Working papers

In this paper, we propose a general method for testing inequality restrictions on nonparametric functions.

In this paper we examine the link between wage inequality and consumption inequality using a life cycle model that incorporates household consumption and family labor supply decisions.

This paper introduces a new hypothesis test for the null hypothesis H0 : f(θ) = y0, where f(
.) is a known function, y0 is a known constant, and θ is a parameter that is partially identied by a moment (in)equality model.

Nutrition, information, and household behaviour: experimental evidence from Malawi

This paper studies the effects of a randomised intervention in rural Malawi which, over a six-month period, provided mothers of young infants with information on child nutrition without supplying any monetary or in-kind resources.

In this paper the authors extend the application of instrumental variable (IV) methods to a wide class of problems in which multiple values of unobservable variables can be associated with particular combinations of observed endogenous and exogenous variables.

What do labor income dynamics look like over the life-cycle? What is the relative importance of persistent shocks, transitory shocks and heterogeneous profiles? To what extent do taxes, transfers and the family attenuate these various factors in the evolution of life-cycle inequality? In this paper, we use rich Norwegian data to answer these important questions.

This paper considers a classical linear simultaneous equations model with random coefficients on the endogenous variables.

In the first part of the paper, we consider estimation and inference on policy relevant treatment effects, such as local average and local quantile treatment effects, in a data-rich environment where there may be many more control variables available than there are observations.

This paper considers identification and estimation of ceteris paribus effects of continuous regressors in nonseparable panel models with time homogeneity

We develop a new direct approach to approximating suprema of general empirical processes by a sequence of suprema of Gaussian processes, without taking the route of approximating whole empirical processes in the supremum norm.

We analyze linear panel regression models with interactive fixed effects and predetermined regressors, e.g. lagged-dependent variables.

We develop uniformly valid confidence regions for regression coefficients in a high-dimensional sparse least absolute deviation/median regression model.

This paper considers the problem of testing many moment inequalities where the number of moment inequalities, denoted by p, is possibly much larger than the sample size n.

In this work we consider series estimators for the conditional mean in light of three new ingredients: (i) sharp LLNs for matrices derived from the non-commutative Khinchin inequalities, (ii) bounds on the Lebesgue factor that controls the ratio between the L∞ and L2-norms, and (iii) maximal inequalities for processes whose entropy integrals diverge at some rate.