Centre for microdata methods and practice
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 show that a standard linear triangular two equation system can be point identified, without the… Continue reading.
We propose a demand model where consumers simultaneously choose a few different goods from a large… Continue reading.
We consider nonparametric identification and estimation of pricing kernels, or equivalently of marginal utility functions up… Continue reading.
We provide new conditions for identification of accelerated failure time competing risks models. These include Roy… Continue reading.
Suppose V and U are two independent mean zero random variables, where V has an asymmetric… Continue reading.
We propose estimators of features of the distribution of an unobserved random variableW. What is observed… Continue reading.
A statistical problem that arises in several fields is that of estimating the features of an… Continue reading.
We provide new conditions for identification of accelerated failure time competing risks models. These include Roy… Continue reading.
Suppose V and U are two independent mean zero random variables, where V has an asymmetric… Continue reading.
This paper considers identification and estimation of a nonparametric regression model with an unobserved discrete covariate…. Continue reading.