Showing 1 - 10 of 983
Causal effects of a policy change on hazard rates of a duration outcome variable are not identified from a comparison … identification of average treatment effects on hazard rates without model structure. We estimate these effects by kernel hazard …
Persistent link: https://www.econbiz.de/10011440159
-discontinuity estimation in the sharp age-discontinuity design of the NDYP job search assistance program for young unemployed in the UK. Next …, where compliance is imperfect among the young. Adjusting the matching estimator for selectivity changes the results towards …
Persistent link: https://www.econbiz.de/10010273920
identification is only achieved in special cases. The bounds have a simple analytical form and thus have much practical relevance in …
Persistent link: https://www.econbiz.de/10010315558
The credibility of standard instrumental variables assumptions is often under dispute. This paper imposes weak monotonicity in order to gain information on counterfactual outcomes, but avoids independence or exclusion restrictions. The outcome process is assumed to be sequentially ordered,...
Persistent link: https://www.econbiz.de/10010315505
variation in the timing of treatment and outcome, dealing with selectivity on unobservables. We demonstrate the appropriateness … of this approach in our con-text by studying the enrollment process. We develop a model allowing for duration dependence … and unobserved heterogeneity (leading to spurious duration dependence) in the treatment effect itself, and we prove non …
Persistent link: https://www.econbiz.de/10010273981
the market, averaged over the full population, we develop an identification and estimation method in two steps. The first …
Persistent link: https://www.econbiz.de/10010273977
The paper re-examines existing estimators for the panel data fixed effects ordered logit model, proposes a new one, and studies the sampling properties of these estimators in a series of Monte Carlo simulations. There are two main findings. First, we show that some of the estimators used in the...
Persistent link: https://www.econbiz.de/10010316860
The paper reconsiders existing estimators for the panel data fixed effects ordered logit model, including one that has not been used in econometric studies before, and studies the small sample properties of these estimators in a series of Monte Carlo simulations. There are two main findings....
Persistent link: https://www.econbiz.de/10010316884
-based estimators have been suggested alternatively. In this paper I discuss empirical likelihood (EL) estimation for count data models …
Persistent link: https://www.econbiz.de/10010315608
estimation in particular has favorable properties in this setting compared to the two-step GMM procedure, which is demonstrated … in a Monte Carlo experiment. The proposed method is applied to the estimation of a cigarette demand function. …
Persistent link: https://www.econbiz.de/10010315597