The attractiveness of the Regression Discontinuity Design (RDD) in its sharp formulation rests on close similarities with a formal experimental design. On the other hand, it is of limited applicability since rarely individuals are assigned to the treatment group on the basis of a pre-program...

The principal purpose of this paper is to describe the performance of generalized empirical likelihood (GEL) methods for time series instrumental variable models specified by nonlinear moment restrictions when identification may be weak. The paper makes two main contributions. Firstly, we show...

This paper concerns the identification and estimation of a shape-invariant Engel curve system with endogenous total expenditure. The shape-invariant specification involves a common shift parameter for each demographic group in a pooled system of Engel curves. Our focus is on the identification...

Missing values are endemic in the data sets available to econometricians. This paper suggests a unified likelihood-based approach to deal with several nonignorable missing data problems for discrete choice models. Our concern is when either the dependent variable is unobserved or situations when...

Parents with higher education levels have children with higher education levels. However, is this because parental education actually changes the outcomes of children, suggesting an important spillover of education policies, or is it merely that more able individuals who have higher education...

An important objective of empirical research on treatment response is to provide decision makers with information useful in choosing treatments. Manski (2000, 2002, 2003) showed how identification problems generate ambiguity about the identity of optimal treatment choices. This paper studies...

Fixed effects estimators of panel models can be severely biased because of the well-known incidental parameters problem. We show that this bias can be reduced by using a panel jackknife or an analytical bias correction motivated by large T. We give bias corrections for averages over the fixed...

This paper provides weak conditions under which there is nonparametric interval identification of local features of a structural function which depends on a discrete endogenous variable and is nonseparable in a latent variate. The function may deliver values of a discrete or continuous outcome...

Measurement errors in survey data on hourly pay may lead to serious upward bias in low pay estimates. We consider how to correct for this bias when auxiliary accurately measured data are available for a subsample. An application to the UK Labour Force Survey is described. The use of fractional...

This paper presents a method for estimating a class of panel data duration models, under which an unknown transformation of the duration variable is linearly related to the observed explanatory variables and the unobserved heterogeneity (or frailty) with completely known error distributions....