Methods

Methods

Showing 841 – 860 of 1024 results

Journal graphic

Income variance dynamics and heterogeneity

Journal article

Recent theoretical work has shown the importance of measuring microeconomic uncertainty for models of both general and partial equilibrium under imperfect insurance.

1 January 2004

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Estimating Euler equations

Journal article

In this paper we consider conditions under which the estimation of a log-linearized Euler equation for consumption yields consistent estimates of the preference parameters.

1 January 2004

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Nonparametric identification under discrete variation

Working Paper

This paper provides weak conditions under which there is nonparametric interval identification of local features of a structural function which depends on a discrete endogenous variable and is nonseparable in a latent variate.

14 December 2003

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Local identification in nonseparable models

Journal article

Conditions are derived under which there is local nonparametric identification of values of structural functions and of their derivatives in potentially nonlinear nonseparable models.

1 September 2003

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Estimation of semiparametric models when the criterion function is not smooth

Journal article

We provide easy to verify suffcient conditions for the consistency and asymptotic normality of a class of semiparametric optimization estimators where the criterion function does not obey standard smoothness conditions and simultaneously depends on some preliminary nonparametric estimators.

1 September 2003