This paper presents a tour of welfare reform in the UK since the last change of government, summarising the most important changes in active labour market policies, and in measures intended to strengthen financial incentives to work.
The system GMM estimator for dynamic panel data models combines moment conditions for the model in first differences with moment conditions for the model in levels.
This paper uses within-firm, plant-level data combined with geographic information on firms' overseas operations to examine how investment in low-wage economies affects firms' home-country operations.
This paper presents new identification results for the class of structural dynamic optimal stopping time models that are built upon the framework of the structural discrete Markov decision processes proposed by Rust.
This paper introduces bias-corrected estimators for nonlinear panel data models with both time invariant and time varying heterogeneity. These include limited dependent variable models with both unobserved individual effects and endogenous explanatory variables, and sample selection models with unobserved individual effects.
In this paper I develop a new approach for identification and estimation of the parameters of an oligopoly model, without relying on a potentially unverifiable equilibrium assumption.
This paper is concerned with inference about a function <i>g</i> that is identified by a conditional quantile restriction involving instrumental variables.
