Similar Search Results

Testing the correlated random coefficient model

Heckman, James J.; Schmierer, Daniel; Urzua, Sergio - 2010

The recent literature on instrumental variables (IV) features models in which agents sort into treatment status on the basis of gains from treatment as well as on baselinepretreatment levels. Components of the gains known to the agents and acted on by them may not be known by the observing...

Persistent link: https://www.econbiz.de/10003989944

Testing for a general class of functional inequalities

Lee, Sokbae; Song, Kyungchul; Whang, Yoon-jae - 2014

In this paper, we propose a general method for testing inequality restrictions on nonparametric functions. Our framework includes many nonparametric testing problems in a uni ed framework, with a number of possible applications in auction models, game theoretic models, wage inequality, and...

Persistent link: https://www.econbiz.de/10010254852

Testing regression monotonicity in econometric models

Chetverikov, Denis - 2012

Monotonicity is a key qualitative prediction of a wide array of economic models derived via robust comparative statics. It is therefore important to design effective and practical econometric methods for testing this prediction in empirical analysis. This paper develops a general nonparametric...

Persistent link: https://www.econbiz.de/10009667989

Valid post-selection and post-regularization inference : an elementary, general approach

Chernozhukov, Victor; Hansen, Christian Bailey; … - 2016

based on testing or point estimation methods will be regular despite selection or regularization biases occurring in … estimation of the high-dimensional nuisance parameter. The results may be applied to establish uniform validity of post … "immunized" estimating equations that are locally insensitive to small mistakes in estimation of the high-dimensional nuisance …

Persistent link: https://www.econbiz.de/10011524714

Testing exogeneity in nonparametric instrumental variables identified by conditional quantile restrictions

Fu, Jia-Young Michael; Horowitz, Joel; Parey, Matthias - 2015

nonparametric estimation of this function. The latter property is important because, owing to the ill-posed inverse problem, a test …

Persistent link: https://www.econbiz.de/10011350133

Tenure, experience, human capital and wages : a tractable equilibrium search model of wage dynamics

Bagger, Jesper; Fontaine, François; Postel-Vinay, Fabien; … - 2014 - rev.

We develop and estimate an equilibrium job search model of worker careers, allowing for human capital accumulation, employer heterogeneity and individual-level shocks. Career wage growth is decomposed into the contributions of human capital and job search, within and between jobs. Human capital...

Persistent link: https://www.econbiz.de/10010254832

Instrumental variables, local instrumental variables and control functions

Florens, Jean-Paul; Heckman, James J.; Meghir, Costas; … - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001748192

Maximal uniform convergence rates in parametric estimation problems

Beckert, Walter (contributor); McFadden, Daniel (contributor) - 2005

Persistent link: https://www.econbiz.de/10002889750

Powerful t-Tests in the presence of nonclassical measurement error

Kim, Dongwoo; Wilhelm, Daniel - 2023

This paper proposes a powerful alternative to the t-test of the null hypothesis that a coefficient in linear regression is equal to zero when a regressor is mismeasured. We assume there are two contaminated measurements of the regressor of interest. We allow the two measurement errors to be...

Persistent link: https://www.econbiz.de/10014416040

A simple parametric model selection test

Schennach, Susanne M.; Wilhelm, Daniel - 2014

We propose a simple model selection test for choosing among two parametric likelihoods which can be applied in the most general setting without any assumptions on the relation between the candidate models and the true distribution. That is, both, one or neither is allowed to be correctly...

Persistent link: https://www.econbiz.de/10010254849