Showing 1 - 10 of 13
There is a large theoretical literature on methods for estimating causal effects under unconfoundedness, exogeneity, or selection-on-observables type assumptions using matching or propensity score methods. Much of this literature is highly technical and has not made inroads into empirical...
Persistent link: https://www.econbiz.de/10010259540
I review recent work in the statistics literature on instrumental variables methods from an econometrics perspective. I discuss some of the older, economic, applications including supply and demand models and relate them to the recent applications in settings of randomized experiments with...
Persistent link: https://www.econbiz.de/10010259577
Persistent link: https://www.econbiz.de/10001775716
Ridder and Woutersen (2003) have shown that under a weak condition on the baseline hazard there exist root-N consistent estimators of the parameters in a semiparametric Mixed Proportional Hazard model with a parametric baseline hazard and unspecified distribution of the unobserved heterogeneity....
Persistent link: https://www.econbiz.de/10003909941
Adult height, as a marker of childhood health, has recently become a focus in understanding the relationship between childhood health and health outcomes at older ages. However, measured height of the older individuals is contaminated by height shrinkage from aging. Height shrinkage, in turn may...
Persistent link: https://www.econbiz.de/10009536509
This paper presents an analysis of the failure and completion rates of graduate students in economics at three universities in The Netherlands. We find that an indicator of the research productivity of the supervisor is an important determinant of the completion and dropout rates. However, this...
Persistent link: https://www.econbiz.de/10011318598
Using a Cox proportional hazard model that allows for a flexible time dependence in order to incorporate business cycle effects, we analyze the determinants of reemployment probabilities of young workers in the U.S. from 1978-1989. We find considerable changes in the chances of young workers...
Persistent link: https://www.econbiz.de/10003333111
We investigate the problem of optimal choice of the smoothing parameter (bandwidth) for the regression discontinuity estimator. We focus on estimation by local linear regression, which was shown to be rate optimal (Porter, 2003). Investigation of an expected-squared-error-loss criterion reveals...
Persistent link: https://www.econbiz.de/10003809023
Estimation of average treatment effects under unconfoundedness or exogenous treatment assignment is often hampered by lack of overlap in the covariate distributions. This lack of overlap can lead to imprecise estimates and can make commonly used estimators sensitive to the choice of...
Persistent link: https://www.econbiz.de/10003474186
Many empirical questions in economics and other social sciences depend on causal effects of programs or policies. In the last two decades much research has been done on the econometric and statistical analysis of the effects of such programs or treatments. This recent theoretical literature has...
Persistent link: https://www.econbiz.de/10003752841