21 January 2005
This lecture, for the IFS Public Economics Lectures series, focuses on the factors that impact upon poverty and inequality and how to effectively measure living standards.
20 January 2005
Several explanations for the observed limited stock market participation have been offered in the literature.
19 January 2005
13 January 2005
In this Briefing Note, we will focus on the programme Familias en Acción, the conditional cash-transfer programme implemented by the Colombian government from 2001/02.
12 January 2005
1 January 2005
1 January 2005
1 January 2005
I study a simple, widely applicable approach to handling the initial conditions problem in dynamic, nonlinear unobserved effects models.
1 January 2005
In this paper we study the sources of wage growth.
1 January 2005
This paper is concerned with the practical problem of conducting inference in a vector time series setting when the data is unbalanced or incomplete. In this case, one can work only with the common sample, to which a standard HAC/bootstrap theory applies, but at the expense of throwing away data and perhaps losing effciency. An alternative is to use some sort of imputation method, but this requires additional modelling assumptions, which we would rather avoid.1 We show how the sampling theory changes and how to modify the resampling algorithms to accommodate the problem of missing data.
1 January 2005
We develop inference tools in a semiparametric partially linear regression model with missing response data.
31 December 2004
The Department for Work and Pensions (DWP)’s Pensim2 model is a dynamic microsimulation model.
30 December 2004
20 December 2004
We report an empirical analysis of the responses of the supply and demand for secondary care to waiting list size and waiting times.
16 December 2004
In this paper we develop a revealed preference-based nonparametric approach to characteristics models.
14 December 2004
This paper proposes a new class of HAC covariance matrix estimators.
14 December 2004
The paper provides significant simplifications and extensions of results obtained by Gorsich, Genton, and Strang (J. Multivariate Anal. 80 (2002) 138) on the structure of spatial design matrices.
14 December 2004