A standard test for weak instruments compares the first-stage F-statistic to a table of critical values obtained by Stock and Yogo (2005) using simulations. We derive a closed-form solution for the expectation from which these critical values are derived, as well as present some second-order...

The Poisson regression model remains an important tool in the econometric analysis of count data. In a pioneering contribution to the econometric analysis of such models, Lung-Fei Lee presented a specification test for a Poisson model against a broad class of discrete distributions sometimes...

The Great Chinese Famine of 1959-1961 is puzzling, since despite the high death rates, there is no discernable diminution in height amongst the majority of cohorts who were exposed to the famine in crucial growth years. An explanation is that shorter children experienced greater mortality and...

This paper asks which sub-groups of the population are affected by the payment of a small cash incentive to respond to a telephone survey. We find that an incentive improves response rates primarily amongst those individuals with the longest history of income support receipt. Importantly, these...

This paper compares two approaches to analyzing longitudinal discrete-time binary outcomes. Dynamic binary response models focus on state occupancy and typically specify low-order Markovian state dependence. Multi-spell duration models focus on transitions between states and typically allow for...

This paper considers the estimation of dynamic threshold regression models with fixed effects using short panel data. We examine a two-step method, where the threshold parameter is estimated nonparametrically at the N-rate and the remaining parameters are estimated by GMM at the ÍN-rate. We...