This paper uses revealed preference inequalities to provide tight nonparametric bounds on consumer responses to price changes.

This paper presents results from a Monte Carlo study concerning inference with spatially dependent data. It investigates the impact of location/distance measurement errors upon the accuracy of parametric and nonparametric estimators of asymptotic variances.

This paper presents a new estimator for the mixed proportional hazard model that allows for a nonparametric baseline hazard and time-varying regressors. In particular, this paper allows for discrete measurement of the durations as happens often in practice.

This paper considers structural nonparametric random utility models for continuous choice variables.

This paper provides a control function estimator to adjust for endogeneity in the triangular simultaneous equations model where there

We consider the number of unit root tests for micro panels where the number of individuals is typically large, but the number of time periods is often very small.

This paper considers parametric estimation problems with i.i.d. data.

We develop a simulated ML method for short-panel estimation of one or more dynamic linear equations, where the dependent variables are only partially observed through ordinal scales.

The analysis in this paper is motivated by the controversial empirical findings and by recent developments in econometrics for partial identification.

We introduce test statistics based on generalized empirical likelihood methods that can be used to test simple hypotheses involving the unknown parameter vector in moment condition time series models.