The paper investigates the relationship between work and family life in Britain. Using appropriate statistical techniques we estimate a five-equation model, which includes birth events, union formation, union dissolution, employment and non-employment events. The model allows for unobserved...

CASEbrief02 is a detailed summary of CASEpaper 03, Maternity Leave Policies and Women's Employment after Childbirth: Evidence from the United States, Britain, and Japan, by Jane Waldfogel, Yoshio Higuchi, and Masahiro Abe, which can be downloaded free from the STICERD website at...

This paper uses microdata from the United States, Britain and Japan to examine the effects of family leave coverage on women's employment after childbirth. The United States had no national family leave legislation until 1993, but many women were covered by employer policies. Britain has had...

This paper proposes a class of locally stationary diffusion processes. The model has a time varying but locally linear drift and a volatility coefficient that is allowed to vary over time and space. We propose estimators of all the unknown quantities based on long span data. Our estimation...

We propose a general two-step estimation method for the structural parameters of popular semiparametric Markovian discrete choice models that include a class of Markovian Games and allow for continuous observable state space. The estimation procedure is simple as it directly generalizes the...

Local linear fitting is a popular nonparametric method in nonlinear statistical and econometric modelling. Lu and Linton (2007) established the point wise asymptotic distribution (central limit theorem) for the local linear estimator of nonparametric regression function under the condition of...

Bajari, Benkard and Levin (2007) propose an estimation methodology for a broad class of dynamic optimization problems. To carry out their procedure, one needs to select a set of alternative policy functions and compare the implied expected payoffs with that from the data. We show that this can...

For local and average kernel based estimators, smoothness conditions ensure that the kernel order determines the rate at which the bias of the estimator goes to zero and thus allows the econometrician to control the rate of convergence. In practice, even with smoothness the estimation errors may...

Power law or generalized polynomial regressions with unknown real-valued exponents and coefficients, and weakly dependent errors, are considered for observations over time, space or space-time. Consistency and asymptotic normality of nonlinear least squares estimates of the parameters are...

Many important models, such as index models widely used in limited dependent variables, partial linear models and nonparametric demand studies utilize estimation of average derivatives (sometimes weighted) of the conditional mean function. Asymptotic results in the literature focus on situations...