Working papers

Discretizing unobserved heterogeneity

Equality-minded treatment choice

Nonparametric identification of random coefficients in endogenous and heterogeneous aggregated demand models

Estimation of random coefficients logit demand models with interactive fixed effects

Optimal sup-norm rates and uniform inference on nonlinear functionals of nonparametric IV regression

An econometric model of network formation with degree heterogeneity

Instrumental variables estimation for nonparametric models

Design of optimal corrective taxes in the alcohol market

A coupled component GARCH model for intraday and overnight volatility++

The Influence Function of Semiparametric Estimators

Likelihood inference and the role of initial conditions for the dynamic panel data model

Inference in linear regression models with many covariates and heteroskedasticity

Two decades of income inequality in Britain: the role of wages, household earnings and redistribution.

A bootstrap method for constructing pointwise and uniform confidence bands for conditional quantile functions

A discrete choice model for large heterogeneous panels with interactive fixed effects with an application to the determinants of corporate bond issuance

Identifying preferences in networks with bounded degree

In China, the employment rate among middle-aged and older urban residents is exceptionally low. This paper investigates potential explanations of this low level of employment in urban China.

Many governments are considering expanding childcare subsidies, but little is known about the impact of such policies on parent’s labour supply. Exploiting free childcare eligibility rules based on date of birth in a difference-in-differences framework, we compare the effects of offering free part-time childcare and of expanding this offer to the whole school day. Free part-time childcare only affects the labour force participation of mothers whose youngest child is eligible. Expanding from part-time to full-time free childcare leads to significant increases in labour force participation and employment of these mothers, which emerge immediately and grow over the months following entitlement.

We consider a class of nonparametric time series regression models in which the regressor takes values in a sequence space and the data are stationary and weakly dependent.

‘Randomisation bias’ in the medical literature: a review