• Klein, Roger
  • Position: Professor of Economics
  • Specialty: Econometrics, with a current focus on Estimating and Testing Semiparametric Models
  • Location: New Jersey Hall 311
  • Phone: 848-932-7543
  • Click for Website


pdf Shen and Klein (2019) (264 KB)

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

  • “"Recursive Differencing in Semiparametric Models," with Chan Shen, Econometric Theory, forthcoming 2023.
  • “An IV Estimator for a Functional Coefficient Model with Endogenous Discrete Treatment", Econometric Reviews, 2021, 40:6.
  • "Factors Associated with Hospital Decisions to Purchase Robotic Surgical Systems" (MDM-PP-19-046.R1 in MDM Policy & Practice, Chan Shen, Dian Gu, Roger Klein, et,. al..), February 2020. C. "Special issue"/symposiums/conference proceedings.
  • “Estimation of Marginal Effects in Semiparametric Selection Models with Binary Outcomes,” with C. Shen and F. Vella, Journal of Econometrics, March 2015, (full proofs of Lemmas and Theorems available upon request).
  • "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," 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