Working papers

We present a dynamic lifecycle model of women’s choices with respect to partnership status, labour supply and fertility when a male partner’s true tendency for abusive behaviour is unobserved.

We propose a new nonparametric test of stochastic monotonicity which adapts to the unknown smoothness of the conditional distribution of interest, possesses desirable asymptotic properties, is conceptually easy to implement, and computationally attractive.

The emergency department (ED) is a complex node of healthcare delivery that is facing market and regulatory pressure across developed economies to reduce wait times. In this paper we study how ED doctors respond to such incentives, by focusing on a landmark policy in England that imposed strong incentives to treat ED patients within four hours.

This paper studies the properties of generalised empirical likelihood (GEL) methods for the estimation of and inference on partially identified parameters in models specified by unconditional moment inequality constraints.

This article reviews recent advances in fixed effect estimation of panel data models for long panels, where the number of time periods is relatively large.

As in high-income countries, reduced rates of VAT and VAT exemptions (“preferential VAT rates”) are a common feature of indirect tax systems in LMICs. Many of the goods and services that are granted preferential rates – such as foodstuffs and kerosene – seem likely to receive such treatment on the grounds that they provide a means for the government to indirectly target poorer households, for whom such expenditures may take up a large proportion of their total budget.

This paper provides a method to construct simultaneous condfience bands for quantile functions and quantile effects in nonlinear network and panel models with unobserved two-way effects, strictly exogenous covariates, and possibly discrete outcome variables.

In the regression discontinuity design (RDD), it is common practice to assess the credibility of the design by testing the continuity of the density of the running variable at the cut-off, e.g., McCrary (2008). In this paper we propose a new test for continuity of a density at a point based on the so-called g-order statistics, and study its properties under a novel asymptotic framework.

We set up an econometric model of persuasion and study identification of key parameters under various scenarios of data availability.

Causal effects of a policy change on the hazard rates of a duration outcome variable are not identified from a comparison of spells before and after the policy change when there is unobserved heterogeneity in the effects and no model structure is imposed.

Economic data are often generated by stochastic processes that take place in continuous time, though observations may occur only at discrete times.

Tax authorities worldwide are implementing voluntary disclosure schemes to recover tax on offshore investments.

Since 1995, police forces in England and Wales have obtained the right to raise revenues locally to supplement central government grants in order to fund their activities.

We derive necessary and sufficient conditions for a finite data set of price and demand observations to be consistent with an additively separable preference.

It is almost self-evident that social interactions can determine economic behavior and outcomes. Yet, information on social ties does not exist in most publicly available and widely used datasets. We present methods to recover information on the entire structure of social networks from observational panel data that contains no information on social ties between individuals.

We extend conformal inference to general settings that allow for time series data.

We provide adaptive inference methods for linear functionals of L1-regularized linear approximations to the conditional expectation function.

Research on savings groups and financial intermediation in Malawi, joint with Professor Marcel Fafchamps, published as a CEPR Working Paper (12715). https://cepr.org/active/publications/discussion_papers/dp.php?dpno=12715

We consider a situation where a distribution is being estimated by the empirical distribution of noisy measurements.

This paper examines how farmers adapt, in the short-run, to extreme heat. Using a production function approach and micro-data from Peruvian households, we find that high temperatures induce farmers to increase the use of inputs, such as land and domestic labor.