We propose a new nonparametric test of stochastic monotonicity which adapts to the unknown smoothness of the conditional distribution of interest, possesses desirable asymptotic properties, is conceptually easy to implement, and computationally attractive.
This paper studies the properties of generalised empirical likelihood (GEL) methods for the estimation of and inference on partially identifi ed parameters in models specifi ed by unconditional moment inequality constraints.
This article reviews recent advances in fi xed effect estimation of panel data models for long panels, where the number of time periods is relatively large.
This paper provides a method to construct simultaneous con dfience 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.
In the regression discontinuity design (RDD), it is common practice to assess the credibility of the design by testing the continuity of the density of the running variable at the cut-off, e.g., McCrary (2008). In this paper we propose a new test for continuity of a density at a point based on the so-called g-order statistics, and study its properties under a novel asymptotic framework.
It is almost self-evident that social interactions can determine economic behavior and
outcomes. Yet, information on social ties does not exist in most publicly available and widely
used datasets. We present methods to recover information on the entire structure of social
networks from observational panel data that contains no information on social ties between
individuals.
