Methods

This paper is concerned with inference about a function <i>g</i> that is identified by a conditional quantile restriction involving instrumental variables.

We perform inference on the effect of a treatment on survival times in studies where the treatment assignment is not randomized and the assignment time is not known in advance.

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

For the problem of testing the hypothesis that all m coefficients of the RHS endogenous variables in an IV regression are zero, the likelihood ratio (LR) test can, if the reduced form covariance matrix is known, be rendered similar by a conditioning argument.

This paper proposes a new way to construct confidence sets for a parameter of interest in models comprised of finitely many moment inequalities.

This paper is concerned with identification of a competing risks model with unknown transformations of latent failure times.

Choosing among a number of available treatments the most suitable for a given subject is an issue of everyday concern. A physician has to choose an appropriate drug treatment or medical treatment for a given patient, based on a number of observed covariates <i> X </i>?and prior experience.

For a simplified structural equation/IV regression model with one right-side endogenous variable, we obtain the exact conditional distribution function for Moreira's (2003) conditional likelihood ratio (CLR) test.

The behaviour of the permanent and transitory economic shocks for differen levels of hoouseholds' welfare is studied using both consumption and income measures.

We consider dynamic discrete choice models with heterogeneity in both the levels parameter and the state dependence parameter.

This paper gives an account of the recent literature on estimating models for panel count data.

This paper is a revised version of CWP01/06

Two classes of quantile regression estimation methods for the recursive structural equation models of Chesher (2003) are investigated.

Using many valid instrumental variables has the potential to improve efficiency but makes the usual inference procedures inaccurate.

A hedonic price function describes the equilibrium relationship between characteristics of a product and its price.

While the literature on nonclassical measurement error traditionally relies on the availability of an auxiliary dataset containing correctly measured observations, this paper establishes that the availability of instruments enables the identification of a large class of nonclassical nonlinear errors-in-variables models with continuously distributed variables.

We examine the contribution of human capital to economy-wide technological improvements through the two channels of innovation and imitation.

We propose a test of the hypothesis of stochastic monotonicity.

This paper develops a concrete formula for the asymptotic distribution of two-step, possibly non-smooth semiparametric M-estimators under general misspecification.