The smearing effect of kernel estimates of the local density, local proportions and local means is used as a means for the construction of anonymized maps. The standard anonymization criteria were derived for the display of case numbers of a predefined area system. However, for kernel estimates...

In this paper, we address the identification and estimation of insurance models where insurees have private information about their risk and risk aversion. The model includes random damages and allows for several claims, while insurees choose from a finite number of coverages. We show that the...

We develop a practical way of addressing the Errors-In-Variables (EIV) problem in the Generalized Method of Moments (GMM) framework. We focus on the settings in which the variability of the EIV is a fraction of that of the mismeasured variables, which is typical for empirical applications. For...

The smearing effect of kernel estimates of the local density, local proportions and local means is used as a means for the construction of anonymized maps. The standard anonymization criteria were derived for the display of case numbers of a predefined area system. However, for kernel estimates...

This paper considers nonparametric estimation and inference in first-order autoregressive (AR(1)) models with deterministically time-varying parameters. A key feature of the proposed approach is to allow for time-varying stationarity in some time periods, time-varying nonstationarity (i.e., unit...