Showing 1 - 10 of 220
Distortions in the elicitation of economic variables arise frequently. A common problem in household surveys is that reported values exhibit a significant degree of rounding. We interpret rounding as a filter that allows limited information about the relationship of interest to pass. We argue...
Persistent link: https://www.econbiz.de/10011123595
This paper considers measurement error from a new perspective. In surveys, response errors are often caused by the fact that respondents recall past events and quantities imperfectly. We explore the consequences of limited recall for the identification of marginal effects. Our identification...
Persistent link: https://www.econbiz.de/10010762225
This paper considers measurement error from a new perspective. In surveys, response errors are often caused by the fact that respondents recall past events and quantities imperfectly. We explore the consequences of recall errors for such key econometric issues as the identification of marginal...
Persistent link: https://www.econbiz.de/10008506226
This paper considers measurement error from a new perspective. In surveys, response errors are often caused by the fact that respondents recall past events and quantities imperfectly. We explore the consequences of recall errors for such key econometric is- sues as the identification of marginal...
Persistent link: https://www.econbiz.de/10005121198
This paper considers measurement error from a new perspective. In surveys, response errors are often caused by the fact that respondents recall past events and quantities imperfectly. We explore the consequences of limited recall for the identification of marginal effects. Our identification...
Persistent link: https://www.econbiz.de/10008866473
This paper studies the identification of nonseparable models with continuous, endogenous regressors, also called treatments, using repeated cross sections. We show that several treatment effect parameters are identified under two assumptions on the effect of time, namely a weak stationarity...
Persistent link: https://www.econbiz.de/10010820061
In structural economic models, individuals are usually characterized as solving a decision problem that is governed by a finite set of parameters. This paper discusses the nonparametric estimation of the probability density function of these parameters if they are allowed to vary continuously...
Persistent link: https://www.econbiz.de/10010827520
This paper studies nonparametric identification in market level demand models for differentiated products. We generalize common models by allowing for the distribution of heterogeneity parameters (random coefficients) to have a nonparametric distribution across the population and give conditions...
Persistent link: https://www.econbiz.de/10010827567
This paper introduces average treatment effects conditional on the outcomes variable in an endogenous setup where outcome Y, treatment X and instrument Z are continuous. These objects allow to refine well studied treatment effects like ATE and ATT in the case of continuous treatment (see Florens...
Persistent link: https://www.econbiz.de/10010827569
This paper considers identification and estimation of ceteris paribus effects of continuous regressors in nonseparable panel models with time homogeneity. The effects of interest are derivatives of the average and quantile structural functions of the model. We find that these derivatives are...
Persistent link: https://www.econbiz.de/10010739824