Research methods

We propose inference procedures for partially identified population features for which the population identification region can be written as a transformation of the Aumann expectation of a properly defined set valued random variable (SVRV).

Dealing with endogenous regressors is a central challenge of applied research.

We study identification in static, simultaneous move finite games of complete information, where the presence of multiple Nash equilibria may lead to partial identification of the model parameters.

We consider the identification of a Markov process {W_t, X_t*} for t=1,2,...,T when only {W_t} for t=1, 2,..,T is observed.

For semi/nonparametric conditional moment models containing unknown parametric components θ and unknown functions of endogenous variables (h), Newey and Powell (2003) and Ai and Chen (2003) propose sieve minimum distance (SMD) estimation of (θ, h) and derive the large sample properties.

This paper describes the conceptual development of a self-enumerated scale of quality of life (CASP-19) and presents an empirical evaluation of its structure using a combination of exploratory and confirmatory factor analytic approaches across three different survey settings for older people living in England and Wales in the new millennium.

This paper uses mortgage data to construct a measure of terms on which households access to external finance, and relates it to consumption at both the aggregate and cohort levels.