1 August 2002
1 August 2002
We investigate the possibility that limited participation in asset markets, and the stock market in particular, might explain the lack of correspondence between the sample moments of the intertemporal marginal rate of substitution and asset returns in U.K. data.
1 August 2002
This paper reviews econometric methods for dynamic panel data models, and presents examples that illustrate the use of these procedures.
1 August 2002
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.
1 August 2002
This briefing note looks at the interaction of the tax and benefit system with stakeholder pensions. In particular, it asks how, in the light of recent reforms to the system of state pension provision, the welfare system differentially affects the incentive to invest in a stakeholder scheme for various groups in the population.
1 August 2002
19 July 2002
This article was published in Public Finance Magazine on 19th July 2002.
19 July 2002
This article was published in The Independent on 16th July 2002.
16 July 2002
This article was published in the Financial Times on 16th July 2002.
16 July 2002
This paper describes an estimator of the additive components of a nonparametric additive model with a known link function.
13 July 2002
Pensions have made the headlines again this week with the publication of the Sandler & Pickering reports.
12 July 2002
This article was published in Public Finance Magazine on 5th July 2002.
5 July 2002
We consider the identification of the average treatment effect in models with continuous endogenous variables whose impact is heterogeneous.
5 July 2002
The Department for Education and Skills (DfES) has commissioned a longitudinal evaluation
3 July 2002
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.
3 July 2002
2 July 2002
The use of self-assessed health status (SAHS) as a measure of health is common in empirical research.
1 July 2002
Investigating the effects of Individual Retirement Accounts (IRAs) on saving.
1 July 2002
This paper discusses some issues related to specification estimation of nonlinear models using panel data.
1 July 2002