PAPERS Submitted:

• "Estimating Nonlinear Models with Multiple Fixed Effects: A Computational Note". Revised version February 2010 SUBMITTED
  In this paper we consider estimation of nonlinear panel data models that include multiple individual fixed effects. Estimation of these models is complicated both by the difficulty of estimating models with possibly thousands of coefficients and also by the incidental parameters problem; that is, noisy estimates of the fixed effects when the time dimension is short contaminate the estimates of the common parameters due to the nonlinearity of the problem. We propose a bias corrected likelihood estimator which can exploit the additivity of the effects for numerical optimization, thereby avoiding the calculation of estimates of the effects for given values of the common parameters. We exhibit the performance of this new estimator in simulations.
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• "Job Changes and Individual - Job Specific Wage Dynamics". Banco de España WP 0907 2009. Revised version IZA DP No. 5088 July 2010 SUBMITTED
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WORK IN PROGRESS:

• "Earnings and Employment Histories of Young Spanish Workers", with Stéphane Bonhomme (in progress).



• "Using Social Security Data to Estimate Earnings Inequality", with Stéphane Bonhomme (in progress).



• "Gender Differences in Retirement patterns: Spain in an international comparison", with Gema Zamarro (in progress).