We present an approach to association studies involving a dozen or so `response' variables and a few hundred `explanatory' variables which emphasizes transparency, simplicity, and protection against spurious results. The methods proposed are largely non-parametric, and they are systematically...

A transformation kernel density estimator that is suitable for heavy-tailed distributions is discussed. Using a truncated Beta transformation, the choice of the bandwidth parameter becomes straightforward. An application to insurance data and the calculation of the value-at-risk are presented.

This paper compares the effects of weather shocks on agricultural production in Britain, France and Germany during the late nineteenth century. Using semi- parametric models to estimate the non-linear agro-weather relationship, we find that weather shocks explain between one and two-thirds of...

This thesis is a collection of three essays with contributions to the intergenerational and intra-generational mobility literature. The essay on full risk insurance and measurement error examines the likelihood that measurement error may reconcile observed departures from perfect rank immobility...

This paper examines the evolution of wealth distribution in France during the urbanization process of the nineteenth century, based on a comprehensive dataset of individual inheritances. It presents a spatial decomposition between rural and urban areas, distinguishing Paris from the rest of...

The objective of the article has consisted of a cross-sectional and longitudinal analysis of the economic poverty state during the period 1985-1995, using the Panel Household Budget Survey for this period of time. The three aspects of poverty incidence, intensity and inequality in the left tail...

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A bank that lends money to a household faces two types of risk. Most commonly mentioned is the risk of a default. Hardly ever referred to is the risk of an early redemption of the loan - leading to dormancy. We model consumer loans' transition from an active to a dormant state and estimate a...