We propose a classical (nonBayesian) Laplace estimator alternative for a large class of 3 p nâ€“consistent estimators, including isotonic density and regression estimators, inverse density andâ€¦ (More)

We propose a new nonparametric test of affiliation, a strong form of positive dependence with independence as a special, knifeâ€“edge, case. The test is consistent against all departures from the nullâ€¦ (More)

I propose an asymptotically normal estimator for a local structural quantile effect in a nonseparable triangular system (see e.g., Imbens and Newey (2002) and Chesher (2003)). In order to obtain aâ€¦ (More)

This paper is a study of the application of Bayesian Exponentially Tilted Empirical Likelihood to inference about quantile regressions. In the case of simple quantiles we show the exact form for theâ€¦ (More)

We study a nonparametric triangular system with (potentially discrete) endogenous regressors and nonseparable errors. Like in other work in this area, the parameter of interest is the structuralâ€¦ (More)

We propose new methodology to compare the distribution functions of potential outcomes without assuming selectionâ€“onâ€“observables. The comparison is made in the sense of stochastic dominance;â€¦ (More)

We consider a model in which an outcome depends on two discrete treatment variables, where one treatment is given before the other. We formulate a threeâ€“equation triangular system with weakâ€¦ (More)

We consider a model in which an outcome depends on two discrete treatment variables, where one treatment is given before the other. We formulate a three-equation triangular system with weakâ€¦ (More)

We propose two new semiparametric specification tests which test whether a vector of conditional moment conditions is satisfied for any vector of parameter values Î¸0. Unlike most existing tests, ourâ€¦ (More)

We propose an efficient semiparametric estimator for the coefficients of a multivariate linear regression model â€” with a conditional quantile restriction for each equation â€” in which the conditionalâ€¦ (More)