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Sequential Matching Estimation of Dynamic Causal Models

Lechner, Michael - 2021

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 … estimators perform well in small and medium size samples. Based on the application of the sequential matching estimators to an …

Persistent link: https://www.econbiz.de/10013319454

Correlation and efficiency of propensity score-based estimators for average causal effects

Pingel, Ronnie; Waernbaum, Ingeborg - 2015

matching, inverse probability weighting and doubly robust estimators change under the case of correlated covariates …

Persistent link: https://www.econbiz.de/10010479992

Identification of Effects of Dynamic Treatments with a Difference-in-Differences Approach

Miquel, Ruth - 2003

This paper examines the power of a conditional difference-in-differences approach to nonparametrically identify the causal effects of sequences of interventions. In the classical difference-in-differences case, a period previous to the implementation of the intervention is used as a comparison...

Persistent link: https://www.econbiz.de/10014087910

Identification and estimation of causal effects of multiple treatments under the conditional independence assumption

Lechner, Michael - 1999

the approach retains its basic simplicity. The paper also outlines a matching estimator potentially suitable in that …

Persistent link: https://www.econbiz.de/10011317474

The Microeconometric Estimation of Treatment Effects - an Overview

Caliendo, Marco; Hujer, Reinhard - 2021

The need to evaluate the performance of active labour market policies is not questioned any longer. Even though OECD countries spend significant shares of national resources on these measures, unemployment rates remain high or even increase. We focus on microeconometric evaluation which has to...

Persistent link: https://www.econbiz.de/10013318415

A Note on Regressions with Interval Data on a Regressor

Cerquera, Daniel; Laisney, François; Ullrich, Hannes - 2014

Motivated by Manski and Tamer (2002) and especially their partial identification analysis of the regression model where one covariate is only interval-measured, we present two extensions. Manski and Tamer (2002) propose two estimation approaches in this context, focussing on general results. The...

Persistent link: https://www.econbiz.de/10014141412

A Note on Regressions with Interval Data on a Regressor

Cerquera, Daniel; Laisney, François; Ullrich, Hannes - 2015

We reconsider the partial identification analysis of the regression model in Manski and Tamer (2002) where one covariate is only interval-measured and present two additional sets of results. Manski and Tamer (2002) propose two estimation approaches in this context, focussing on general results....

Persistent link: https://www.econbiz.de/10014143561

Dynamically Controlled Kernel Estimation

Kienitz, Joerg; Nowaczyk, Nikolai; Geng, Nancy(Qingxin) - 2021

We introduce a data driven and model free approach for computing conditional expectations. The new method is based on classical techniques combined with machine learning methods. In particular, we consider kernel density estimation based on simulated risk factors combined with a control variate....

Persistent link: https://www.econbiz.de/10013231705

A note on regressions with interval data on a regressor

Cerquera, Daniel; Laisney, François; Ullrich, Hannes - 2014

Persistent link: https://www.econbiz.de/10010417444

Conditional systemic risk with penalized copula

Okhrin, Ostap; Ristig, Alexander; Sheen, Jeffrey R.; … - 2015

Financial contagion and systemic risk measures are commonly derived from conditional quantiles by using imposed model assumptions such as a linear parametrization. In this paper, we provide model free measures for contagion and systemic risk which are independent of the specifcation of...

Persistent link: https://www.econbiz.de/10011309638