This paper estimates food Engel curves using data from the first wave of the Survey on Health, Aging and Retirement in Europe (SHARE). Our statistical model simultaneously takes into account selectivity due to unit and item nonresponse, endogeneity problems, and issues related to flexible...

Although surveys routinely ask respondents to evaluate various aspects of their life on an ordered scale, there is concern about interpersonal comparability of these self-assessments. Statistically, the problem is one of identification in ordered response models with heterogeneous thresholds. As...

This paper proposes a procedure for efficient estimation of the trimmed mean of a random variable conditional on a set of covariates. For concreteness, the paper focuses on a financial application where the trimmed mean of interest corresponds to the conditional expected shortfall, which is...

We study the long-term consequences of war on health and human capital of Europeans born during the first half of the twentieth century, a period that has been termed the "era of two world wars". This period includes not only WW1 and WW2, but also the Spanish Flu and a long series of armed con...

This paper studies the effects of episodes of stress, poor health, financial hardship and hunger earlier in life on education and health in later life. As a source of identification, we exploit the huge temporal and regional variation of war-related events in Europe during the period from the...

Although population-based surveys are now considered the "gold standard" for estimating HIV prevalence, they are usually plagued by problems of nonignorable non- response. This paper uses the partial identification approach to assess the uncertainty caused by missing HIV status due to unit and...

Understanding the variability of survival probabilities, both between and within cohorts, is important to economists who study life-cycle decisions under uncertainty. In this paper we analyze the subjective probabilities of survival to specific target ages provided by respondents to the Survey...

We investigate the relationship between ageing, cognitive abilities and retirement using the Survey on Health, Ageing and Retirement in Europe (SHARE), a household panel that offers the possibility of comparing several European countries using nationally representative samples of the population...

Given a scalar random variable Y and a random vector X defined on the same probability space, the conditional distribution of Y given X can be represented by either the conditional distribution function or the conditional quantile function. To these equivalent representations correspond two...

Recent literature on panel data has emphasized the importance of accounting for time-varying unobserved heterogeneity, which may stem either from time-varying omitted variables or macro-level shocks that affect each individual unit differently. In this paper, we propose a computationally...