This paper is concerned with developing a semiparametric panel model to explain the trend in UK temperatures and other weather outcomes over the last century. We work with the monthly averaged maximum and minimum temperatures observed at the twenty six Meteorological Office stations. The data is...

This paper proposes a new nonparametric spectral density estimator for time series models with general autocorrelation. The conventional nonparametric estimator that uses a positive kernel has mean squared error no better than n. We show that the best implementation of our estimator has mean...

We study estimation and non-parametric identification of preferences in two-sided matching markets using data from a single market with many agents. We consider a model in which preferences of each side of the market are vertical, utility is non-transferable and the observed matches are pairwise...