Using longitudinal data on more than 2,000 Russian families spanning the period between 2007 and 2010, this paper estimates the impact of the 2009 global financial crisis on food expenditures, health care expenditures, and doctor visits in Russia. The primary estimation strategy adopted is the...

Nonparametric regression is developed for data with both a temporal and a cross-sectional dimension. The model includes additive, unknown, individual-specific components and allows also for cross-sectional and temporal dependence and conditional heteroscedasticity. A simple nonparametric...

Understanding and quantifying the determinants of the number of sectors or firms exporting in a given country is of relevance for the assessment of trade policies. Estimation of models for the number of exporting sectors, however, poses a challenge because the dependent variable has both a lower...

How and by how much do supervisors enhance worker productivity? Using a company-based data set on the productivity of technology-based services workers, supervisor effects are estimated and found to be large. Replacing a boss who is in the lower 10% of boss quality with one who is in the upper...

We examine individuals’ distributional orderings in a number of contexts. This is done by using a questionnaire-experiment that is presented to respondents in any one of seven “flavours” or interpretations of the basic distributional problem. The flavours include inequality, risk, social...

In the estimation of parametric models for stationary spatial or spatio-temporal data on a d-dimensional lattice, for d ≥ 2, the achievement of asymptotic efficiency under Gaussianity, and asymptotic normality more generally, with standard convergence rate, faces two obstacles. One is the...

This paper introduces a nonparametric Granger-causality test for covariance stationary linear processes under, possibly, the presence of long-range dependence. We show that the test is consistent and has power against contiguous alternatives converging to the parametric rate T-½. Since the test...

For a particular conditionally heteroscedastic nonlinear (ARCH) process for which the conditional variance of the observable sequence rt is the square of an inhomogeneous linear combination of rs, s < t, we give conditions under which, for integers 1 > 2, r' has long memory autocorrelation and normalized partial sums of ri converge to fractional...</t,>