Details about Stephen Geoffrey Donald

Access statistics for papers by Stephen Geoffrey Donald.

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Short-id: pdo313

Working Papers

2010

1. On rank estimation in semidefinite matrices
   CEF.UP Working Papers, Universidade do Porto, Faculdade de Economia do Porto View citations (1)

2007

2. The Time and Timing Costs of Market Work
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (12)

2006

3. An Econometric Analysis of the Impact of the Self-Sufficiency Project on the Employment Behaviour of Former Welfare Recipients
   IZA Discussion Papers, Institute of Labor Economics (IZA)

2005

4. Local and global rank tests for multivariate varying-coefficient models
   FEP Working Papers, Universidade do Porto, Faculdade de Economia do Porto View citations (1)
   See also Journal Article in Journal of Business & Economic Statistics (2011)
5. On rank estimation in symmetric matrices: the case of indefinite matrix estimators
   FEP Working Papers, Universidade do Porto, Faculdade de Economia do Porto View citations (3)

2004

6. Consistent Nonparametric Tests for Lorenz Dominance
   Econometric Society 2004 Australasian Meetings, Econometric Society View citations (6)
7. The Effect of College Curriculum on Earnings: Accounting for Non-Ignorable Non-Response Bias
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (7)
8. What is Discrimination? Gender in the American Economic Association
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (3)

1999

9. Choosing the Number of Instruments
   Working papers, Massachusetts Institute of Technology (MIT), Department of Economics View citations (3)
   See also Journal Article in Econometrica (2001)

1995

10. Explaining the Choice Among Regulatory Plans in the U.S. Telecommunications Industry
    Working Papers, Boston University - Industry Studies Programme View citations (13)
    See also Journal Article in Journal of Economics & Management Strategy (1995)

1993

11. Identification, Estimation, and Testing in Empirical Models of Auction Within the Independent Private Values Paradigm
    UWO Department of Economics Working Papers, University of Western Ontario, Department of Economics View citations (7)

1992

12. Identification in Empirical Models of Auctions
    UWO Department of Economics Working Papers, University of Western Ontario, Department of Economics View citations (2)
13. Maximum Likelihood Estimation in Empirical Models of Auctions
    UWO Department of Economics Working Papers, University of Western Ontario, Department of Economics View citations (20)

1986

14. Exchange Rate Regimes and the Volatility of Financial Prices: The Australian Case
    RBA Research Discussion Papers, Reserve Bank of Australia View citations (1)
    See also Journal Article in The Economic Record (1986)
15. Leading Indexes – Do They?
    RBA Research Discussion Papers, Reserve Bank of Australia View citations (1)

Undated

16. Differences in Earnings and Wage Distributions between Canada and the United States: An Application of a Semi-Parametric Estimator of Distribution Functions with Covariates
    Working Papers, University of California at Berkeley, Econometrics Laboratory Software Archive View citations (3)

Journal Articles

2012

1. Incorporating covariates in the measurement of welfare and inequality: methods and applications
   Econometrics Journal, 2012, 15, (1), C1-C30 View citations (15)

2011

2. Local and Global Rank Tests for Multivariate Varying-Coefficient Models
   Journal of Business & Economic Statistics, 2011, 29, (2), 295-306
   See also Working Paper (2005)

2010

3. The impact of the Self-Sufficiency Project on the employment behaviour of former welfare recipients
   Canadian Journal of Economics, 2010, 43, (3), 882-918 View citations (5)

2009

4. A structural model of the fixed time costs of market work
   Economics Letters, 2009, 104, (3), 125-128 View citations (11)
5. Choosing instrumental variables in conditional moment restriction models
   Journal of Econometrics, 2009, 152, (1), 28-36 View citations (25)
6. Statistical Inference with Generalized Gini Indices of Inequality, Poverty, and Welfare
   Journal of Business & Economic Statistics, 2009, 27, 1-17 View citations (19)

2008

7. The effect of college curriculum on earnings: An affinity identifier for non-ignorable non-response bias
   Journal of Econometrics, 2008, 144, (2), 479-491 View citations (46)

2007

8. Inference with Difference-in-Differences and Other Panel Data
   The Review of Economics and Statistics, 2007, 89, (2), 221-233 View citations (467)

2006

9. An empirical model of the multi-unit, sequential, clock auction
   Journal of Applied Econometrics, 2006, 21, (8), 1221-1247 View citations (14)
10. What is Discrimination? Gender in the American Economic Association, 1935-2004
    American Economic Review, 2006, 96, (4), 1283-1292 View citations (4)

2003

11. Consistent Tests for Stochastic Dominance
    Econometrica, 2003, 71, (1), 71-104 View citations (286)
12. Empirical likelihood estimation and consistent tests with conditional moment restrictions
    Journal of Econometrics, 2003, 117, (1), 55-93 View citations (75)

2002

13. Superconsistent estimation and inference in structural econometric models using extreme order statistics
    Journal of Econometrics, 2002, 109, (2), 305-340 View citations (15)

2001

14. Choosing the Number of Instruments
    Econometrica, 2001, 69, (5), 1161-91 View citations (133)
    See also Working Paper (1999)

2000

15. A jackknife interpretation of the continuous updating estimator
    Economics Letters, 2000, 67, (3), 239-243 View citations (19)

1997

16. Choosing among Regulatory Options in the United States Telecommunications Industry
    Journal of Regulatory Economics, 1997, 12, (3), 227-43 View citations (22)
17. Inference Concerning the Number of Factors in a Multivariate Nonparametric Relationship
    Econometrica, 1997, 65, (1), 103-132 View citations (33)
18. Inferring the rank of a matrix
    Journal of Econometrics, 1997, 76, (1-2), 223-250 View citations (120)

1996

19. Identification, Estimation, and Testing in Parametric Empirical Models of Auctions within the Independent Private Values Paradigm
    Econometric Theory, 1996, 12, (3), 517-567 View citations (60)

1995

20. Explaining the Choice among Regulatory Plans in the U.S. Telecommunications Industry
    Journal of Economics & Management Strategy, 1995, 4, (2), 237-65 View citations (9)
    See also Working Paper (1995)
21. Two-step estimation of heteroskedastic sample selection models
    Journal of Econometrics, 1995, 65, (2), 347-380 View citations (18)

1994

22. Series Estimation of Semilinear Models
    Journal of Multivariate Analysis, 1994, 50, (1), 30-40 View citations (22)

1993

23. A note on the estimation of limited dependent variable models under rational expectations (Economics Letters 38, no. 1, pp. 17-23)
    Economics Letters, 1993, 41, (1), 111-111 View citations (3)
24. A simple consistent specification test
    Economics Letters, 1993, 41, (3), 231-234
25. Piecewise Pseudo-maximum Likelihood Estimation in Empirical Models of Auctions
    International Economic Review, 1993, 34, (1), 121-48 View citations (64)
26. Testing Identifiability and Specification in Instrumental Variable Models
    Econometric Theory, 1993, 9, (2), 222-240 View citations (351)

1992

27. A note on the estimation of limited dependent variable models under rational expectations
    Economics Letters, 1992, 38, (1), 17-23 View citations (5)

1986

28. Exchange Rate Regimes and the Volatility of Financial Prices: The Australian Case
    The Economic Record, 1986, 58-66 View citations (3)
    See also Working Paper (1986)