Abstract Some linkages between kernel and penalty methods of density estimation are explored. It is recalled that classical Gaussian kernel density estimation can be viewed as the solution of the heat equation with initial condition given by data. We then observe that there is a direct...

When we control for worker characteristics, we are able to directly test theories of efficiency wages and fairness. We find that high-quality workers continue to be associated with good outcomes. High-wage strategies are also associated with better won-lost performance and higher attendance...

Estimation of mixture densities for the classical Gaussian compound decision problem and their associated (empirical) Bayes rules is considered from two new perspectives. The first, motivated by Brown and Greenshtein, introduces a nonparametric maximum likelihood estimator of the mixture density...

Recent software developments are reviewed from the vantage point of reproducible econometric research. We argue that the emergence of new tools, particularly in the open-source community, have greatly eased the burden of documenting and archiving both empirical and simulation work in...

The familiar logit and probit models provide convenient settings for many binary response applications, but a larger class of link functions may be occasionally desirable. Two parametric families of link functions are investigated: the Gosset link based on the Student t latent variable model...