Using ‘working’ assumptions on conditional third and fourth moments of errors, we propose a method of moments estimator that can have improved efficiency over the popular Gaussian quasi‐maximum likelihood estimator (GQMLE). Higher‐order moment assumptions are not needed for consistency...

Over the last several years, highly accurate methods of sex selection before conception have been developed. Given that strong preferences for sex variety in off- spring have been documented for the U.S., we ask what the demographic conse- quences of sex-selection technology could be. Lacking...

This paper develops a nonparametric method to estimate a conditional quantile function for a panel data model with an additive individual fixed effects. The proposed method is easy to implement, it does not require numerical optimization and automatically ensures quantile monotonicity by...

There is debate about whether maximum residue limits (MRLs) for pesticides act as a catalyst or barrier to trade. By constructing a trade model based on heterogeneous firm quality and productivity, we show that MRLs' net effects on total export value, the number of exporting firms, and the...

This paper considers methods of estimating a static correlated random coefficient model with panel data. We mainly focus on comparing two approaches of estimating unconditional mean of the coefficients for the correlated random coefficients models, the group mean estimator and the generalized...