C13, C26, I14 </AbstractSection> Copyright O’Neill and Sweetman; licensee Springer. 2013

The reciprocal relationship between psychiatric and substance use disorders is well-known, yet it remains largely unknown whether mental health morbidity causally leads to addictive behaviours. This paper utilises a fixed effects instrumental variables model, which is identified by time-varying...

Centralized school assignment algorithms must distinguish between applicants with the same preferences and priorities. This is done with randomly assigned lottery numbers, nonlottery tie-breakers like test scores, or both. The New York City public high school match illustrates the latter, using...

This paper puts forward a new instrumental variables (IV) approach for linear panel datamodels with interactive effects in the error term and regressors. The instruments are transformed regressors and so it is not necessary to search for external instruments. The proposed method asymptotically...

Analyses of spatial or network data are now very common. Nevertheless, statistical inference is challenging since unobserved heterogeneity can be correlated across neighboring observational units. We develop an estimator for the variance-covariance matrix (VCV) of OLS and 2SLS that allows for...

We study how estimators used to impute consumption in survey data are inconsistent due to measurement error in consumption. Previous research suggests instrumenting consumption to overcome this problem. We show that, if additional regressors are present in the estimation, then instrumenting...

In the standard generalized method of moments estimation of dynamic panel data models, the constant term is usually omitted from instrument sets. As a result, adding a constant to the dependent variable affects the estimates for models without full period dummies. Omitting the constant term from...

We study how estimators that are used to impute consumption in survey data are inconsistent due to measurement error in consumption. Previous research suggests instrumenting consumption to overcome this problem. We show that, if additional regressors are present, then instrumenting consumption...

Inference about television program substitutability from the consumer perspective is complicated by unobserved shocks to viewership and endogenous programming choices by television networks. High-frequency changes in program scheduling are commonplace in Argentina. This paper uses this variation...

This paper is concerned with inference about an unidentified linear function, L(g), where the function g satisfies the relation Y=g(X)+U; E(U |W)=0. In this relation, Y is the dependent variable, X is a possibly endogenous explanatory variable, W is an instrument for X and U is an unobserved...