Arthur is the inaugural holder of the Barbara A. and Patrick E. Roche chair in economics at Boston College and an International Research Fellow of the IFS. His research interests include econometric theory, consumer demand analysis, and economic aggregation issues.
We provide new conditions for identification of accelerated failure time competing risks models. These include Roy […]
Suppose V and U are two independent mean zero random variables, where V has an asymmetric […]
We propose estimators of features of the distribution of an unobserved random variableW. What is observed […]
A statistical problem that arises in several fields is that of estimating the features of an […]
This paper considers identification and estimation of a nonparametric regression model with an unobserved discrete covariate. […]
This note considers nonparametric identification of a general nonlinear regression model with a dichotomous regressor subject […]
For vectors x and w, let r(x,w) be a function that can be nonparametrically estimated consistently […]