Similar Search Results

Robust standard errors in transformed likelihood estimation of dynamic panel data models

Hayakawa, Kazuhiko; Pesaran, M. Hashem - 2012

This paper extends the transformed maximum likelihood approach for estimation of dynamic panel data models by Hsiao …

Persistent link: https://www.econbiz.de/10010282268

Nonparametric IV Estimation of Local Average Treatment Effects with Covariates

Frölich, Markus - 2002

In this paper nonparametric instrumental variable estimation of local average treatment effects (LATE) is extended to incorporate confounding covariates. Estimation of local average treatment effects is appealing since their identification relies on much weaker assumptions than the...

Persistent link: https://www.econbiz.de/10010262665

Programme Evaluation with Multiple Treatments

Frölich, Markus - 2002

This paper reviews the main identification and estimation strategies for microeconomic policy evaluation. Particular emphasis is laid on evaluating policies consisting of multiple programmes, which is of high relevance in practice. For example, active labour market policies may consist of...

Persistent link: https://www.econbiz.de/10010262703

A martingale representation for matching estimators

Abadie, Alberto; Imbens, Guido W. - 2009

matching estimators. As an illustration of the applicability of the theory, we derive the asymptotic distribution of a matching …

Persistent link: https://www.econbiz.de/10010269062

Identification and estimation of causal mechanisms and net effects of a treatment under unconfoundedness

Flores, Carlos A.; Flores-Lagunes, Alfonso - 2009

An important goal when analyzing the causal effect of a treatment on an outcome is to understand the mechanisms through which the treatment causally works. We define a causal mechanism effect of a treatment and the causal effect net of that mechanism using the potential outcomes framework. These...

Persistent link: https://www.econbiz.de/10010269294

Quantile treatment effects in the regression discontinuity design: Process results and gini coefficient

Frölich, Markus; Melly, Blaise - 2010

This paper shows nonparametric identification of quantile treatment effects (QTE) in the regression discontinuity design. The distributional impacts of social programs such as welfare, education, training programs and unemployment insurance are of large interest to economists. QTE are an...

Persistent link: https://www.econbiz.de/10010269846

Evaluating nonexperimental estimators for multiple treatments: evidence from experimental data

Flores, Carlos A.; Mitnik, Oscar A. - 2009

This paper assesses the effectiveness of unconfoundedness-based estimators of mean effects for multiple or multivalued treatments in eliminating biases arising from nonrandom treatment assignment. We evaluate these multiple treatment estimators by simultaneously equalizing average outcomes among...

Persistent link: https://www.econbiz.de/10010271265

Survey Non-Response and Unemployment Duration

van den Berg, Gerard J.; Lindeboom, Maarten; Dolton, … - 2004

Social surveys are often used to estimate unemployment duration distributions. Survey nonresponse may then cause a bias. We study this using a unique dataset that combines survey information of individual workers with administrative records of the same workers. The latter provide information on...

Persistent link: https://www.econbiz.de/10010262049

Random Coefficient Panel Data Models

Hsiao, Cheng; Pesaran, Mohammad Hashem - 2004

This paper provides a review of linear panel data models with slope heterogeneity, introduces various types of random … models, and the more recent developments in the area of cross-sectional dependence in panel data models. …

Persistent link: https://www.econbiz.de/10010276181

General Diagnostic Tests for Cross Section Dependence in Panels

Pesaran, Mohammad Hashem - 2004

This paper proposes simple tests of error cross section dependence which are applicable to a variety of panel data … based on average of pair-wise correlation coefficients of the OLS residuals from the individual regressions in the panel …, and as predicted by the theory, quite robust to the presence of unit roots and structural breaks. The use of the CD test …

Persistent link: https://www.econbiz.de/10010276182