Anthropometric Mobility During Childhood While childhood obesity has become a significant public health concern over the last few decades, knowledge concerning the origins of or persistence in childhood anthropometric measures is incomplete. Here, we utilize several nonparametric measures of mobility to assess the evolution of weight, height, and body mass index during early childhood. We find ...

This article considers quasi-maximum likelihood estimations (QMLE) for two spatial panel data regression models: mixed effects model with spatial errors and transformed mixed effects model (where response and covariates are transformed) with spatial errors. One aim of transformation is to normalize the data, thus the transformed models are more robust with respect to the normality assumption co...

A Nonparametric Examination of Capital-Skill Complementarity This paper uses nonparametric kernel methods to construct observation-specific elasticities of substitution for a balanced panel of 73 developed and developing countries to examine the capital-skill complementarity hypothesis. The exercise shows some support for capital-skill complementarity, but the strength of the evidence depends u...

In this paper I propose a computationally practical simulation estimator for large categories of the dynamic panel Tobit model with complicated dependence structures. I first apply the sequential decomposition methods introduced by Hendry and Richard (1992) to obtain the tractable simulated log-likelihood function of the dynamic panel Tobit model. I then maximize this log-likelihood function si...

While interest in social determinants of individual behavior has led to a rich theoretical literature and many efforts to measure these influences, a mature “social econometrics” has yet to emerge. This chapter provides a critical overview of the identification of social interactions. We consider linear and discrete choice models as well as social networks structures. We also consider experimen...

We review the econometric literature on measuring the returns to R&D. The theoretical frameworks that have been used are outlined, followed by an extensive discussion of measurement and econometric issues that arise when estimating the models. We then provide a series of tables summarizing the major results that have been obtained and conclude with a presentation of R&D spillover returns measur...

Carefree? Participation and Pay Differentials for Informal Carers in Britain A substantial proportion of working age individuals in Britain are looking after sick, disabled, and elderly people and combine work and caring responsibilities. Using the British Household Panel Study (BHPS) for the years 1991 to 2002 this paper studies the determinants of labour market participation as well as earnin...

This paper proposes to reexamine the GATT/WTO membership effect on bilateral trade flows, using nonparametric methods including pair-matching, permutation tests, and a Rosenbaum (2002) sensitivity analysis. Taken together in a coherent manner, these methods provide an estimation framework that is robust to misspecification biases, allows general forms of heterogeneous treatment effects, and add...

Despite plausible theoretical grounds for presuming a positive relationship between foreign direct investment inflows (FDI) and economic growth, existing empirical evidence on this nexus is inconclusive. In an effort to add to the empirical literature, this paper estimates the relationship between FDI and the rate of growth of GDP using a stochastic frontier model and employing panel data cover...

We complement existing inferential theory for panel factor models by deriving the asymptotics for the …rst di¤erences of the estimated factors and common components obtained from a non-stationary panel factor model. As an application, we propose an estimator for the long run variance of the common components. JEL Classi…cation: C13, C23. Keywords: Non-stationary panels, common factors, common c...