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Initial Conditions and Moment Restrictions in Dynamic Panel Data Models

In this paper we consider estimation of the autoregressive error components model. When the autoregressive parameter is moderately large and the number of time series observations is moderately…
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Quadratic Engel Curves and Consumer Demand

This paper presents a model of consumer demand that is consistent with the observed expenditure patterns of individual consumers in a long time series of expenditure surveys and is also able to…
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Labor Supply: A Review of Alternative Approaches

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GMM Estimation with persistent panel data: an application to production functions

This paper considers the estimation of Cobb-Douglas production functions using panel data covering a large sample of companies observed for a small number of time periods. GMM estimatorshave been…
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The Effects of Entry on Incumbent Innovation and Productivity

How does firm entry affect innovation incentives in incumbent firms? Microdata suggest that there is heterogeneity across industries. Specifically, incumbent productivity growth and patenting is…
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Market share, market value and innovation in a panel of British manufacturing firms

This paper examines the empirical relationship between technological innovations, market share and stock market value. New developments in the estimation of dynamic count data models are used to…
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Endogeneity in nonparametric and semiparametric regression models

This paper considers the nonparametric and semiparametric methods for estimating regression models with continuous endogenous regressors. We list a number of different generalizations of the linear…
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The labour market impact of the working families’ tax credit

In October 1999, the working families’ tax credit (WFTC) replaced family credit as the main package of in-work support for families with children. Among a range of stated aims, the WFTC is intended…
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An Exogeneity Test for a Simultaneous Equation Tobit Model with an Application to Labor Supply

A test of weak exogeneity in the simultaneous equation Tobit model is proposed and illustrated using a female labour supply model estimated using cross-section data. The test statistic can be simply…
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Endogeneity in semiparametric binary response models

This paper develops and implements semiparametric methods for estimating binary response (binary choice) models with continuous endogenous regressors. It extends existing results on semiparametric…
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