The focus of the paper is the nonparametric estimation of an instrumental regression function P defined by conditional moment restrictions stemming from a structural econometric model : E[Y-P(Z)|W]=0 and involving endogenous variables Y and Z and instruments W. The function P is the solution of...

This paper analyzes the dynamics of wages and workers' mobility within firms with a hierarchical structure of job levels. The theoretical model proposed by Gibbons and Waldman (1999), that combines the notions of human capital accumulation, job rank assignments based on comparative advantage and...

We provide new characterization results for the value of games in partition function form. In particular, we use the potential of a game to dene the value. We also provide a characterization of the class of values which satises one form of reduced game consistency.

I introduce the HESSIAN method for semi-Gaussian state space models with univariate states. The vector of states a=(a^1; ... ; a^n) is Gaussian and the observed vector y= (y^1 ; ... ; y^n ) need not be. I describe a close approximation g(a) to the density f(a|y). It is easy and fast to evaluate...