Measurement

We provide a finite sample inference method for the structural parameters of a semiparametric binary response model under a conditional median restriction originally studied by Manski (1975, 1985).

As a consequence of missing data on tests for infection and imperfect accuracy of tests, reported rates of cumulative population infection by the SARS CoV-2 virus are lower than actual rates of infection.

We develop an analytically tractable method to estimate the fraction of unreported infections in epidemics with a known epicenter and estimate the number of unreported COVID-19 infections in the U.S. during the first half of March 2020.

We develop a multi-risk SIR model (MR-SIR) where infection, hospitalization and fatality rates vary between groups—in particular between the “young”, “the middle-aged” and the “old”.

This chapter reviews the microeconometrics literature on partial identification, focusing on the developments of the last thirty years.

We investigate identification of causal parameters in case-control and related studies.

We propose a new nonparametric test of stochastic monotonicity which adapts to the unknown smoothness of the conditional distribution of interest, possesses desirable asymptotic properties, is conceptually easy to implement, and computationally attractive.

Across many fields in economics, a common approach to estimation of economic models is to calibrate a sub-set of model parameters and keep them fixed when estimating the remaining parameters.

We develop methods for robust Bayesian inference in structural vector autoregressions (SVARs) where the parameters of interest are set-identified using external instruments, or ‘proxy SVARs’.

Whether population health improves or worsens with changes in macroeconomic conditions is a long-standing question. Despite a substantial literature there is no clear consensus on the answer. Some studies find evidence that recessions are good for population health (i.e. poor health is pro-cyclical), while other studies find that health worsens in response to bad economic times (i.e. poor health is counter-cyclical). In addition, results for various health outcomes differ.

We carry out some analysis of the daily data on the number of new cases and number of new deaths by (191) countries as reported to the European CDC.

It is often desired to rank different populations according to the value of some feature of each population.

Models of simultaneous discrete choice may be incomplete, delivering multiple values of outcomes at certain values of the latent variables and co-variates, and incoherent, delivering no values.

This paper studies identification and inference in transformation models with endogenous censoring.

This paper examines the case for randomized controlled trials in economics. I revisit my previous paper “Randomization and Social Policy Evaluation” and update its message.

We provide a general framework for investigating partial identification of structural dynamic discrete choice models and their counterfactuals, along with uniformly valid inference procedures.

Which housing characteristics are important for understanding homeownership rates?

This article provides a selective review on the recent literature on econometric models of network formation.

This paper introduces measures for how each moment contributes to the precision of parameter estimates in GMM settings.

We study the incidental parameter problem in "three-way" Poisson Pseudo-Maximum Likelihood "PPML" gravity models recently recommended for identifying the effects of trade policies.