Research methods

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.

This paper exploits substantial regional variations in the non-Muslims proportion of the population on the eve of the war of independence (1954) in Algeria to evaluate the long term impact of colonial discrimination in public goods allocation on education levels.

Motivated by several interesting features of the highway mowing auction data from TexasDepartment of Transportation, we propose a two-stage procurement auction model withendogenous entry and uncertain number of actual bidders. Our entry and bidding models provide several interesting implications.

This paper formalizes conditions under which a population distribution ofcategorical responses to attitudinal questions (items) has a scale representation; developstests for whether a particular sample of item responses is consistent with a scale representation; develops methods for nonparametrically estimating the relation between an outcome and a scale value; and generalizes the foregoing to the multi-scale case.

We estimate the effects of active labour market policies (ALMP) on subsequent employment by nonparametric instrumental variables and matching estimators.