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Part-time Work, Wages and Productivity: Evidence from Belgian Matched Panel Data

Garnero, Andrea; Kampelmann, Stephan; Rycx, Francois - 2013

The authors use matched employer-employee panel data on Belgian private-sector firms to estimate the relationship between wage/productivity differentials and the firm's labor composition in terms of part-time and sex. Findings suggest that the groups of women and part-timers generate employer...

Persistent link: https://www.econbiz.de/10010329143

Locally robust semiparametric estimation

Chernozhukov, Victor; Escanciano, Juan Carlos; … - 2016

This paper shows how to construct locally robust semiparametric GMM estimators, meaning equivalently moment conditions …

Persistent link: https://www.econbiz.de/10011594341

Locally robust semiparametric estimation

Chernozhukov, Victor; Escanciano, Juan Carlos; … - 2018

We give a general construction of debiased/locally robust/orthogonal (LR) moment functions for GMM, where the …

Persistent link: https://www.econbiz.de/10011941476

GMM with Many Weak Moment Conditions

Newey, Whitney K.; Windmeijer, Frank - 2008

Using many moment conditions can improve efficiency but makes the usual generalized method of moments (GMM) inferences … inaccurate. Two-step GMM is biased. Generalized empirical likelihood (GEL) has smaller bias, but the usual standard errors are … under many weak moments. In addition, we introduce a jackknife GMM estimator, but find that GEL is asymptotically more …

Persistent link: https://www.econbiz.de/10009479997

Tests for neglected heterogeneity in moment condition models

Hahn, Jinyong; Newey, Whitney K.; Smith, Richard J. - 2011

relevant Jacobian matrix obtained as the second order derivative of the moment indicator in a leading case. GMM and GEL tests … difference is noted between GMM and GEL constructions. The paper is concluded by a generalization of these tests to the …

Persistent link: https://www.econbiz.de/10010288363

Neglected heterogeneity in moment condition models

Hahn, Jinyong; Newey, Whitney K.; Smith, Richard J. - In: Journal of econometrics 178 (2014) 1, pp. 86-100

Persistent link: https://www.econbiz.de/10010255460

Locally robust semiparametric estimation

Chernozhukov, Victor; Escanciano, Juan Carlos; … - 2016

This paper shows how to construct locally robust semiparametric GMM estimators, meaning equivalently moment conditions …

Persistent link: https://www.econbiz.de/10011517194

Testing identification strength

Antoine, Bertille; Renault, Eric - In: Journal of econometrics 218 (2020) 2, pp. 271-293

Persistent link: https://www.econbiz.de/10012483002

On the relevance of weaker instruments

Antoine, Bertille; Renault, Eric - In: Econometric reviews 36 (2017) 6/9, pp. 928-945

Persistent link: https://www.econbiz.de/10011795536

Locally robust semiparametric estimation

Chernozhukov, Victor; Escanciano, Juan Carlos; … - 2018

We give a general construction of debiased/locally robust/orthogonal (LR) moment functions for GMM, where the …

Persistent link: https://www.econbiz.de/10011824067