It is well known that additional moment conditions can lead to more efficient instrumental variables estimates of an econometric model. This paper shows how the auxiliary regressions implied by the derivatives of a nonlinear model can generate additional moment conditions and that these can be...

Since the early 1970s, industrial countries have enacted (or amended) many environmental laws and regulations to control and improve air and water quality. Developing countries are increasingly enacting similar legislation. But imposing a ceiling on a plant's emissions does not guarantee reduced...

This paper considers nonparametric identification of ``latent'' competing risks and Roy duration models in which one does not know which process has been observed. It is shown that these models are identifiable without the usual conditional independence and exclusion restrictions

Nonparametric estimators are frequently criticized for their poor performance in small samples. In this paper, the author considers using kernel methods for the estimation of the expected derivatives of a regression function. The proposed estimators are shown to be asymptotically normal and...