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A Permutation Test and Estimation Alternatives for the Regression Kink Design

Ganong, Peter - 2014

The Regression Kink (RK) design is an increasingly popular empirical method, with more than 20 studies circulated using RK in the last 5 years since the initial circulation of Card, Lee, Pei and Weber (2012). We document empirically that these estimates, which typically use local linear...

Persistent link: https://www.econbiz.de/10013051441

Misspecification Testing in a Class of Conditional Distributional Models

Rothe, Christoph - 2012

We propose a specification test for a wide range of parametric models for the conditional distribution function of an outcome variable given a vector of covariates. The test is based on the Cramer-von Mises distance between an unrestricted estimate of the joint distribution function of the data,...

Persistent link: https://www.econbiz.de/10013110184

Robust Confidence Intervals for Average Treatment Effects Under Limited Overlap

Rothe, Christoph - 2015

Estimators of average treatment effects under unconfounded treatment assignment are known to become rather imprecise if there is limited overlap in the covariate distributions between the treatment groups. But such limited overlap can also have a detrimental effect on inference, and lead for...

Persistent link: https://www.econbiz.de/10013029637

Loss Aversion and the Welfare Ranking of Policy Interventions

Firpo, Sergio - 2020

In this paper we develop theoretical criteria and econometric methods to rank policy interventions in terms of welfare when individuals are loss-averse. The new criterion for "loss aversion-sensitive dominance" defines a weak partial ordering of the distributions of policy-induced gains and...

Persistent link: https://www.econbiz.de/10012835871

Non-Parametric Inference for the Effect of a Treatment on Survival Times with Application in the Health and Social Sciences

DeLuna, Xavier - 2009

In this paper we perform inference on the effect of a treatment on survival times in studies where the treatment assignment is not randomized and the assignment time is not known in advance. Two such studies are discussed: a heart transplant program and a study of Swedish unemployed eligible for...

Persistent link: https://www.econbiz.de/10012765090

Analyzing Cost Efficient Production Behavior Under Economies of Scope : A Nonparametric Methodology

Cherchye, L. - 2006

In designing a production model for firms that generate multiple outputs, we take as a starting point that such multi-output production refers to economies of scope, which in turn originate from joint input use and input externalities. We provide a nonparametric characterization of cost...

Persistent link: https://www.econbiz.de/10012779393

Testing Dependence Among Serially Correlated Multi-Category Variables

Pesaran, M. Hashem - 2008

The contingency table literature on tests for dependence among discrete multi-category variables is extensive. Existing tests assume, however, that draws are independent, and there are no tests that account for serial dependencies - a problem that is particularly important in economics and...

Persistent link: https://www.econbiz.de/10012773816

On Nonparametric Identification of Treatment Effects in Duration Models

Johansson, Per - 2016

We show that the main nonparametric identification finding of Abbring and Van den Berg (2003b, Econometrica) for the effect of a timing-chosen treatment on an event duration of interest does not hold. The main problem is that the identification is based on the competing-risks identification...

Persistent link: https://www.econbiz.de/10012981520

Growth, Volatility and Political Instability : Non-Linear Time-Series Evidence for Argentina, 1896-2000

Campos, Nauro - 2009

What is the relationship between economic growth and its volatility? Does political instability affect growth directly … or indirectly, through volatility? This paper tries to answer such questions using a power-ARCH framework with annual … and legislative changes) has an indirect (through volatility) negative impact. We also find preliminary support for the …

Persistent link: https://www.econbiz.de/10012766848

From Riches to Rags, and Back? Institutional Change, Financial Development and Economic Growth in Argentina Since the 1890s

Campos, Nauro - 2014

individual effects on economic growth and volatility using the power-ARCH framework with annual data since the 1890s. The results …

Persistent link: https://www.econbiz.de/10013042993