This paper aims to provide empirical researchers with an overview of the methodological issues that arise when estimating total factor productivity at the establishment level, as well as of the existing techniques designed to overcome them. Apart from the well-known simultaneity and selection...

In many clinical studies, researchers are mainly interested in studying the effects of some prognostic factors on the hazard of failure from a specific cause while individuals may failure from multiple causes. This leads to a competing risks problem. Often, due to various reasons such as finite...

While the literature on nonclassical measurement error traditionally relies on the availability of an auxiliary dataset containing correctly measured observations, this paper establishes that the availability of instruments enables the identification of a large class of nonclassical nonlinear...

This paper deals with a nonlinear errors-in-variables model where the distributions of the unobserved predictor variables and of the measurement errors are nonparametric. Using the instrumental variable approach, we propose method of moments estimators for the unknown parameters and...

This paper establishes the asymptotic distribution of extremum estimators when the true parameter lies on the boundary of the parameter space. The boundary may be linear, curved, and/or kinked. The asymptotic distribution is a function of a multivariate normal distribution in models without...

This paper establishes a central limit theorem (CLT) for empirical processes indexed by smooth functions. The underlying random variables may be temporally dependent and non-identically distributed. In particular, the CLT holds for near epoch dependent (i.e., functions of mixing processes)...

This paper presents several stochastic equicontinuity results that are useful for establishing the asymptotic properties of estimators and tests in parametric, semiparametric, and nonparametric econometric models. In particular, they can be applied straightforwardly in the estimation and testing...