Research methods

In this paper, we propose a general method for testing inequality restrictions on nonparametric functions.

We develop a new direct approach to approximating suprema of general empirical processes by a sequence of suprema of Gaussian processes, without taking the route of approximating whole empirical processes in the supremum norm.

In this paper we evaluate the premise from the recent literature on Monte Carlo studies that an empirically motivated simulation exercise is informative about the actual ranking of various estimators when applied to a particular problem.

The authors propose a nonparametric test of the hypothesis of conditional independence between variables of interest based on a generalization of the empirical distribution function.

A comparison of hazard rates of duration outcomes before and after policy changes is hampered by non-identification if there is unobserved heteogeneity in the effects and no model structure is imposed. We develop a discontinuity approach that overcomes this by exploiting variation in the moment at which different cohorts are exposed to the policy change, i.e. by considering spells crossing the policy change.

This paper investigates the asymptotic properties of the Gaussian quasi-maximum-likelihood estimators (QMLE's) of the GARCH model augmented by including an additional explanatory variable- the so-called GARCH-X model.

This paper identifies an entirely different mechanism for long memmory generation by showing that it can naturally arise when a large number of simply linear homogenous economic subsystems with a short memory are interconnected to form a network such that the outputs of each of the subsystem are fed into the inputs of others.

This paper gives identification and estimation results for marginal effects in nonlinear panel models.

This CAYT report discusses the strengths and limitations of several approaches to assessing the effect of education on productivity.

We establish the consistency and asymptotic normality for a class of estimators that are linear combinations of a set of √ n− consistent estimators whose cardinality increases with sample size.

This do file converts easting/northings for longitude/latitude.

This is a module for reweighting survey data to user-defined control totals.