’ incomes on individual effort in both datasets. The individual’s rank in the income distribution is a stronger determinant of … is also affected by comparisons over time: those who received higher income offers or enjoyed higher income rank in the … past exert lower levels of effort for a given current income and rank. …

, robust statistical inference and estimation subject to constraints. The method can be viewed as ‘empirical likelihood with …

We investigate a new separable nonparametric model for time series, which includes many ARCH models and AR models …

The nonparametric censored regression model, with a fixed, known censoring point (normalized to zero), is y = max[0,m … estimators of m(x) and its derivatives. The convergence rate is the same as for an uncensored nonparametric regression and its … heteroscedasticity. We also extend the estimator to the nonparametric truncated regression model, in which only uncensored data points …

nonparametric and semiparametric specifications. …