This article is motivated by the difficulty of applying standard simulation techniques when identification constraints or theoretical considerations induce covariance restrictions in multivariate models. To deal with this difficulty, we build upon a decomposition of positive definite matrices...

This article estimates a partially linear model that permits non-linearities of unspecified form in the school quality-earnings relationship. It examines the joint effect of teacher education and pupil-teacher ratios on 1990 earnings using NLSY data. It finds some evidence of non-linearities in...

Time-constant assumptions in discrete-response heterogeneity models can often be violated. To address this, a time-varying heterogeneity approach to model unobserved heterogeneity in ordered response data is considered. A Markov switching random parameters structure (which accounts for...