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This paper studies a simple dynamic panel linear regression model with interactive fixed effects in which the variable of interest is measured with error. To estimate the dynamic coefficient, we consider the least-squares minimum distance (LS-MD) estimation method. -- dynamic panel ; interactive...
Persistent link: https://www.econbiz.de/10009419307
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bias arising from the presence of noise. Conditions are obtained under which this bias is asymptotically non … the density and quantile function. Our approach can be connected to corrections for selection bias and shrinkage …
Persistent link: https://www.econbiz.de/10011797613
bias in the empirical distribution arising from the presence of noise. The leading bias in the empirical quantile function … mean and variance have been derived. Given a closed-form expression for the bias, bias-corrected estimator of the …-parametric and easy to implement. Our approach can be connected to corrections for selection bias and shrinkage estimation and is to …
Persistent link: https://www.econbiz.de/10012063831
bias in the empirical distribution arising from the presence of noise. The leading bias in the empirical quantile function … for selection bias and shrinkage estimation and is to be contrasted with deconvolution. Simulation results confirm the …
Persistent link: https://www.econbiz.de/10012792731
The interaction of economic agents is one of the most important elements in economic analyses. While most empirical studies investigate peer effects on objective final achievements, peer effects on subjective outcomes are inherently difficult to identify and estimate because these variables are...
Persistent link: https://www.econbiz.de/10011788366
There are many interesting and widely used estimators of a functional with finite semi-parametric variance bound that depend on nonparametric estimators of nuisance func-tions. We use cross-fitting to construct such estimators with fast remainder rates. We give cross-fit doubly robust...
Persistent link: https://www.econbiz.de/10011758040
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order. Combining these equations with sample splitting yields higher-order bias-corrected estimators of target parameters …
Persistent link: https://www.econbiz.de/10015191457
We consider the bias of the 2SLS estimator in the linear instrumental vari-ables regression with one endogenous … regressor only. By using asymptotic expansion techniques we approximate 2SLS coefficient estimation bias under various scenarios … regarding the number and strength of instruments.The resulting approximation encompasses existing bias approximations, which are …
Persistent link: https://www.econbiz.de/10003989911