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

In this paper we estimate the rate of return to firm investments in human capital in the form of formal job training.

This paper evaluates the effect of excise taxes and bans on smoking in public places on the

An outcome is determined by a structural function in which thee¤ect of variables of interest is transmitted through a scalar function of those vari-ables - an index. Multiple sources of stochastic variation are permitted to appear asarguments of the structural function, but not as arguments of the index. Conditionsare provided under which there is local identi?cation of ratios of partial derivativesof the index.

Using many moment conditions can improve efficiency but makes the usual GMM inferences inaccurate.

This paper is concerned with identification of a competing risks model with unknown transformations of latent failure times.

In this paper we examine the importance of heterogeneity and self-selection into schooling for the study of inequality.

The principal purpose of this paper is to adapt to the conditional moment context the GEL unconditional moment methods described in Smith(1997, 2001) and Newey and Smith(2004).

Initially this discussion briefly reviews the contributions of Andrews and Stock and Kitamura.

This paper develops a class of first order equivalent semi-parametric efficient estimators and tests for conditional moment restrictions models based on a local or kernel-weighted version of the Cressie-Read power divergence family of discrepancies.