Research methods

This paper develops a semiparametric method for estimation of the censored regression model when some of the regressors are endogenous (and continuously distributed) and instrumental variables are available for them.

Current methods of estimating the random coefficients logit model employ simulations of the distribution of the taste parameters through pseudo-random sequences.

This paper studies a shape-invariant Engel curve system with endogenous total expenditure, in which the shape-invariant specification involves a common shift parameter for each demographic group in a pooled system of nonparametric Engel curves.

This paper presents a test for exogeneity of explanatory variables that minimizes the need for auxiliary assumptions that are not required by the definition of exogeneity.

This paper is concerned with inference about a function g that is identified by a conditional moment restriction involving instrumental variables.

Hedonic pricing with quasilinear preferences is shown to be equivalent to stable matching with transferable utilities and a participation constraint, and to an optimal transportation (Monge-Kantorovich) linear programming problem.

In this paper we modify CUE to solve the no moments/large dispersion problem.

This paper presents results from a Monte Carlo study concerning inference with spatially dependent data.

A cemmap working paper.

A cemmap working paper.

Initially this discussion briefly reviews the contributions of Andrews and Stock and Kitamura, henceforth A, S and K respectively. Because the breadth of material covered by AS and K is so vast, we concentrate only on a few topics.

A cemmap working paper.

A cemmap working paper.

A cemmap working paper.