Abstract This paper reports the results of a Monte Carlo simulation study, which accompanies Marmer, Feir, and Lemieux, "Weak Identification in Fuzzy Regression Discontinuity Designs".

For decades in North America and Australia, indigenous children were forcibly removed from their homes and placed in boarding schools. These schools had the stated goal of cultural assimilation and are perceived to have been an educational failure. I offer the first causal evidence on the long...

I investigate the trends and sources of the Aboriginal/non-Aboriginal annual earnings gap and the on-reserve annual earnings penalty. Three sources of these gaps are considered: differences in weeks worked, weekly earnings due to characteristics, and returns. I find that earnings differences...

Implications of nonlinearity, nonstationarity and misspecification are considered from a forecasting perspective. My model allows for small departures from the martingale difference sequence hypothesis by including a nonlinear component, formulated as a general, integrable transformation of the...

This paper contains supplemental material for Gao, Hnatkovska, and Marmer (2013) "Limited Participation in International Business Cycle Models: A Formal Evaluation".

In this paper, we argue that limited asset market participation (LAMP) plays an important role in explaining international business cycles. We show that when LAMP is introduced into an otherwise standard model of international business cycles, the performance of the model improves significantly,...

This essay surveys results for linear time series including Wold decomposition, properties of spectral density functions and lag operators, autoregressive moving average models, Beveridge–Nelson decomposition, and Phillips–Solo device for deriving asymptotics.

We propose a quantile-based nonparametric approach to inference on the probability density function (PDF) of the private values in first-price sealed-bid auctions with independent private values. Our method of inference is based on a fully nonparametric kernel-based estimator of the quantiles...

This paper proposes several testing procedures for comparison of misspecified calibrated models. The proposed tests are of the Vuong-type (Vuong, 1989; Rivers and Vuong, 2002). In our framework, the econometrician selects values for model’s parameters in order to match some characteristics of data...

We propose a quantile-based nonparametric approach to inference on the probability density function (PDF) of the private values in first-price sealed-bid auctions with independent private values. Our method of inference is based on a fully nonparametric kernel-based estimator of the quantiles...