Working papers

This paper derives necessary and sufficient conditions for data sets composed of state-contingent prices and consumption to be consistent with two prominent models of decision making under uncertainty: variational preferences and smooth ambiguity.

We examine ill-health retirement of police officers in England and Wales between 2002-3 and 2009-10.

This paper assesses the extent to which correlations in substance use and selling drugs amongst siblings are causal.

We investigate a model in which we connect slowly time varying unconditional long-run volatility with short-run conditional volatility whose representation is given as a semi-strong GARCH (1,1) process with heavy tailed errors.

We study models with discrete endogenous variables and compare the use of two stage least squares (2SLS) in a linear probability model with bounds analysis using a nonparametric instrumental variable model.

We compare performance of the two approaches identifying circumstances in which each is preferred.

In this paper we specify and use a new duration model to study joint retirement in married couples using the Health and Retirement Study.

It is often argued that informal labour markets in developing countries are the engine of growth because their existence allows firms to operate in an environment where wage and regulatory costs are lower

This paper analyses the career progression of skilled and unskilled workers, with a focus on how careers are affected by economic downturns and whether formal skills, acquired early on, can shield workers from the effect of recessions.

We extend the search-matching model of the marriage market of Shimer and Smith (200) to allow for labor supply and home production.

This paper uses data from the first two years after the change to the female state pension age to estimate the impact of increasing the state pension age from 60 to 61 on the employment of women and their partners.

We study nonparametric identification of single-agent discrete choice models for bundles and binary games of complete information.

In this paper we introduce a new approach to estimating a differentiated product demand system that allows for error in market shares as measures of choice probabilities.

This paper puts forward a method for estimating individual discount rates using field data on wealth and income.

In this paper, we use a dynamic model to show how a lifecycle perspective alters our impression of the effect of the tax and benefit system on female work incentives.

This paper develops methodology for semiparametric panel data models in a setting where both the time series and the cross section are large.

This paper studies the problem of specification testing in partially indentified models defined by a finite number of moment equalities and inequalities (i.e., (in)equalities).

This paper considers the problem of inference on a class of sets describing a collection of admissible models as solutions to a single smooth inequality.

This paper derives a central limit theorem for the maximum of a sum of high dimensional random vectors.