Research methods

Fixed effects estimators of panel models can be severely biased because of the well-known incidental parameters problem.

An important objective of empirical research on treatment response is to provide decision makers with information useful in choosing treatments.

Recent developments in the theory of choice under uncertainty and risk yield a pessimistic decision theory that replaces the classical expected utility criterion with a Choquet expectation that accentuates the likelihood of the least favorable outcomes.

Friedman’s book on the consumption function is one of the great works of Economics demonstrating how the interplay between theoretical ideas and data analysis can lead to major policy implications.

This paper extends the nonparametric methods developed by Samuelson (1948), Houthakker (1950), Afriat (1973), Diewert (1973) and Varian (1982, 1983) to latently separable models.

I show that a class of fixed effects estimators is reasonably robust for estimating the population-averaged slope coefficients in panel data models with individual-specific slopes, where the slopes are allowed to be correlated with the covariates.

Stata module to perform 'fully interacted linear matching', that is a fully interacted linear regression model in which the treatment dummy is interacted with each one of the other regressors.

Estimation of heteroskedasticity and autocorrelation consistent covariance matrices (HACs) is a well established problem in time series.

I study inverse probability weighted M-estimation under a general missing data scheme.

This paper is concerned with estimating the additive components of a nonparametric additive quantile regression model.

I show how to identify and estimate the average partial effect of explanatory variables in a model where unobserved heterogeneity interacts with the explanatory variables and may be unconditionally correlated with the explanatory variables.

This paper considers a panel duration model that has a proportional hazards specification with fixed effects.

This paper considers a panel duration model that has a proportional hazards specification with fixed effects.

This paper extends the nonparametric methods developed by Samuelson (1948), Houthakker (1950), Afriat (1973), Diewert (1973) and Varian (1982, 1983) to latently separable models.

Two classes of quantile regression estimation methods for the recursive structural equation models of Chesher (2003) are investigated.

One of the areas of policy research where randomized field trials have been utilized most intensively is welfare reform.

We present a short review of Friedman's Permanent Income Hypothesis, the origins of the idea and its theoretical foundations.

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.

In an effort to improve the small sample properties of generalized method of moments (GMM) estimators, a number of alternative estimators have been suggested.