estimation bandwidth shrinking even as the sample size increases. Second, estimates may be biased if the time-series properties …

interpolation are pointed out. Illustrative examples of cost function estimation are provided …

We consider nonparametric identification and estimation in a nonseparable model where a continuous regressor of … endogenous assignment variable (like previous earnings). We provide new results on identification and estimation for these …

without a degrees of freedom adjustment), applied to the fixed effects estimator for panel data with serially uncorrelated … (with or without a degrees of freedom adjustment), applied to the fixed effects estimator for panel data with serially …

We consider a linear panel event-study design in which unobserved confounds may be related both to the outcome and to …

proposed by Papke and Wooldridge, 1996, 2008, in univariate cross-sectional and panel contexts. The paper discusses the … econometric strategies for share model estimation. The paper then goes on to discuss the univariate fractional regression … estimation strategies proposed by Papke and Wooldridge and to extend the fractional regression approach to estimation of and …

In this paper we analyze estimation of coefficients in regression models under moment restrictions where the moment … an application based on omitted ability bias in estimation of wage regressions. The National Longitudinal Survey Young … education, experience and earnings in the 1% sample of the 1980 U.S. Census and using these moments to construct weights for …