This paper considers the semiparametric identification of endogenous and exogenous peer effects based on group size variation. We show that Lee (2006)'s linear-in-means model is generically identified, even when all members of the group are not observed. While unnecessary in general,...

Since the late 90s, Regression Discontinuity (RD) designs have been widely used to estimate Local Average Treatment Effects (LATE). When the running variable is observed with continuous measurement error, identification fails. Assuming non-differential measurement error, we propose a consistent...

This paper considers the identification and estimation of an extension of Roy's model (1951) of occupational choice, which includes a non-pecuniary component in the decision equation and allows for uncertainty on the potential outcomes. This framework is well suited to various economic contexts,...

It is often believed that without instrument, endogenous sample selection models are identified only if a covariate with a large support is available (see Chamberlain, 1986, and Lewbel, 2007). We propose a new identification strategy mainly based on the condition that the selection variable...

In this paper, we build a new test of rational expectations based on the marginal distributions of realizations and subjective beliefs. This test is widely applicable, including in the common situation where realizations and beliefs are observed in two different datasets that cannot be matched....

This article presents the eqregsel command for implementing the estimation and bootstrap inference of sample selection models via extremal quantile regression. The command estimates a semiparametric sample selection model without instrument or large support regressor, and outputs the point...

We consider the estimation of a semiparametric location-scale model subject to endogenous selection, in the absence of an instrument or a large support regressor. Identification relies on the independence between the covariates and selection, for arbitrarily large values of the outcome. In this...

We consider the identification of and inference on a partially linear model, when the outcome of interest and some of the covariates are observed in two different datasets that cannot be linked. This type of data combination problem arises very frequently in empirical microeconomics. Using...

Econometric evaluations of public-sponsored training programmes generally find littleevidence of an impact of such policies on transition rates out of unemployment. We performthe first evaluation of training effects for the unemployed adults in France, exploiting a uniquelongitudinal dataset...

This survey is devoted to the statistical analysis of duration models and point processes. Thefirst section introduces specific concepts and definitions for single-spell duration models.Section two is devoted to the presentation of conditional duration models which incorporatethe effects of...