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Two-stage least squares random forests with an application to Angrist and Evans (1998)

Biewen, Martin; Kugler, Philipp - 2020

We develop the case of two-stage least squares estimation (2SLS) in the general framework of Athey et al. (Generalized Random Forests, Annals of Statistics, Vol. 47, 2019) and provide a software implementation for R and C++. We use the method to revisit the classic application of instrumental...

Persistent link: https://www.econbiz.de/10012269068

Two-stage least squares random forests with a replication of angrist and evans (1998)

Biewen, Martin; Kugler, Philipp - 2020

Persistent link: https://www.econbiz.de/10012424219

Matching as a regression estimator : matching avoids making assumptions about the functional form of the regression equation, making analysis more reliable

Black, Dan A. - 2015

"Matching" is a statistical technique used to evaluate the effect of a treatment by comparing the treated and non …-treated units in an observational study. Matching provides an alternative to older estimation methods, such as ordinary least … remarkable increase in computing power since then has made other methods, in particular matching, very easy to implement. …

Persistent link: https://www.econbiz.de/10011433502

A nonparametric method for predicting survival probabilities

Klaauw, Bas van der; Vriend, Sandra - 2015

Public programs often use statistical profiling to assess the risk that applicants will become long-term dependent on the program. The literature uses linear probability models and (Cox) proportional hazard models to predict duration outcomes. These either focus on one threshold duration or...

Persistent link: https://www.econbiz.de/10011391532

Empirical Monte Carlo evidence on estimation of Timing-of-Events models

Lombardi, Stefano; Berg, Gerard J. van den; Vikström, Johan - 2020

This paper builds on the Empirical Monte Carlo simulation approach developed by Huber et al. (2013) to study the estimation of Timing-of-Events (ToE) models. We exploit rich Swedish data of unemployed job-seekers with information on participation in a training program to simulate placebo...

Persistent link: https://www.econbiz.de/10012419545

Empirical Monte Carlo evidence on estimation of timing-of-events models

Lombardi, Stefano; Berg, Gerard J. van den; Vikström, Johan - 2021

Persistent link: https://www.econbiz.de/10012390913

Recovering latent variables by matching

Arellano, Manuel; Bonhomme, Stéphane - 2020

We propose an optimal-transport-based matching method to nonparametrically estimate linear models with independent …

Persistent link: https://www.econbiz.de/10012152500

Transition to motherhood : the role of health

Simankova, Irina; Tauchmann, Harald - 2024

, fertility determinants that might deteriorate with age, such as health, and their effect on reproductive patterns, should be …

Persistent link: https://www.econbiz.de/10014532025

Structural econometric estimation of the basic reproduction number for Covid-19 across U.S. states and selected countries

Johnsson, Ida; Pesaran, M. Hashem; Yang, Cynthia Fan - 2023

This paper proposes a structural econometric approach to estimating the basic reproduction number (R0) of Covid-19. This approach identifies R0 in a panel regression model by filtering out the effects of mitigating factors on disease diffusion and is easy to implement. We apply the method to...

Persistent link: https://www.econbiz.de/10014364977

Optimal Bandwidth Choice for Matching Estimators by Double Smoothing

Flossmann, Anton - 2008

This paper addresses the choice of an optimal smoothing parameter for local polynomial matching estimators. In order to … estimate the MSE of the matching estimator as a bandwidth selection criterion, the Double Smoothing approach (Mýller (1985 … true MSE of the matching estimator …

Persistent link: https://www.econbiz.de/10014216404