This paper considers two classes of semiparametric nonlinear regression models, in which nonlinear components are introduced to reflect the nonlinear fluctuation in the mean. A general estimation and testing procedure for nonparametric time series regression under the strong-mixing condition is...

We obtain minimax lower and upper bounds for the expected distortion redundancy of empirically designed vector quantizers. We show that the mean squared distortion of a vector quantizer designed from $n$ i.i.d. data points using any design algorithm is at least $\Omega (n^{-1/2})$ away from the...

How has the microcredit movement managed to push financial frontiers? Theory shows that if borrowers vary in unobservable risk, then group‐based, joint liability contracts price for risk more accurately than individual contracts, provided that borrowers match with others of similar project...

We provide a finite sample inference method for the structural parameters of a semiparametric binary response model under a conditional median restriction originally studied by Manski (1975, 1985). Our inference method is valid for any sample size and irrespective of whether the structural...

We model the log-cumulative baseline hazard for the Cox model via Bayesian, monotonic P-splines. This approach permits fast computation, accounting for arbitrary censorship and the inclusion of nonparametric effects. We leverage the computational efficiency to simplify effect interpretation for...

We address empirically the issues of the optimality of simple linear compensation contracts and the importance of asymmetries between firms and workers. For that purpose, we consider contracts between the French National Institute of Statistics and Economics (Insee) and the interviewers it hired...

This paper presents identification and estimation results for a flexible state space model. Our modification of the canonical model allows the permanent component to follow a unit root process and the transitory component to follow a semiparametric model of a higher‐order...

This paper considers identification and estimation of the Quantile Treatment Effect on the Treated (QTT) under a straightforward distributional extension of the most commonly invoked Mean Difference in Differences Assumption used for identifying the Average Treatment Effect on the Treated (ATT)....

In this paper, I assess the employment and income effect of divorce for women in West Germany between 2000 and 2005. With newly available administrative data that allows me to adopt a causal approach, I find strong negative employment effects with respect to marginal employment and strong...

The key assumption in regression discontinuity analysis is that the distribution of potential outcomes varies smoothly with the running variable around the cutoff. In many empirical contexts, however, this assumption is not credible; and the running variable is said to be manipulated in this...