We consider the problem of choosing two bandwidths simultaneously for estimating the difference of two functions at given points. When the asymptotic approximation of the mean squared error (AMSE) criterion is used, we show that minimization problem is not well-defined when the...

This paper examines changes in the distribution of wages using bounds to allow for the impact of non-random selection into work. We show that worst case bounds can be informative. However, since employment rates in the UK are often low they are not informative about changes in educational or...

This paper develops a concrete formula for the asymptotic distribution of two-step, possibly non-smooth semiparametric M-estimators under general misspecification. Our regularity conditions are relatively straightforward to verify and also weaker than those available in the literature. The...

In this paper, we consider a two period decision problem, where the feasible set is the set of "certain x uncertain" consumption pairs. That is the decision maker chooses (x, m) in a feasible set, where x is a certain first period consumption and m is a random second period consumption, a Borei...

We present a simple way to estimate the effects of changes in a vector of observable variables X on a limited dependent variable Y when Y is a general nonseparable function of X and unobservables. We treat models in which Y is censored from above or below or potentially from both. The basic idea...

This chapter reviews recent advances in nonparametric and semiparametric estimation, with an emphasis on applicability to empirical research and on resolving issues that arise in implementation. It considers techniques for estimating densities, conditional mean functions, derivatives of...

　　 We consider the problem of the bandwidth selection for the sharp regression discontinuity (RD) estimator. The sharp RD estimator requires to estimate two conditional mean functions on the left and the right of the cut-off point nonparametrically. We propose to choose two...