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Semiparametric three-step estimation methods for simultaneous equation system...
This paper proposes a new method for estimating a structural model of labour supply in which hours of work depend on (log) wages and the wage rate is considered endogenous. The... -
Semiparametric Bayesian inference in multiple equation models (replication data)
This paper outlines an approach to Bayesian semiparametric regression in multiple equation models which can be used to carry out inference in seemingly unrelated regressions or... -
Nonparametric bounds on the returns to language skills (replication data)
This paper applies the theoretical literature on nonparametric bounds on treatment effects to the estimation of how limited English proficiency (LEP) affects wages and... -
A multi-level panel STAR model for US manufacturing sectors (replication data)
We introduce a multi-level smooth transition model for a panel of time series, which can be used to examine the presence of common nonlinear business cycle features across many... -
Distribution approximations for cointegration tests with stationary exogenous...
The distribution of a functional of two correlated vector-Brownian motions is approximated by a Gamma distribution. This functional represents the limiting distribution for... -
Testing the purchasing power parity through I(2) cointegration techniques (re...
This paper contributes to the empirical literature on the purchasing power parity (PPP) over the post-Bretton Woods period by providing a time-series based interpretation of the...
