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Give missings a chance : combined stochastic and rule-based approach to improve regression models with mismeasured monotonic covariates without side information
Dlugosz, Stephan - 2011
depends on their high importance for administrative processes. The education variable in the IAB employment sub-sample is an … Mincer-type wage regressions. The procedure reveals that the quality of years in education is very important: The German … labour market rewards general education less than vocational training. Furthermore, using this method, no indication of an …
Persistent link: https://www.econbiz.de/10008901839
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Give Missings a Chance : Combined Stochastic and Rule-Based Approach to Improve Regression Models with Mismeasured Monotonic Covariates Without Side Information
Dlugosz, Stephan - 2011
depends on their high importance for administrative processes. The education variable in the IAB employment sub-sample is an … Mincer-type wage regressions. The procedure reveals that the quality of years in education is very important: The German … labour market rewards general education less than vocational training. Furthermore, using this method, no indication of an …
Persistent link: https://www.econbiz.de/10013130027
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Admissible Invariant Similar Tests for Instrumental Variables Regression
Chernozhukov, Victor; Hansen, Christian Bailey; … - 2007
This paper studies a model widely used in the weak instruments literature and establishes admissibility of the weighted average power likelihood ratio tests recently derived by Andrews, Moreira, and Stock (2004). The class of tests covered by this admissibility result contains the Anderson and...
Persistent link: https://www.econbiz.de/10014026286
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A weighty issue revisited : the dynamic effect of body weight on earnings and satisfaction in Germany ; conference paper
Kropfhäußer, Frieder; Sunder, Marco - 2013
We estimate the effect of changes in the body mass index on wages and satisfaction in a panel of German employees. Dynamic models indicate that satisfaction with life in general and with health are responsive to weight changes, but wages and satisfaction with work are not. These results mainly...
Persistent link: https://www.econbiz.de/10010339877
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Chapter 58. Calibration
Dawkins, Christina; Srinivasan, T.N.; Whalley, John - In: Handbook of econometrics : volume 5, (pp. 3653-3703). 2001
We discuss the use of calibration techniques in economic models. Calibration contrasts with estimation in relying on deterministic calculation of model parameter values consistent with data, rather than econometric estimation. The reasons why calibrators use these methods, as well as the main...
Persistent link: https://www.econbiz.de/10014024982
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Cross- and auto-correlation effects arising from averaging : the case of US interest rates and equity duration
Hallerbach, Winfried G. - 2000
Most of the available monthly interest data series consist of monthlyaverages of daily observations. It is well-known that this averaging introduces spurious autocorrelation effectsin the first differences of the series. It isexactly this differenced series we are interested in when...
Persistent link: https://www.econbiz.de/10011303868
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An alternative class of ratio-regression-type estimator under two-phase sampling scheme
Muhammad, Isah; Zakari, Yahaya; Audu, Ahmed - In: CBN journal of applied statistics 12 (2021) 2, pp. 1-26
In this study, a new exponential ratio-regression estimator is developed using an aux- iliary variable for estimating … estimator are de- rived and compared with some of the estimators in extant literature. Thus, the condi- tions under which the … proposed estimator is better than some existing estimators are provided. Empirically, using four real datasets and simulation …
Persistent link: https://www.econbiz.de/10013272887
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Estimation of Heterogeneous Treatment Effects Using Quantile Regression with Interactive Fixed Effects
Xu, Ruofan; Gao, Jiti; Oka, Tatsushi; Whang, Yoon-jae - 2022
We study the estimation of heterogeneous effects of group-level policies, using quantile regression with interactive fixed effects. Our approach can identify distributional policy effects, particularly effects on inequality, under a type of difference-in-differences assumption. We provide...
Persistent link: https://www.econbiz.de/10014079207
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Chapter 62 A Practitioner's Approach to Estimating Intertemporal Relationships Using Longitudinal Data: Lessons from Applications in Wage Dynamics
MaCurdy, Thomas - In: Handbook of econometrics : volume 6A, (pp. 4057-4167). 2007
Panel Study of Income Dynamics. …
Persistent link: https://www.econbiz.de/10014024953
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Estimation of Bivariate Copula-Based Seemingly Unrelated Tobit Models
Wichitaksorn, Nuttanan - 2012
and the Thai wage earnings income data …
Persistent link: https://www.econbiz.de/10013102787