This paper studies the estimation of conditional quantiles of counts.

new methodology that estimates attitudes semiparametrically and estimates actions nonparametrically, as a function of the resulting attitudinal measures, is used to examine the behavioral effects of ‘cultural’ and ‘economic’ preferences in the Presidential elections of 1984 and 1992.

This paper studies the identification of partial differences of nonseparable structural functions.

ExpEnd is a Gauss programme for non-linear generalised method of moments (GMM) estimation of exponential models with endogenous regressors for cross section and panel data.

This paper describes an estimator of the additive components of a nonparametric additive model with a known link function.

We consider the identification of the average treatment effect in models with continuous endogenous variables whose impact is heterogeneous.

This paper discusses some issues related to specification estimation of nonlinear models using panel data.

I study a simple, widely applicable approach to handling the initial conditions problem in dynamic, nonlinear unobserved effects models.

We compare the finite sample performance of a range of tests of linear restrictions for linear panel data models estimated using Generalised Method of Moments (GMM).

This paper reviews econometric methods for dynamic panel data models, and presents examples that illustrate the use of these procedures.