Many widely used models, including proportional hazards models with un- observed heterogeneity, can be written in the form (Y ) = min[ 0 X + U; C], where is an unknown increasing function, the error term U has unknown distribution function and is independent of X, C is a random censoring...

This paper presents some Monte Carlo results on the dependence on n and T of the convergence in probability and distribution of key parameters of the modified logit model of Amemiya and Nold and the generalisation of this model to the case where the error term follows an AR(1) process. Results...

This paper proposes a method of estimating marginal tax rates using nonparametric regression techniques, and the income and tax data obtained from the Individual Tax Model Files. Our method yields estimates of average marginal effective tax rates on personal income which are significantly...