We study the asymptotic distribution of three-step estimators of a finite dimensional parameter vector where the second step consists of one or more nonparametric regressions on a regressor that is estimated in the first step. The first step estimator is either parametric or non-parametric....

Abstract Ridder and Woutersen (Ridder, G., and T. Woutersen. 2003. “The Singularity of the Efficiency Bound of the Mixed Proportional Hazard Model.” Econometrica 71: 1579–1589) have shown that under a weak condition on the baseline hazard, there exist root-N consistent estimators of the...

Abstract We propose a new approach to statistical inference on parameters that depend on population parameters in a non-standard way. As examples we consider a parameter that is interval identified and a parameter that is the maximum (or minimum) of population parameters. In both examples we...

This paper is a case study of the use of public use administrative data for the estimation of empirical relations when key dependent variables are not available in the data. It is shown that the out-of-hospital mortality rates can be identified using the patient discharge data without...

We consider the estimation of nonlinear models with mismeasured explanatory variables, when information on the marginal distribution of the true values of these variables is available. We derive a semi-parametric MLE that is is shown to be pn consistent and asymptotically normally distributed....

We specify and estimate an equilibrium job search model with productivity differences across labor market segments The model allows for two types of unemployment: frictional unemployment due to search frictions and structural unemployment due to wage floors Wage floors exist because of high...

In Belgium welfare agencies receive a subsidy to employ welfare recipients for a period sufficiently long to entitle them to benefits of the contributory social insurance program This work experience program without any training content is called Social Employment (SE) This paper investigates...

We analyze the impact of unemployment benefits and minimum wages using an equilibrium search model which allows for dispersion of benefits and productivity levels job-to-job transitions and structural and frictional unemployment The estimation method uses readily available aggregate data on...

In Belgium welfare agencies receive a subsidy to employ welfare recipients for a period sufficiently long to entitle them to unemployment benefits This work experience program is called Social Employment (SE) We investigate the effect of SE on the exit rate from welfare We propose a grouping/IV...

This article reviews the results of an impact evaluation of small-scale rural infrastructure projects in health, water, and education financed by the Bolivian Social Investment Fund. The impact evaluation used panel data on project beneficiaries and control or comparison groups and applied...