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Overidentification test in a nonparametric treatment model with unobserved heterogeneity : conference paper
Dzemski, Andreas; Sarnetzki, Florian - 2014 - This version: February 15, 2014
We provide an overidentification test for a nonparametric treatment model where individuals are allowed to select into treatment based on unobserved gains. Our test can be used to test the validity of instruments in a framework with essential heterogeneity (Imbens and Angrist 1994). The...
Persistent link: https://www.econbiz.de/10010491120
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Nonstationary-volatility robust panel unit root tests and the great moderation : conference paper
Hanck, Christoph; Czudaj, Robert - 2013
This paper argues that typical applications of panel unit root tests should take possible nonstationarity in the … volatility process of the innovations of the panel time series into account. Nonstationarity volatility arises for instance when … enjoyed by many industrialized countries, known as the `Great Moderation.' It also proposes a new testing approach for panel …
Persistent link: https://www.econbiz.de/10010343777
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Nonresponse in business tendency surveys : theoretical discourse and empirical evidence
Seiler, Christian - 2013
Surveys are a widely used tool to answer socio-economic research question across disciplines. However, data collection can face certain problems such as nonresponding units. For household and population surveys, a large body of literature about the effects of nonresponse exist but only less is...
Persistent link: https://www.econbiz.de/10011744076
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New insights into the development of regional unemployment disparities : conference paper
Werner, Daniel - 2014 - This version: 27th February 2014, Preliminary
-distributional dynamics. Panel unit root tests designed for cross-sectional dependent panels are applied to investigate the hypothesis of …
Persistent link: https://www.econbiz.de/10010484764
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Three essays in econometric theory
Gan, Zhuojiong - 2015
Persistent link: https://www.econbiz.de/10011405149
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Essays on large panel data models
Bada, Oualid - 2015
The standard panel data literature is moving from micro panels, where the cross-section dimension is large and the … contributes to this new and growing area of panel data treatments called "large panel data analysis''. My dissertation consists of … three essays: In the first essay, a large panel data model with an omitted factor structure is considered. The role of the …
Persistent link: https://www.econbiz.de/10011429340
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The empirical (ir)relevance of the interest rate assumption for central bank forecasts : conference paper
Knüppel, Malte; Schultefrankenfeld, Guido - 2013
The interest rate assumptions for macroeconomic forecasts differ considerably among central banks. Common approaches are given by the assumption of constant interest rates, interest rates expected by market participants, or the central bank's own interest rate expectations. From a theoretical...
Persistent link: https://www.econbiz.de/10010337208
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Evaluating misspecification in DSGE models using tests for overidentifying restrictions : conference paper
Reicher, Christopher Phillip - 2013 - This version: February 1, 2013
In this paper I discuss the estimation of the process governing the structural shocks (or wedges) to a DSGE model, arguing that a well-specified model would satisfy certain sets of moment conditions. Based on tests for overidentifying restrictions, I compare three specifications of the Taylor...
Persistent link: https://www.econbiz.de/10010339402
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Evaluating the causal effects of Cash-for-Clunkers programs in selected countries : success or failure? ; conference paper
Heimeshoff, Ulrich; Müller, Andrea - 2013
panel data fixed effects methods are used to address the problem of unobserved heterogeneity and controlling for …
Persistent link: https://www.econbiz.de/10010341639
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Essays on international trade and development
Heid, Benedikt - 2014
This volume was prepared by Benedikt Heid while he was working at the ifo Institute and the University of Bayreuth. It was completed in December 2013 and accepted as a doctoral thesis by the Department of Economics at the Ludwig-Maximilians-Universität München. It includes six self-contained...
Persistent link: https://www.econbiz.de/10011742960