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Testing Weak Cross-Sectional Dependence in Large Panels

Pesaran, M. Hashem - 2012

This paper considers testing the hypothesis that errors in a panel data model are weakly cross sectionally dependent … the range [0, 1/4], for all combinations of N and T, and irrespective of whether the panel contains lagged values of the …

Persistent link: https://www.econbiz.de/10013108232

Wage Decompositions Using Panel Data Sample Selection Correction

Oaxaca, Ronald L. - 2016

This paper analyzes wage decomposition methodology in the context of panel data sample selection embedded in a … correlated random effects setting. Identification issues unique to panel data are examined for their implications for wage … decompositions. As an empirical example, we apply our methodology to German Socio-Economic Panel (GSOEP) data with which we …

Persistent link: https://www.econbiz.de/10012983918

Sample Attrition in the Canadian Survey of Labor and Income Dynamics

Boudarbat, Brahim - 2013

first wave of the 1996-2001 panel. The main findings of the paper are that attrition is not random. Attritors and non … on average higher than wages that would be observed if all the individuals initially selected in the panel remained in …

Persistent link: https://www.econbiz.de/10013084142

Andelic, Nicole; Allan, JL; Bender, Keith A.; Powell, Daniel - 2022

Much of the literature on performance-related pay (PRP) and poor health relies on self-reported data, and the relationship is particularly difficult to examine due to confounding variables. To address these limitations we examine three groups of health measures using data from the UKHLS: blood...

Persistent link: https://www.econbiz.de/10014083925

Please Call Again : Correcting Non-Response Bias in Treatment Effect Models

Behaghel, Luc - 2012

We propose a novel selectivity correction procedure to deal with survey attrition, at the crossroads of the "Heckit" and of the bounding approach of Lee (2009). As a substitute for the instrument needed in sample selectivity correction models, we use information on the number of attempts that...

Persistent link: https://www.econbiz.de/10013099813

Estimating Returns to Education When the IV Sample is Selective

Wang, Le - 2013

The literature estimating returns to education has often utilized spousal education and parental education as instrument variables (IV). However, due to usual survey designs, both IVs are available only for the individuals whose spouse or parents are present in the same household. The IV...

Persistent link: https://www.econbiz.de/10013088666

Nonseparable Sample Selection Models with Censored Selection Rules : An Application to Wage Decompositions

Fernández‐Val, Iván - 2018

strategies for estimation. We also provide the associated asymptotic theory. These strategies are illustrated in an empirical …

Persistent link: https://www.econbiz.de/10012928503

Another Look at the Identification at Infinity of Sample Selection Models

D'Haultfœuille, Xavier - 2009

It is often believed that without instrument, endogenous sample selection models are identified only if a covariate with a large support is available (see Chamberlain, 1986, and Lewbel, 2007). We propose a new identification strategy mainly based on the condition that the selection variable...

Persistent link: https://www.econbiz.de/10013157515

Sample Attrition Bias in Randomized Experiments : A Tale of Two Surveys

Behaghel, Luc - 2009

The randomized trial literature has helped to renew the fields of microeconometric policy evaluation by emphasizing identification issues raised by endogenous program participation. Measurement and attrition issues have perhaps received less attention. This paper analyzes the dramatic impact of...

Persistent link: https://www.econbiz.de/10013159683

Characterizing the Instrumental Variable Identifying Assumption as Sample Selection Conditions

Belzil, Christian - 2012

We build on Rosenzweig and Wolpin (2000) and Keane (2010) and show that in order to fulfill the Instrumental variable (IV) identifying moment condition, a policy must be designed so that compliers and non-compliers either have the same average error term, or have an error term ratio equal to...

Persistent link: https://www.econbiz.de/10013110508