A game theoretic approach for formulating simultaneous equations models for dummy endogenous variables is proposed and applied to a study of husband/wife labor force participation. A distinctive feature of our approach is that the simultaneous model is derived from optimizing behavior as an...

This paper is an attempt to review some of the most significant contributions of Jean-Jacques Laffont to the applied side of economics. Early in his career, Laffont took the view that economic science is a tool for action. After some work on econometric methods rooted in some deep economic...

This paper establishes nonparametric identification of individual treatment effects in a nonseparable model with a binary endogenous regressor. The outcome variable may be continuous, discrete, or a mixture of both, while the instrumental variable can take binary values. First, we study the case...

This paper establishes nonparametric identification of individual treatment effects in a nonseparable model with a binary endogenous regressor. The outcome variable may be continuous, discrete, or a mixture of both, while the instrumental variable can take binary values. First, we study the case...

A procedure for testing the signicance of a subset of explanatory variables in a nonparametric regression is proposed. Our test statistic uses the kernel method. Under the null hypothesis of no effect of the variables under test, we show that our test statistic has a nhp2/2 standard normal...

In this thesis, we study nonparametric identification of first-price auction models and propose a semi-nonparametric simulated integratedmoment estimation method to recover the underlying value distribution.In the first essay, we investigate the nonparametric identification of the first-price...

This dissertation explores three issues regarding mutual funds. The first chapter examines the ability of government bond fund managers to time the market, based on their holdings of Treasury securities during the period 1997-2006. We find that, on average, government bond fund managers exhibit...