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".

In fuzzy regression discontinuity (FRD) designs, the treatment effect is identified through a discontinuity in the conditional probability of treatment assignment. We show that when identification is weak (i.e. when the discontinuity is of a small magnitude) the usual t-test based on the FRD...

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 introduces a rank-based test for the instrumental variables regression model that dominates the Anderson-Rubin test in terms of finite sample size and asymptotic power in certain circumstances. The test has correct size for any distribution of the errors with weak or strong...

We develop a nonparametric approach that allows for discrimination among alternative models of entry in first-price auctions. Three models of entry are considered: those of Levin and Smith (1994), Samuelson (1985), and a new model in which the information received at the entry stage is...

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...

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