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The case against JIVE (replication data)
We perform an extensive series of Monte Carlo experiments to compare the performance of two variants of the jackknife instrumental variables estimator, or JIVE, with that of the... -
Sectoral labour supply, choice restrictions and functional form (replication ...
In this paper we discuss a general framework for analysing labour supply behaviour in the presence of complicated budget and quantity constraints, of which some are unobserved.... -
A small monetary system for the euro area based on German data (replication d...
Previous euro area money demand studies have used aggregated national time series data from the countries participating in the European Monetary Union (EMU). However,... -
Estimation and comparison of treasury auction formats when bidders are asymme...
The structural parameters of a share-auction model accounting for asymmetries across bidders, as well as supply uncertainty, are estimated with a sample of French Treasury... -
Semiparametric three-step estimation methods for simultaneous equation system...
This paper proposes a new method for estimating a structural model of labour supply in which hours of work depend on (log) wages and the wage rate is considered endogenous. The... -
Semiparametric Bayesian inference in multiple equation models (replication data)
This paper outlines an approach to Bayesian semiparametric regression in multiple equation models which can be used to carry out inference in seemingly unrelated regressions or... -
Nonparametric bounds on the returns to language skills (replication data)
This paper applies the theoretical literature on nonparametric bounds on treatment effects to the estimation of how limited English proficiency (LEP) affects wages and... -
A multi-level panel STAR model for US manufacturing sectors (replication data)
We introduce a multi-level smooth transition model for a panel of time series, which can be used to examine the presence of common nonlinear business cycle features across many... -
Distribution approximations for cointegration tests with stationary exogenous...
The distribution of a functional of two correlated vector-Brownian motions is approximated by a Gamma distribution. This functional represents the limiting distribution for... -
Testing the purchasing power parity through I(2) cointegration techniques (re...
This paper contributes to the empirical literature on the purchasing power parity (PPP) over the post-Bretton Woods period by providing a time-series based interpretation of the... -
Reporting sick: are sporting events contagious? (replication data)
Moral hazard is easy to justify theoretically but difficult to detect empirically. Individuals may report sick due to illness as well as for moral hazard reasons. Potential... -
Retirement behaviour of Dutch elderly households (replication data)
We specify and estimate retirement models for singles and married couples and estimate these on data from the Dutch Socio-Economic Panel. We perform some simulations and find... -
A dynamic programming approach to model the retirement behaviour of blue-coll...
This paper presents an empirical analysis of how Sweden's public old age pension system affects the retirement decision. We focus on male blue-collar workers whose dominant... -
The effects of subjective survival on retirement and Social Security claiming...
According to the life-cycle model, mortality risk will influence both retirement and the desire to annuitize wealth. We estimate the effect of subjective survival probabilities... -
A structural dynamic analysis of retirement behaviour in the Netherlands (rep...
This study focuses on determinants of elderly labour force participation and retirement decisions in the Netherlands. This is analysed by a dynamic programming model for the... -
Social security, pensions and retirement behaviour within the family (replica...
This paper estimates a structural model of family retirement using US data from the Health and Retirement Study (HRS). It provides further insight into household retirement... -
On the distribution and dynamics of health care costs (replication data)
Using data from the Health and Retirement Survey and the Assets and Health Dynamics of the Oldest Old survey, we estimate the stochastic process that determines both the... -
Dynamic programming model estimates of Social Security Disability Insurance a...
This paper develops a dynamic programming model of the Social Security Disability Insurance (SSDI) application timing decision. We estimate the time to application from the... -
How large is the bias in self-reported disability? (replication data)
A pervasive concern with the use of self-reported health measures in behavioural models is that individuals tend to exaggerate the severity of health problems in order to... -
Multivariate mixed proportional hazard modelling of the joint retirement of m...
We analyse the joint distribution of the durations until retirement of Danish husbands and wives. We estimate a multivariate mixed proportional hazards model that allows for...
