A simple root n consistent, asymptotically normal semiparametric estimator of the coefficient vector beta in the latent variable specification y = L (beta'x + e) is constructed. The distribution of e is unknown and may be correlated with x or be conditionally heteroscedastic, e.g., x can contain...

This paper characterizes all utility derived demand systmes having Engel curves that are linear in both income and an arbitrary function of income. This class encompasses virtually all utility derived demand systems that have been estimated in the past using ag gregate data with explicit...

This paper considers identification and estimation of the effect of a mismeasured binary regressor in a nonparametric or semiparametric regression, or the conditional average effect of a binary treatment or policy on some outcome where treatment may be misclassified. Failure to account for...