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Slope coefficients in rank-rank regressions are popular measures of intergenerational mobility, for instance in regressions of a child's income rank on their parent's income rank. In this paper, we first point out that commonly used variance estimators such as the homoskedastic or robust...
Persistent link: https://www.econbiz.de/10014480485
This paper considers nonparametric identification and estimation of the regression function when a covariate is mismeasured. The measurement error need not be classical. Employing the small measurement error approximation, we establish nonparametric identification under weak and...
Persistent link: https://www.econbiz.de/10014581847
investigate what causes the in-group bias: is it due to mere group affiliation or, alternatively, is guilt-aversion a possible … beliefs. We find that mere group affiliation affects beliefs and explains a substantial part of the bias, but we also find …
Persistent link: https://www.econbiz.de/10010263886
We characterize the bias of propensity score based estimators of common average treatment effect parameters in the case …
Persistent link: https://www.econbiz.de/10010268598
regression bias, job creation by smaller enterprises is overestimated when figures from the previous year or from start-ups are …
Persistent link: https://www.econbiz.de/10011435365
In the presence of selection bias, traditional estimators of pseudo panel data are inconsistent. In this paper, the … selection bias. Specifically, they propose a Wald test for the null hypothesis that there is no selection bias. Under rejection …-panel regressions to test for selection bias and estimate the returns to education in Colombia. The authors corroborate the existence of …
Persistent link: https://www.econbiz.de/10010308943
Persistent link: https://www.econbiz.de/10010316239
This paper introduces bias-corrected estimators for nonlinear panel data models with both time invariant and time …
Persistent link: https://www.econbiz.de/10010318527
SLS can exhibit substantial finite sample (second-order) bias when the model is over-identified and the first stage … estimates in this situation. Morimune (1983) analyzed both the bias in 2SLS and the lack of moments in LIML. While it was long … jackknife 2SLS (J2SLS) estimator that attenuated the 2SLS bias problem and had good dispersion properties. They found in their …
Persistent link: https://www.econbiz.de/10010318574
that such bias-reducing weights must depend on the data unless an orthogonal reparameterization or an essentially …. Finally, we show that random effects estimators are not bias reducing in general and discuss important exceptions. Three …
Persistent link: https://www.econbiz.de/10010318579