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The effect of disability on labour market outcomes in Germany : evidence from matching

Lechner, Michael; Vazquez-Alvarez, Rosalia - 2003

status on labour market outcomes using matching methods associated with treatment effect techniques for program evaluation …

Persistent link: https://www.econbiz.de/10010261660

Nonparametric IV Estimation of Local Average Treatment Effects with Covariates

Frölich, Markus - 2002

In this paper nonparametric instrumental variable estimation of local average treatment effects (LATE) is extended to incorporate confounding covariates. Estimation of local average treatment effects is appealing since their identification relies on much weaker assumptions than the...

Persistent link: https://www.econbiz.de/10010262665

What is the Value of Knowing the Propensity Score for Estimating Average Treatment Effects?

Frölich, Markus - 2002

Propensity score matching is widely used in treatment evaluation to estimate average treatment effects. Nevertheless …

Persistent link: https://www.econbiz.de/10010262697

Programme Evaluation with Multiple Treatments

Frölich, Markus - 2002

nonparametric matching and weighting estimators of the average treatment effects and their properties are examined. …

Persistent link: https://www.econbiz.de/10010262703

A martingale representation for matching estimators

Abadie, Alberto; Imbens, Guido W. - 2009

Matching estimators are widely used in statistical data analysis. However, the distribution of matching estimators has … matching estimators. This representation allows the use of martingale limit theorems to derive the asymptotic distribution of … matching estimators. As an illustration of the applicability of the theory, we derive the asymptotic distribution of a matching …

Persistent link: https://www.econbiz.de/10010269062

Siblings and Educational Attainment in West Germany

Blaess, Virginie - 2005

heterogeneity in educational decisions, several empirical specifications including propensity score matching are tested. The results …

Persistent link: https://www.econbiz.de/10010297262

Sequential estimation of structural models with a fixed point constraint

Kasahara, Hiroyuki; Shimotsu, Katsumi - 2008

This paper considers the estimation problem of structural models for which empirical restrictions are characterized by a fixed point constraint, such as structural dynamic discrete choice models or models of dynamic games. We analyze the conditions under which the nested pseudo-likelihood (NPL)...

Persistent link: https://www.econbiz.de/10010264523

Independent component analysis via copula techniques

Chen, Ray-Bing; Guo, Meihui; Härdle, Wolfgang Karl; … - 2008

Independent component analysis (ICA) is a modern factor analysis tool developed in the last two decades. Given p-dimensional data, we search for that linear combination of data which creates (almost) independent components. Here copulae are used to model the p-dimensional data and then...

Persistent link: https://www.econbiz.de/10010274138

Nested Pseudo-likelihood Estimation and Bootstrap-based Inference for Structural Discrete Markov Decision Models

Kasahara, Hiroyuki; Shimotsu, Katsumi - 2006

This paper analyzes the higher-order properties of nested pseudo-likelihood (NPL) estimators and their practical implementation for parametric discrete Markov decision models in which the probability distribution is defined as a fixed point. We propose a new NPL estimator that can achieve...

Persistent link: https://www.econbiz.de/10011940681

Sequential estimation of structural models with a fixed point constraint

Kasahara, Hiroyuki; Shimotsu, Katsumi - 2008

Persistent link: https://www.econbiz.de/10010290435