Methods

This paper examines the strengths and weaknesses of detailed spending data, collected in surveys of households using barcode scanners.

The authors study linear factor models under the assumptions that factors are mutually independent and independent of errors, and errors can be correlated to some extent.

This paper extends the method of local instrumental variables developed by Heckman and Vytlacil (1999, 2001, 2005) to the estimation of not only means, but also distributions of potential outcomes.

This paper extends the method of local instrumental variables developed by Heckman and Vytlacil to the estimation of not only means, but also distributions of potential outcomes.

We show in this paper that an iterative conditioning argument used by Hillier (2006) and Andrews, Moreira, and Stock (2007) to evaluate the cdf in the case <i>m</i> = 1 can be generalized to the case of arbitrary

By exploiting the richness of the data we use a nonparametric approach without imposing critical parametric model assumptions.

This paper investigates how enforcement of labor regulation affects the firm's use of informal labor and firm performance.

The authors provide a characterization of the class of weights (or priors) that produce estimators that are first-order unbiased.

This paper proposes a formal model selection test for choosing between two competing structural econometric models.

Data is reanalyzed from an important series of 19th century experiments conducted by C. S. Peirce and designed to study the plausibility of the Gaussian law of errors for astronomical observations.

In this paper we present new, very much more efficient, algorithms for computing both the top-order zonal and invariant polynomials.

This paper looks at how best to cope with measurement in error survey responses.

In this paper, the authors document whether and how much the equalizing force of earnings mobility has changed in France in the 1990s.