We propose a quantile regression method which effectively handles missing values due to non-response. We illustrate the usefulness of our method by two examples. First example is the estimation of income inequality measures when a significant proportion of earnings are missing in survey data....

There has been continuing interest in Bayesian regressions without imposing any parametric assumption on the error distribution, but the asymptotic efficiency of such procedures has not been fully understood yet. In this article, we consider semiparametric Bayesian nonlinear regression models....

The value of lawyers to their clients is notoriously difficult to estimate due to endogeneity. We utilize modifications to the collateral source (CS) rule that require reducing trial awards by the amount of payments from first-party insurance as an instrument for hiring a lawyer. The problem...

This paper considers inference in log-linearized dynamic stochastic general equilibrium (DSGE) models with weakly (including un-) identified parameters. The framework allows for analysis using only part of the spectrum, say at the business cycle frequencies. First, we characterize weak...