Using the French data set “2002 Employment Survey�, this paper aims to shed light on the nature of the gender wage differential in France, exploring the added-value of a non-parametric analysis over previous knowledge based on parametric estimates. The parametric...

We study participation and relative earnings in the formal, informal, and self-employed sectors in Bolivia. We estimate quantile earnings equations corrected for self-selectivity to address potential biases in the estimates of relative earnings gaps due to the endogeneity of sector...

Within the independent private-values paradigm, we derive the data-generating process of the winning bid for the last unit sold at multi-unit, sequential, oral, ascending-price auctions when bidder valuations are draws from different distributions; i.e., in the presence of asymmetries. When the...

We propose a simultaneous model specification procedure for the conditional mean and conditional variance in nonparametric and semiparametric time series econometric models. An adaptive and optimal model specification test procedure is then constructed and its asymptotic properties are...

This paper provides conditions for identification and estimation of the conditional or unconditional average effect of a binary treatment or policy on a scalar outcome in models where treatment may be misclassified. Misclassification probabilities and the true probability of treatment are also...

Quantile regression (QR) methods fit a linear model for conditional quantiles, just as ordinary least squares (OLS) regression estimates a linear model for conditional means. An attractive feature of the OLS estimator is that it gives a minimum mean square error approximation to the conditional...

Finite-sample inference methods are developed for quantile regression models. The methods are conservative in that (i) they apply to arbitrary sample sizes without the liberal assumption that sample sizes approach infinity, (ii) they apply when the quantiles are partially or set identified,...

A quadratic function is frequently used in regression to infer the existence of an extremum in a relationship. Examples abound in fields such as economics, epidemiology and environmental science. However, most applications provide no formal test of the extremum. Here we compare the Delta method...

Copulas offer a convenient way of modelling multivariate observations and capturing the intrinsic dependence between the components of a multivariate random variable. A semiparametric method for estimating the dependence parameters of copulas was proposed by Genest, Ghoudi and Rivest (1995), in...

Procedures are developed to compute the proportion of turning points located in the sample path of time series data. It is shown that the proportion of turning points can be directly related to the data generating process. Methods for estimating model parameters are developed using counts of...