Search Results - subject:"Instrumental Variables."

Chernozhukov, Victor; Hansen, Christian - Centre for Microdata Methods and Practice (CEMMAP) - 2013

the use of instrumental variables and discuss conditions under which partial and point identification are obtained. We …

Persistent link: https://www.econbiz.de/10010663600

Cultural Distance, Immigrants' Identity, and Labour Market Outcomes

Islam, Asadul; Raschky, Paul Anton - Department of Econometrics and Business Statistics, … - 2013

Consistent estimates of the effect of ethnic identity on labor market outcomes is complicated by the endogenous relationship between performance on the labor market and attitudes towards ethnic identity. This paper uses measures of genetic and linguistic distance between an immigrants' home and...

Persistent link: https://www.econbiz.de/10010667363

Outcome Conditioned Treatment Effects

Hoderlein, Stefan; Sasaki, Yuya - Department of Economics, Boston College - 2013

This paper introduces average treatment effects conditional on the outcome variable in an endogenous setup where outcome Y, treatment X and instrument Z are continuous. These objects allow to refine well studied treatment effects like ATE and ATT in the case of continuous treatment (see Florens...

Persistent link: https://www.econbiz.de/10010706316

Gaining weight through retirement? Results from the SHARE survey

Godard, Mathilde - Université Paris-Dauphine (Paris IX) - 2013

In this paper, we use IV-techniques to identify the causal e ect of retirement among the 50-69 year-old on Body Mass Index (BMI) and related weight measures. Based on the 2004 and 2006 waves of the Survey of Health, Ageing and Retirement in Europe (SHARE), the identi cation strategy exploits the...

Persistent link: https://www.econbiz.de/10010708845

Properties of Instrumental Variables Estimation in Logit-Based Demand Models: Finite Sample Results

Andrews, Rick L.; Ebbes, Peter - HEC Paris (École des Hautes Études Commerciales) - 2013

, instrumental variables estimation techniques are often used to remedy an endogeneity problem. It is well known that, for linear … regression models, the use of instrumental variables techniques with poor quality instruments can produce very poor parameter … nonlinear instrumental variables estimation procedures utilizing readily available instruments in finite samples. Our study …

Persistent link: https://www.econbiz.de/10010721565

Testing Exclusion Restrictions in Nonseparable Triangular Models

Smits, Joeri; Racine, Jeffrey S. - Department of Economics, McMaster University - 2013

In recent years, estimators for nonseparable models have been developed that rely on (an) instrumental variable(s) for …

Persistent link: https://www.econbiz.de/10010601719

Bank risk taking and competition: Evidence from regional banking markets

Kick, Thomas; Prieto, Esteban - 2013

This study investigates the bank competition-stability nexus using a unique regulatory dataset provided by the Deutsche Bundesbank over the period 1994 to 2010. First, we use outright bank defaults as the most direct measure of bank risk available and contrast the results to weaker forms of bank...

Persistent link: https://www.econbiz.de/10010321484

Does bilateral trust affect international movement of goods and labor?

Spring, Eva; Grossmann, Volker - 2013

Persistent link: https://www.econbiz.de/10010222772

Bank risk taking and competition : evidence from regional banking markets

Kick, Thomas; Prieto, Esteban - 2013

Persistent link: https://www.econbiz.de/10009792985

Does it pay to work for free? : wage returns and gender differences in the market for volunteers

Cozzi, Guido; Mantovan, Noemi; Sauer, Robert M. - 2013

England, Scotland and Wales. Instrumental variables estimates reveal large returns for both men and women. However, the …

Persistent link: https://www.econbiz.de/10010204510