Working papers

We investigate the evolution and the sources of aggregate employment reallocation in the United States in the 1971-2000 March files of the Current Population Survey.

We develop a method for estimation of price reactions using unit value data which exploits the implicit links between quantity and unit value choices.

This paper uses panel data on household consumption and income to evaluate the degree of insurance to income shocks.

new methodology that estimates attitudes semiparametrically and estimates actions nonparametrically, as a function of the resulting attitudinal measures, is used to examine the behavioral effects of cultural and economic preferences in the Presidential elections of 1984 and 1992.

This paper studies the identification of partial differences of nonseparable structural functions.

ExpEnd is a Gauss programme for non-linear generalised method of moments (GMM) estimation of exponential models with endogenous regressors for cross section and panel data.

This paper describes an estimator of the additive components of a nonparametric additive model with a known link function.

We consider the identification of the average treatment effect in models with continuous endogenous variables whose impact is heterogeneous.

In this paper we apply a grouping estimator to data from the UK Survey of Personal Incomes so assess the magnitude of taxable income responses of the self employed.

This paper discusses some issues related to specification estimation of nonlinear models using panel data.

A rich array of institutional diversity makes the United States an excellent place to study the relationship between political institutions and public policy outcomes.

I study a simple, widely applicable approach to handling the initial conditions problem in dynamic, nonlinear unobserved effects models.

This paper argues that after five years of the current Labour government, consistent trends in social security policy have emerged

This paper develops a general test of factor price equalization that is robust to unobserved regional productivity differences, unobserved region-industry factor quality differences and variation in production technology across industries.

This paper uses a unique data opportunity provided by the British Household Panel Survey to systematically investigate the impact of recall on measured labour market behaviour and to highlight how and to what degree the biases in the reported data may affect the estimation of models of labour market dynamics.

This paper examines the choice of pension scheme and job mobility in Britain.

We extend the collective model of household behavior to allow for the existence of public consumption.

We compare the finite sample performance of a range of tests of linear restrictions for linear panel data models estimated using Generalised Method of Moments (GMM).

This paper considers a panel duration model that has a proportional hazards specification with fixed effects.