Methods

This paper analyses the trade-off between the incentive effects of increased uncertainty and the welfare benefits of risk-sharing in the design of optimal tax schedules.

This paper uses revealed preference restrictions and nonparametric statistical methods to bound true cost-of-living indices.

This paper considers the relationship between two general neutral business tax structures, which we label the firm tax and the shareholder tax.

We consider the estimation of Cobb-Douglas production functions using panel data covering a large sample of companies observed for a small number of time periods.

The demand for certain types of health care services depends on decisions of both the individual and the health care provider.

In this paper we examine the panel data estimation of dynamic models for count data that include correlated fixed effects and predetermined variables.

This paper make straightforward extensions to Anderson's (1996) nonparametric

DPD98 for Gauss is a programme written in Gauss by Arellano and Bond to estimate dynamic panel data models using GMM.

When an income tax or tax-benefit system is applied to the distribution of personal incomes, three effects on the distribution of peoples' living standards can be discerned.

The system GMM estimator in dynamic panel data models combines moment conditions for hte differenced equation with moment conditions for the model in levels.

This paper uses non-parametric regression with smoothness induced by imposition of a roughness penalty to estimate time-dependent relationships between age and intakes of energy, total fat and saturated fatty acids employing data on household food acquisitions from a continuous survey covering the period 1975-94.

Estimation of the dynamic error components model is considered using two alternative linear estimators that are designed to improve the properties of the standard first-differenced GMM estimator.

This book presents the results of the analysis discussed at a conference in July 1996 for users and providers of Family Expenditure Survey Data

We investigate the finite sample performance of a Lagrange Multiplier specification test for competing-risks duration models developed by Pudney and Thomas (1995).

For small group sizes, the Generalised Least Squares (CLS) estimator in multilevel models is biased and inconsistent when the random cluster effects are correlated with the regressors.