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1
Estimation
of Generalized Entropy and Atkinson Inequality Indices from Complex Survey Data
Biewen, Martin
;
Jenkins, Stephen P.
-
2003
Applying a method suggested by Woodruff (1971), we derive the sampling variances of Generalized Entropy and Atkinson inequality indices when estimated from complex survey data. It turns out that this method also greatly simplifies the calculations for the i.i.d. case when compared to previous...
Persistent link: https://www.econbiz.de/10010262721
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2
How much should we trust linear instrumental variables estimators? An application to family size and children's education
Mogstad, Magne
;
Wiswall, Matthew
-
2009
variable (IV)
estimation
. We show that tests for treatment effects, selection bias, and treatment effect heterogeneity are …
Persistent link: https://www.econbiz.de/10010269608
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3
How much can we trust causal interpretations of fixed-effects estimators in the context of criminality?
Bjerk, David
-
2009
Researchers are often interested in estimating the causal effect of some treatment on individual criminality. For example, two recent relatively prominent papers have attempted to estimate the respective direct effects of marriage and gang participation on individual criminal activity. One...
Persistent link: https://www.econbiz.de/10010271337
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4
Exponent of cross-sectional dependence:
Estimation
and inference
Bailey, Natalia
;
Kapetanios, George
;
Pesaran, Hashem
-
2012
An important issue in the analysis of cross-sectional dependence which has received renewed interest in the past few years is the need for a better understanding of the extent and nature of such cross dependencies. In this paper we focus on measures of cross-sectional dependence and how such...
Persistent link: https://www.econbiz.de/10010282124
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5
Sequential Matching
Estimation
of Dynamic Causal Models
Lechner, Michael
-
2004
This paper proposes sequential matching and inverse selection probability weighting to estimate dynamic causal effects. The sequential matching estimators extend simple, matching estimators based on propensity scores for static causal analysis that have been frequently applied in the evaluation...
Persistent link: https://www.econbiz.de/10010261808
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6
Regression discontinuity design with covariates
Frölich, Markus
-
2007
) and Porter (2003), who examined identification and
estimation
without covariates, requiring assumptions that may often be …. In addition, accounting for covariates may also reduces variance. Finally,
estimation
of quantile treatment effects (QTE …
Persistent link: https://www.econbiz.de/10010268328
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7
Instrumental variables
estimation
with partially missing instruments
Mogstad, Magne
;
Wiswall, Matthew
-
2010
We examine instrumental variables
estimation
in situations where the instrument is only observed for a sub …
Persistent link: https://www.econbiz.de/10010269473
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8
Estimating the Smoothing Parameter in the So-Called Hodrick-Prescott Filter
Schlicht, Ekkehart
-
2004
This note gives a fairly complete statistical description of the Hodrick-Prescott Filter (1997) which has been proposed in the context of my seasonal adjustment method (Schlicht 1981, 1984). A statistics estimator for the smoothing parameter is proposed that is asymptotically equivalent to the...
Persistent link: https://www.econbiz.de/10010261819
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9
Treatment Effect Heterogeneity in Theory and Practice
Angrist, Joshua D.
-
2003
Instrumental Variables (IV) methods identify internally valid causal effects for individuals whose treatment status is manipulable by the instrument at hand. Inference for other populations requires homogeneity assumptions. This paper outlines a theoretical framework that nests causal...
Persistent link: https://www.econbiz.de/10010261579
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10
Health and Wealth of Elderly Couples : Causality Tests Using Dynamic Panel Data Models
Michaud, Pierre-Carl
;
van Soest, Arthur
-
2004
A positive relationship between socio-economic status (SES) and health, the so-called "health-wealth gradient", is repeatedly found in most industrialized countries with similar levels of health care technology and economic welfare. This study analyzes causality from health to wealth (health...
Persistent link: https://www.econbiz.de/10010262057
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