Respondent driven sampling (RDS) is a network sampling technique typically employed for hard-to-reach populations (e.g. drug users, men who have sex with men, people with HIV). Similar to snowball sampling, initial seed respondents recruit additional respondents from their network of friends....

In this paper we develop a measure of current "expenditures" on housing services for owner-occupiers. Having such a measure is important for measuring the relative welfare of households, especially when comparing renters and owners and for measuring inflation. From a theoretical perspective...

This paper studies the properties of generalised empirical likelihood (GEL) methods for the estimation of and inference on partially identified parameters in models specified by unconditional moment inequality constraints. The central result is, as in moment equality condition models, a large...

In January 2009 Germany introduced incentive regulation for the electricity distribution sector based on results obtained from econometric and nonparametric benchmarking analysis. One main problem for the regulator in assigning the relative efficiency scores are unobserved firm-specific factors...

We investigate a method for extracting nonlinear principal components. These principal components maximize variation subject to smoothness and orthogonality constraints; but we allow for a general class of constraints and densities, including densities without compact support and even densities...

We use futures instead of forward rates to study the complete maturity spectrum of the forward premium puzzle from two days to six months. At short maturities the slope coefficient is positive, but these turn negative as the maturity increases to the monthly level. Futures data allow us to...

Although hybrid choice models are fairly popular nowadays, the way in which different types of latent variables are considered into the utility function has not been extensively analysed. Latent variables accounting for attitudes resemble socioeconomic characteristics and, therefore, systematic...

This paper introduces a general method to convert a model defined by moment conditions involving both observed and unobserved variables into equivalent moment conditions involving only observable variables. This task can be accomplished without introducing infinite-dimensional nuisance...