-7543

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Klein and Shen (ET, 2010)

Roger Klein is a Professor of Economics at Rutgers University.  Prior to joining Rutgers, he was a member of the economics groups at Bellcore and Bell Labs. Professor Klein has written papers on developing estimators and tests for semiparametric models, the role of estimation risk in portfolio decisions, decision theory, and small-sigma asymptotics.  He is currently an Associate Editor for Econometric Theory.   Professor Klein received his Ph.D. in Economics from Yale University.


Selected Publications

  • "Bias Corrections in Testing and Estimating Semiparametric, Single Index Models," with Chan Shen, Econometric Theory, December 2010.
  • "Estimating a Class of Triangular Simultaneous Equations Models Without Exclusion Restrictions,"
    joint with Frank Vella, Journal of Econometrics, Issue 154/2, February 2010.
  • “Estimating the Return to Endogenous Schooling Decisions for Australian Workers via Conditional Second Moments,” with F. Vella,  Journal of Human Resources,v. 44. #4, 1047-1065, Fall 2009.
  •  “A Semiparametric Model for Binary Response and Continuous Outcomes Under Index Heteroscedasticity,” with F. Vella, Journal of Applied Econometrics, Volume 24 Issue 5,  735 – 762, 2009.
  • “Shift Restrictions and Semiparametric Estimation in Ordered Models,” with  R. Sherman, Econometrica, 2002.
  • “An Efficient Semiparametric Estimator for the Binary Response Model,” with R. Spady, Econometrica,  1993

Contact Us

New Jersey Hall, Room 202
75 Hamilton Street, (CAC)
New Brunswick, NJ
P  (848) 932-7363 (undergraduate)
P  (848) 932-7451 (graduate)
F  (732) 932-7416
Thomas Prusa - Department Chair
Donna Ghilino - Senior Department Administrator
Barry Sopher - Undergraduate Program Director
Hilary Sigman - Graduate Program Director
Undergraduate Inquiries - Help and Advising
Graduate Advisor