This paper reviews recent developments in nonparametric identification of measurement error models and their applications in applied microeconomics, in particular, in empirical industrial organization and labor economics. Measurement error models describe mappings from a latent distribution to...

This note looks at estimation of spatial autoregressive models for non-negative and count outcomes with multiplicative fixed effects. We show that in presence of significant proportion of zeros in the count variable, control function and Instrumental Variable estimation to model such spatial...

We propose an integrated framework to discuss the empirical literature on the local determinants of agglomeration effects. We start by presenting the theoretical mechanisms that ground individual and aggregate empirical specifications. We gradually introduce static effects, dynamic effects, and...

A number of authors have suggested that omitted variables affect spatial regression methods less than ordinary least-squares (OLS). To explore these conjectures, we derive an expression for OLS omitted variable bias in a univariate model with spatial dependence and show that positive dependence...

We describe econometric techniques to treat spatial autocorrelation in multiequation cross-section models. The cross-section approaches discussed here are heavily based on the spatial GMM procedure, proposed by Conley (1999). An extension for fullinformation instrumental variable models is...

This study presents an approach to apply the maximum likelihood estimation (MLE) method to estimate the parameters in quantitative spatial economic models. The proposed method can be applied to any model in which the unique values of the error terms can be recovered from the observed data on the...

We propose an integrated framework to discuss the empirical literature on the local determinants of agglomeration effects. We start by presenting the theoretical mechanisms that ground individual and aggregate empirical specifications. We gradually introduce static effects, dynamic effects, and...

We study the nature of firm pay dynamics. To this end, we propose a statistical model that extends the seminal framework by Abowd, Kramarz, and Margolis (1999a) to allow for idiosyncratically time-varying firm pay policies. We estimate the model using linked employeremployee data for Sweden from...

Applying a method suggested by Woodruff (1971), we derive the sampling variances of Generalized Entropy and Atkinson inequality indices when estimated from complex survey data. It turns out that this method also greatly simpli?es the calculations for the i.i.d. case when compared to previous...