We consider the identification of counterfactual distributions and treatment effects when the outcome variables and conditioning covariates are observed in separate data sets. Under the standard selection on observables assumption, the counterfactual distributions and treatment effect parameters...

By using nonparametric kernel estimation method and a central limit theorem for degenerate U-statistics of order higher than two, the authors develop several consistent model specification tests in the context of a nonparametric regression model. These include tests for omitted variables, tests...

We develop a √"n"-consistent and asymptotically normal estimator of the parameters (regression coefficients and threshold points) of a semiparametric ordered response model under the assumption of independence of errors and regressors. The independence assumption implies shift restrictions...

Exploiting a rich panel data set on anti-ulcer drug prescriptions, we measure the effects of uncertainty and learning in the demand for pharmaceutical drugs. We estimate a dynamic matching model of demand under uncertainty in which patients learn from prescription experience about the...