This paper develops a new efficient estimator for the average treatment effect, if selection for treatment is on observables. The new estimator is linear in the first-stage nonparametric estimator. This simplifies the derivation of the means squared error (MSE) of the estimator as a function of...

We reconsider Taupin’s (2001) Integrated Nonlinear Regression (INLR) estimator for a nonlinear regression with a mismeasured covariate. We find that if we restrict the distribution of the measurement error to the class of range-restricted distributions, then weak smoothness assumptions suffice...

This paper develops a new nonparametric series estimator for the average treatment effect for the case with unconfounded treatment assignment, that is, where selection for treatment is on observables. The new estimator is efficient. In addition we develop an optimal procedure for choosing the...

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....

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...

Throughout Germany real income has trended upward since 1991, but life satisfaction has risen in the East, fallen in the West, and been fairly stable for Germany as a whole. By 1997 the initial excess of West over East Germany was cut by over one-half; since then, the differential has changed...

I consider a model where a principal decides whether to produce one unit of an indivisible good (e.g. a private school) and which characteristics it will contain (emphasis on language or science). Agents (parents) are differentiated along two substitutable dimensions: a vertical parameter that...

This paper provides a synthesis and further development of a global modelling approach introduced in Pesaran, Schuermann andWeiner (2004), where country specific models in the form of VARX* structures are estimated relating a vector of domestic variables, xit, to their foreign counterparts, xit,...

Regulation of the employment contract is both wide spread and diverse. The diversity of regulation is surprising because it suggests that there is little consensus regarding optimal intervention into the labor market. This paper discusses several economic reasons why it may be efficient for...

We explain the proliferation of panel data studies in terms of (i) data availability, (ii) the more heightened capacity for modeling the complexity of human behavior than a single cross-section or time series data can possibly allow, and (iii) challenging methodology. Advantages and issues of...