Since the early 1980s, the econometric analysis of duration variables has become widespread. This chapter provides an overview of duration analysis, with an emphasis on the specification and identification of duration models, and with special attention to models for multiple durations. Most of...

Across many disciplines, the fixed effects estimator of linear panel data models is the default method to estimate causal effects with nonexperimental data that are not confounded by time-invariant, unit-specific heterogeneity. One feature of the fixed effects estimator, however, is often...

Kernel density estimation (KDE) has been prominently used to measure poverty from grouped data (Sala-i-Martin, 2006, QJE). In this paper we analyze the performance of this method. Using Monte Carlo simulations for plausible income distributions and unit data from several household surveys, we...

Grouped data have been widely used to analyze the global income distribution because individual records from nationally representative household surveys are often unavailable. In this paper we evaluate the performance of nonparametric density smoothing techniques, in particular kernel density...

This paper firstly aims to evaluate the incidence of measurement error affecting the main variables collected in surveys on consumption. The assessment is carried out on two Tanzania surveys which provide both diary and panel data. Diary data can be employed to obtain reliability coefficients...

We examine economic mobility in India while rigorously accounting for measurement error. Such an analysis is imperative to fully understand the welfare effects of the rise in inequality that has occurred in India over the past few decades. To proceed, we extend recently developed methods on the...

This paper uses Colombian household survey data collected over the period 1984-2005 to estimate Gini coeficients along with their corresponding standard errors. We find a statistically signicant increase in wage income inequality following the adoption of the liberalisation measures of the early...

This paper reviews recent developments in nonparametric identification of measurement error models and their applications in applied microeconomics, in particular, in empirical industrial organization and labor economics. Measurement error models describe mappings from a latent distribution to...

We model credit rating histories as continuous-time discrete-state Markov processes. Infrequent monitoring of the debtors' solvency will result in erroneous observations of the rating transition times, and consequently in biased parameter estimates. We develop a score test against such...