Methods

Many empirical questions concern target parameters selected through optimization. For example, researchers may be interested in the effectiveness of the best policy found in a randomized trial, or the best-performing investment strategy based on historical data.

Researchers are often interested in the relationship between two variables, with no single data set containing both.

This paper analyzes Structural Vector Autoregressions (SVARs) where identification of structural parameters holds locally but not globally.

We propose a new simulation-based estimation method, adversarial estimation, for structural models.

We propose a framework for estimation and inference when the model may be misspecified.

This paper builds on Bonhomme (2012) to develop a method to systematically construct moment conditions for dynamic panel data logit models with fixed effects.

Manufacturers frequently pay fees to supermarkets when they temporarily reduce prices of their products.

In an important class of econometric problems, researchers select a target parameter by maximizing the Euclidean norm of a data-dependent vector.

Uncertainty about the choice of identifying assumptions is common in causal studies, but is often ignored in empirical practice.

This paper is concerned with learning decision makers’ preferences using data on observed choices from a finite set of risky alternatives.

We consider both l0-penalized and l0-constrained quantile regression estimators.

We investigate whether growing up in a socialist country affects the development of competitiveness by comparing three Korean groups in South Korea, born and raised in three countries with distinct institutional environments: South Korea, North Korea, and China.

We investigate state-dependent effects of fiscal multipliers and allow for endogenous sample splitting to determine whether the US economy is in a slack state.

In this paper, we estimate the time-varying COVID-19 contact rate of a Susceptible-Infected-Recovered (SIR) model.

This paper studies inference of preference parameters in semiparametric discrete choice models when these parameters are not point-identified and the identified set is characterized by a class of conditional moment inequalities.

We provide a new full-commitment intertemporal collective household model to estimate resource shares, defined as the fraction of household expenditure enjoyed by household members.

This paper provides a method to construct simultaneous confidence bands for quantile functions and quantile effects in nonlinear network and panel models with unobserved two-way effects, strictly exogenous covariates, and possibly discrete outcome variables.

Using new data from the Understanding Society: COVID 19 survey collected in April 2020, we show how the aggregate shock caused by the pandemic affects individuals across the distribution.

In this paper we discuss the value of international comparative empirical studies within the broad field of the economics of ageing. We argue the value is particularly great when such comparative research is based on long life-history data on participants, collected using large-scale autobiographical life-history methods.

This paper demonstrates the use of bounds analysis for empirical models of market structure that allow for multiple equilibria.