The aim of this paper is to provide an alternative way of specification and estimation of a labor supply model. The proposed estimation procedure can be included in the so called predicted wage methods and its main interest is twofold. First, under standard assumptions in studies of labor...

This paper discusses the problem of testing misspecifications in semiparametric regression models for a large family of econometric models under rather general conditions on not further specified semiparametric estimators. We focus on mainly three issues that typically arise in econometrics....

The aim of this paper is to provide an alternative way of specification and estimation of a labor supply model. The proposed estimation procedure can be included in the so called predicted wage methods and its main interest is twofold. First, under standard assumptions in studies of labor...

This paper is concerned with the estimation and inference of nonparametric and semiparametric additive models in the presence of discrete variables and dependent observations. Among the different estimation procedures, the method introduced by Linton and Nielsen, based in marginal integration,...

In this paper we analyze empirically different specifications of a sample selection model. We are interested in how the estimates vary across alternative assumptions concerning the joint conditional distribution of the sample selection equation errors, such us the specification of error...

In this paper we analyze empirically different specifications of a sample selection model. We are interested in how the estimates vary across alternative assumptions concerning the joint conditional distribution of the sample selection equation errors, such us the specification of error...

In this paper we analyze empirically different specifications of a sample selection model. We are interested in how the estimates vary across alternative assumptions concerning the joint conditional distribution of the sample selection equation errors, such us the specification of error...

This paper is concerned with the estimation and inference of nonparametric and semiparametric additive models in the presence of discrete variables and dependent observations. Among the different estimation procedures, the method introduced by Linton and Nielsen, based in marginal integration,...

The dissertation consists of three essays. The main focus is set on semiparametric regression modeling, which embodies the strength of parametric and nonparametric regression models in terms of flexibility, dimensionality and interpretability. The first essay is “Some Recent Advances in...