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Gini index estimation within pre-specified error bound : application to Indian household survey data

Bilson Darku, Francis; Konietschke, Frank; … - In: Econometrics : open access journal 8 (2020) 2/26, pp. 1-20

The Gini index, a widely used economic inequality measure, is computed using data whose designs involve clustering and stratification, generally known as complex household surveys. Under complex household survey, we develop two novel procedures for estimating Gini index with a pre-specified...

Persistent link: https://www.econbiz.de/10012265429

Uniform inference in panel autoregression

Chao, John C.; Phillips, Peter C. B. - In: Econometrics : open access journal 7 (2019) 4/45, pp. 1-28

This paper considers estimation and inference concerning the autoregressive coefficient (p) in a panel autoregression for which the degree of persistence in the time dimension is unknown. Our main objective is to construct confidence intervals for p that are asymptotically valid, having...

Persistent link: https://www.econbiz.de/10012160749

Parametric and nonparametric frequentist model selection and model averaging

Ullah, Aman; Wang, Huansha - In: Econometrics : open access journal 1 (2013) 2, pp. 157-179

This paper presents recent developments in model selection and model averaging for parametric and nonparametric models … the context of nonparametric models. In applications, estimation and inference are often conducted under the selected … and nonparametric cases. Some possible topics for future research are also indicated. …

Persistent link: https://www.econbiz.de/10010237107

Plug-in bandwidth selection for kernel density estimation with discrete data

Chu, Chi-yang; Henderson, Daniel J.; Parmeter, … - In: Econometrics : open access journal 3 (2015) 2, pp. 199-214

This paper proposes plug-in bandwidth selection for kernel density estimation with discrete data via minimization of mean summed square error. Simulation results show that the plug-in bandwidths perform well, relative to cross-validated bandwidths, in non-uniform designs. We further find that...

Persistent link: https://www.econbiz.de/10011296735

Direct and indirect effects under sample selection and outcome attrition

Huber, Martin; Solovyeva, Anna - In: Econometrics : open access journal 8 (2020) 4/44, pp. 1-25

This paper extends the evaluation of direct and indirect treatment effects, i.e., mediation analysis, to the case that outcomes are only partially observed due to sample selection or outcome attrition. We assume sequential conditional independence of the treatment and the mediator, i.e., the...

Persistent link: https://www.econbiz.de/10012404583

Outliers in semi-parametric estimation of treatment effects

Canavire-Bacarreza, Gustavo; Castro, Luis; Ontiveros, … - In: Econometrics : open access journal 9 (2021) 2, pp. 1-32

Outliers can be particularly hard to detect, creating bias and inconsistency in the semi-parametric estimates. In this paper, we use Monte Carlo simulations to demonstrate that semi-parametric methods, such as matching, are biased in the presence of outliers. Bad and good leverage point outliers...

Persistent link: https://www.econbiz.de/10012547410

Efficiency of average treatment effect estimation when the true propensity is parametric

Kim, Kyoo Il - In: Econometrics : open access journal 7 (2019) 2/25, pp. 1-13

is unknown but parametric, it is conjectured from the literature that we still need nonparametric propensity score … estimate the propensity score by a nonparametric method in applications. …

Persistent link: https://www.econbiz.de/10012025779