This paper derives simple closed-form identi…cation regions for the U.S. nonelderlypopulation's prevalence of health insurance coverage in the presence of household reporting errors.The methods extend Horowitz and Manski's (1995) nonparametric analysis of contaminated samplesfor the case that...

We give two new approaches to testing a conditional form of exogeneity. This conditionensures unconfoundedness and identication of eects of interest in structural systems. Asthese approaches do not rely on the absence of causal eects of treatment under the null,they complement earlier methods of...

The literature assessing the efficacy of the Food Stamp Program, now called the Supplemental Nutrition Assistance Program (SNAP), has long puzzled over positive associations between food stamp receipt and various undesirable health outcomes such as food insecurity. Assessing the impact of food...

The "common effect" model in program evaluation assumes that all treated individuals have the same impact from a program. Our paper contributes to the recent literature that tests and goes beyond the common effect model by investigating impact heterogeneity using data from the experimental...

We consider time series models in which the conditional mean of the response variable given thepast depends on latent covariates. We assume that the covariates can be estimated consistentlyand use an iterative nonparametric kernel smoothing procedure for estimating the conditional meanfunction....

The term structure of American interest rates is filtered to reduce the influence of cross correlations and auto correlations on its factors. A three-factor model is fitted to the filtered data. Contrary to most studies of the term structure on monthly data, performing statistical tests we...

Let (X1, Y1), . . ., (Xn, Yn) be i.i.d. rvs and let l(x) be the unknownp-quantile regression curve of Y on X. A quantile-smootherln(x) is a localised, nonlinear estimator of l(x). The strong uniformconsistency rate is established under general conditions. In many applicationsit is necessary to...

State price density (SPD) contains important information concerning market expectations. In existing literature, a constrained estimator of the SPD is found by nonlinear least squares in a suitable Sobolev space...

This paper examines the Turkish wage curve using individual data from the HouseholdLabor Force Survey (HLFS) including 26 NUTS-2 regions over the period 2005-2008.When the local unemployment rate is treated as predetermined, there is evidence infavor of the wage curve only for younger and female...

This paper tests whether out-of-sample hedonic value predictions can be improved when a large urban housing market is divided into submarkets.