Working papers

This paper provides a control function estimator to adjust for endogeneity in the triangular simultaneous equations model where there

We consider the number of unit root tests for micro panels where the number of individuals is typically large, but the number of time periods is often very small.

This study uses the first twelve waves of the British Household Panel Survey covering the period 1991-2002 to investigate the extent of constraints on desired hours of work within jobs and the degree of flexibility of the labour market for a sample of women.

This paper considers parametric estimation problems with i.i.d. data.

This paper evaluates whether means-tested grants paid to secondary students are an effective way of reducing the proportion of school dropouts.

We develop a simulated ML method for short-panel estimation of one or more dynamic linear equations, where the dependent variables are only partially observed through ordinal scales.

In this study we look at the relationship between income and healthy behaviour over the generations by studying the association between parental income and children's prevalence to smoke in Britain using data from the British Household Panel Survey and British Youth Survey.

This paper explains the methodology used for calculating pension wealth for all individuals in the first wave of the English Longitudinal Study of Ageing (ELSA).

In this paper we evaluate the effect of a large welfare program in rural Mexico.

The analysis in this paper is motivated by the controversial empirical findings and by recent developments in econometrics for partial identification.

This paper investigates the effectiveness of the program in terms of enhancing the (re)employment probability of participant males.

We introduce test statistics based on generalized empirical likelihood methods that can be used to test simple hypotheses involving the unknown parameter vector in moment condition time series models.

The existence of a uniformly consistent estimator for a particular parameter is well-known to depend on the uniform continuity of the functional that defines the parameter in terms of the model.

Recent attention has focused on the UK's productivity gap in the retail sector.

We study noncooperative models with two agents and several voluntarily contributed public goods.

We analyze equilibria in hedonic economies and study conditions that lead to identification of structural preference parameters in hedonic economies with both additive and nonadditive marginal utility and marginal product functions.

This paper addresses the intergeneration transmission of education and investigates the extent to which early school leaving (at age 16) may be due to variations in permanent income, parental education levels, and shocks to income at this age.

Cobb Douglas production function parameters are not identified from cross-section variation when inputs are perfectly flexible and chosen optimally, and input prices are common to all firms.

Job losers exhibit significant heterogeneity in wealth holdings and in the marginal propensity to consume transitory income.

We show that as household size increases, households substitute away from prepared foods and towards ingredients.