This paper considers nonparametric identification and estimation of the regression function when a covariate is mismeasured. The measurement error need not be classical. Employing the small measurement error approximation, we establish nonparametric identification under weak and...

Slope coefficients in rank-rank regressions are popular measures of intergenerational mobility, for instance in regressions of a child's income rank on their parent's income rank. In this paper, we first point out that commonly used variance estimators such as the homoskedastic or robust...

The polychoric correlation is an ML estimator for the correlation parameter between two latent variables. Each latent variable is only observed as an ordered categorical indicator. This estimator is based on an assumption on the joint distribution for the latent variables which in this case is...

The paper empirically investigates credit access and borrowing costs in Poland's rural financial market. We conduct an econometric analysis based on cross-sectional survey data including formal loans taken in the period 1997-1999. A hedonic regression of the effective interest rate, comprising...

The aim of this paper is to empirically analyse the effects of governmentally promoted credit access on the investment behaviour of credit rationed farmers. This is done by specifying an empirical investment equation which is estimated on a cross-sectional sample of Polish farm household data....

This paper investigates the effects of ordinal regressors in linear regression models. Each ordered categorical variable is interpreted as a rough measurement of an underlying continuous variable as it is often done in microeconometrics for the dependent variable. It is shown that using ordinal...

We estimate labor supply when tax evasion is an option, using a discrete choice model on pooled Norwegian survey data from 1980 and 2001. Direct labor supply elasticities, conditional on sectors, are in the range of 0.2-0.4. The elasticities are higher for work that is not registered for...

The paper analyses the potential impact of stock market developments on lending behaviour from different perspectives. First we scrutinize the impact of stock market movements on the banks? and on the borrowers? balance sheets. Subsequently we estimate aggregate credit supply and demand...

We consider an extension of conventional univariate Kaplan-Meier type estimators for the hazard rate and the survivor function to multivariate censored data with a censored random regressor. It is an Akritas (1994) type estimator which adapts the nonparametric conditional hazard rate estimator...

In nonparametric curve estimation the decision about the type of smoothing parameter is critical for the practical performance. The nearest neighbor bandwidth as introduced by Gefeller and Dette 1992 for censored data in survival analysis is specified by one parameter, namely the number of...