This paper presents some selective aspects of standard econometric methods and of new developments in econometrics that are important for applications with microeconomic data. The range includes variance estimators, measurement of outliers, problems of partially identified parameters, nonlinear...

We study the treatment effect of grade retention using a panel of French junior high-school students, taking unobserved heterogeneity and the endogeneity of grade repetitions into account. We specify a multistage model of human-capital accumulation with a finite number of types representing...

This paper analyzes the effects of starting the sick leave on part-time compared to fulltime on the probability to recover (i.e., return to work with full recovery of lost work capacity). Using a discrete choice one-factor model, we estimate mean treatment parameters and distributional treatment...

This paper analyzes the impact of the definition of part-time sick leave (PTSL) when analyzing the effect of PTSL on employees' probability to fully recover lost work capacity. Using a random sample of 3,607 employees, we estimate an econometric model that aims to answer the hypothetical...

Using a discrete choice one-factor model, we estimate mean treatment parameters and distributional treatment parameters to analyze the effects of degree of sick leave on the probability of full recovery of lost work capacity for employed and unemployed individuals, respectively. Our results...

We study the treatment effect of grade retention, using a panel of French junior highschool students, taking unobserved heterogeneity and the endogeneity of grade repetitions into account. We specify a multi-stage model of human-capital accumulation with a finite number of types representing...

Often, the moment of a treatment and the moment at which the outcome of interest occurs are realizations of stochastic processes with dependent unobserved determinants. Notably, both treatment and outcome are characterized by the moment they occur. We compare different methods of inference of...

We study the treatment effect of grade retention, using a panel of French junior highschool students, taking unobserved heterogeneity and the endogeneity of grade repetitions into account. We specify a multi-stage model of human-capital accumulation with a finite number of types representing...

We provide an overidentification test for a nonparametric treatment model where individuals are allowed to select into treatment based on unobserved gains. Our test can be used to test the validity of instruments in a framework with essential heterogeneity (Imbens and Angrist 1994). The...