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Consistent noisy independent component analysis

Bonhomme, Stéphane; Robin, Jean-Marc - Centre for Microdata Methods and Practice (CEMMAP) - 2008

We study linear factor models under the assumptions that factors are mutually independent and independent of …

Persistent link: https://www.econbiz.de/10005509543

Abbring, Jaap - Centre for Microdata Methods and Practice (CEMMAP) - 2007

-time process with stationary and independent increments - crosses a heterogeneous threshold. Such models are of substantial … interest because they can be reduced from optimal-stopping models with heterogeneous agents that do not naturally produce a … structures. We conclude by discussing the relative merits of the MHT and MPH models as complementary frameworks for econometric …

Persistent link: https://www.econbiz.de/10005509544

Estimating average marginal effects in nonseparable structural systems

Schennach, Susanne; White, Halbert; Chalak, Karim - Centre for Microdata Methods and Practice (CEMMAP) - 2007

We provide nonparametric estimators of derivative ratio-based average marginal effects of an endogenous cause, X, on a response of interest, Y , for a system of recursive structural equations. The system need not exhibit linearity, separability, or monotonicity. Our estimators are local indirect...

Persistent link: https://www.econbiz.de/10005509545

Nonparametric estimation of homothetic and homothetically separable functions

Lewbel, Arthur; Linton, Oliver - Centre for Microdata Methods and Practice (CEMMAP) - 2003

. Such models reduce the curse of dimensionality, provide a natural generalization of linear index models, and are widely …

Persistent link: https://www.econbiz.de/10005509549

More on confidence intervals for partially identified parameters

Stoye, Jörg - Centre for Microdata Methods and Practice (CEMMAP) - 2008

This paper extends Imbens and Manski's (2004) analysis of confidence intervals for interval identified parameters. For their final result, Imbens and Manski implicitly assume superefficient estimation of a nuisance parameter. This appears to have gone unnoticed before, and it limits the result's...

Persistent link: https://www.econbiz.de/10005509552

Reform of unemployment compensation in Germany: a nonparametric bounds analysis using register data

Sokbae 'Simon' Lee; Wilke, Ralf A. - Centre for Microdata Methods and Practice (CEMMAP) - 2005

Economic theory suggests that an extension of the maximum length of entitlement for unemployment benefits increases the duration of unemployment. Empirical results for the reform of the unemployment compensation system in Germany during the 1980s are less clear. The analysis in this paper is...

Persistent link: https://www.econbiz.de/10005509555

Estimating distributions of potential outcomes using local instrumental variables with an application to changes in college enrollment and wage inequality

Carneiro, Pedro; Sokbae 'Simon' Lee - Centre for Microdata Methods and Practice (CEMMAP) - 2009

This paper extends the method of local instrumental variables developed by Heckman and Vytlacil (1999, 2001, 2005) to the estimation of not only means, but also distributions of potential outcomes. The newly developed method is illustrated by applying it to changes in college enrollment and wage...

Persistent link: https://www.econbiz.de/10005509560

Who wears the trousers? A semiparametric analysis of decision power in couples

Lührmann, Melanie; Maurer, Jürgen - Centre for Microdata Methods and Practice (CEMMAP) - 2007

flexible, yet parsimonious empirical models is crucial for the analysis, as both absolute status as well as relative position … advance semiparametric double index models that feature one separate index for each spouse, which interact nonparametrically …

Persistent link: https://www.econbiz.de/10005509563

Identifying the returns to lying when the truth is unobserved

Hu, Yingyao; Lewbel, Arthur - Centre for Microdata Methods and Practice (CEMMAP) - 2008

Consider an observed binary regressor D and an unobserved binary variable D*, both of which affect some other variable Y . This paper considers nonparametric identification and estimation of the effect of D on Y , conditioning on D* = 0. For example, suppose Y is a person's wage, the unobserved...

Persistent link: https://www.econbiz.de/10005509568

Testing for a general class of functional inequalities

Sokbae 'Simon' Lee; Song, Kyungchul; Whang, Yoon-Jae - Centre for Microdata Methods and Practice (CEMMAP) - 2014

models, game theoretic models, wage inequality, and revealed preferences. Our test involves a one-sided version of Lp …

Persistent link: https://www.econbiz.de/10011094570