In this paper we define and estimate measures of labor market imperfection in the context of an equilibrium search and matching framework. The method uses readily available data on distributions of unemployment and job durations and wages. We estimate an index of search frictions, the magnitude...

In panel surveys, some observation units drop out before the end of the observation period. This panel attrition should not be ignored if it is related to the variables of interest. Hirano, Imbens, Ridder and Rubin propose the Additively Nonignorable (AN) attrition model to correct for the...

In a model with endogenous regressors, heteroskedastic and autocorrelated (HAC) errors and weak instruments, tests that depend on the data only through the Anderson-Rubin (AR) and Lagrange Multiplier (LM) statistics ignore important information on the regression coefficients. This is in contrast...

Economists who use survey or administrative data for inferences regarding a population may want to combine information obtained from two or more samples drawn from the population. This is the case if there is no single sample that contains all relevant variables. A special case occurs if...

Adult height, as a marker of childhood health, has recently become a focus in understanding the relationship between childhood health and health outcomes at older ages. However, measured height of the older individuals is contaminated by height shrinkage from aging. Height shrinkage, in turn may...

Ridder and Woutersen (2003) have shown that under a weak condition on the baseline hazard there exist root-N consistent estimators of the parameters in a semiparametric Mixed Proportional Hazard model with a parametric baseline hazard and unspecified distribution of the unobserved heterogeneity....

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....