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Recentered influence functions in Stata: Methods for analyzing the determinants of poverty and inequality

Rios-Avila, Fernando - 2019

Recentered influence functions (RIFs) are statistical tools popularized by Firpo, Fortin, and Lemieux (2009) for analyzing unconditional partial effects on quantiles in a regression analysis framework (unconditional quantile regressions). The flexibility and simplicity of these tools has opened...

Persistent link: https://www.econbiz.de/10012142974

Instrumental variable estimation of the causal effect of hunger early in life on health later in life

van den Berg, Gerard J.; Pinger, Pia R.; Schoch, Johannes - 2012

Numerous studies have evaluated the effect of nutrition early in life on health much later in life by comparing individuals born during a famine to others. Nutritional intake is typically unobserved and endogenous, whereas famines arguably provide exogenous variation in the provision of...

Persistent link: https://www.econbiz.de/10010321143

The impact of mass migration of Syrians on the Turkish labor market

Aksu, Ege; Erzan, Refik; Kırdar, Murat Güray - 2018

We estimate the effects of the arrival of 2.5 million Syrian migrants in Turkey by the end of 2015 on the labor market outcomes of natives, using a difference-in-differences IV methodology. We show that relaxing the common-trend assumption of this methodology -unlike recent papers in the same...

Persistent link: https://www.econbiz.de/10012060217

How do monetary policy announcements affect inflation expectations?

Olsson, Kerstin - 2020

This paper examines the effects of policy rate announcements on households' inflation expectations over the time period 2003-2015. The effect is estimated using a two-stage least squares regression model. The announced changes are instrumented by a monetary policy surprise variable obtained from...

Persistent link: https://www.econbiz.de/10012806705

Time-varying instrumental variable estimation

Giraitis, Liudas; Kapetanios, George; Marcellino, … - 2020

We develop non-parametric instrumental variable estimation and inferential theory for econometric models with possibly endogenous regressors whose coefficients can vary over time either deterministically or stochastically, and the time-varying and uniform versions of the standard Hausman...

Persistent link: https://www.econbiz.de/10012670874

Misreporting and Misclassification: Implications for Socioeconomic Disparities in Body-mass Index and Obesity

Ljungvall, Åsa; Gerdtham, Ulf-G.; Lindblad, Ulf - 2012

height, has become the standard proxy for obesity in social science research. This study deals with the potential problems … the risk of obesity are sensitive to whether BMI or waist circumference is used to define obesity. Education and two … obesity defined using waist circumference, an educational gradient, which is not present when classifying men using BMI …

Persistent link: https://www.econbiz.de/10013208615

Identifying the returns to lying when the truth is unobserved

Hu, Yingyao; Lewbel, Arthur - 2007

Consider an observed binary regressor D and an unobserved binary variable D*, both of which affect some other variable Y. This paper considers nonparametric identification and estimation of the effect of D on Y , conditioning on D* = 0. For example, suppose Y is a person's wage, the unobserved D...

Persistent link: https://www.econbiz.de/10010277518

Asymptotic Normality of Single-Equation Estimators for the Case with a Large Number of Weak Instruments

Swanson, Norman R.; Chao, John C. - 2003

This paper analyzes conditions under which various single-equation estimators are asymptotically normal in a simultaneous equations framework with many weak instruments. In particular, our paper adds to the many instruments asymptotic normality literature, including papers by Morimune (1983),...

Persistent link: https://www.econbiz.de/10010263213

Consistent Estimation with a Large Number of Weak Instruments

Chao, John C.; Swanson, Norman R. - 2004

This paper analyzes the conditions under which consistent estimation can be achieved in instrumental Variables (IV) regression when the available instruments are weak, in the local-to-zero sense of Staiger and Stock (1997) and using the many-instrument framework of Morimune (1983) and Bekker...

Persistent link: https://www.econbiz.de/10010276817

Combining two consistent estimators

Chao, John; Hausman, Jerry; Newey, Whitney; Swanson, Norman - 2012

This paper shows how a weighted average of a forward and reverse Jackknife IV estimator (JIVE) yields estimators that are robust against heteroscedasticity and many instruments. These estimators, called HFUL (Heteroscedasticity robust Fuller) and HLIM (Heteroskedasticity robust limited...

Persistent link: https://www.econbiz.de/10010334252