Methods

In this paper we estimate the rate of return to firm investments in human capital in the form of formal job training.

Estimation of local, quantile-specific copula-based time series models offers some salient advantages over classical global parametric approaches.

We consider cross-sectional data that exhibit no spatial correlation, but are feared to be spatially dependent.

This paper presents a new estimator for the mixed proportional hazard model that allows for a nonparametric baseline hazard and time-varying regressors.

We propose a two-stage procurement auction model with endogenous entry and uncertain number of actual bidders.

presented at the Far Eastern and South Asian meeting of the Econometric Society, University of Kyoto

Workshop on econometrics of demand

We provide a general class of tests for correlation in time series, spatial, spatio-temporal and cross-sectional data.

This paper uses revealed preference inequalities to provide tight nonparametric bounds on consumer responses to price changes.

This paper reviews a range of the most popular policy evaluation methods in empirical microeconomics.

We give corrected standard errors, an extension of Bekker (1994) to nonnormal disturbances, that adjust for many instruments.

This paper presents a method for estimating a class of panel data duration models

This note considers nonparametric identification of a general nonlinear regression model with a dichotomous regressor subject to misclassification error.