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Fang Qian ii ACKNOWLEDGMENTS I wish to thank the members of my thesis committee Drs. for their assistance with this project. I also wish to express my gratitude to the faculty I have had here at the University of Iowa. They have made this residency my favorite years of all my education. A special thanks to my wife Eden, my daughter Maddy, and son Hayden for bringing me love and happiness beyond...

When I entered family practice in the 1980s my concept of “the work of medicine” was exactly like my father’s. The science of medicine had advanced well beyond sulfa, penicillin, and the Salk vaccine, but I too worked generally alone, on intuition and the fumes of exhaustion, and for my patients’ gratitude and the community’s respect. We felt as though we could handle almost all problems that c...

My goal here is to provide some synthesis of recent results regarding unobserved heterogeneity in nonlinear and semiparametric models, using as a context Matzkin (2005a) and Browning and Carro (2005), which were the papers presented in the Modeling Heterogeneity session of the 2005 Econometric Society World Meetings in London. These papers themselves consist of enormously heterogeneous content,...

In this paper we propose a new semiparametric procedure for estimating multivariate models with conditioning variables. The semiparametric model is based on the parametric conditional copula of Patton (2005a) and nonparametric conditional marginals. To avoid the curse of dimensionality in the estimation of the latter, we propose a dimension reduction technique. The marginals are estimated using...