Showing 1 - 6 of 6
This paper presents an extension to the Oaxaca–Blinder decomposition with continuous groups using a semiparametric approach known as varying coefficients model. To account for potential self-selection into the continuum of groups, the use of inverse mills ratios is expanded upon following the...
Persistent link: https://www.econbiz.de/10012025729
Unconditional quantile regressions, as introduced by Firpo, Fortin, and Lemieux (2009), are a special case of Recentered Influence Functions (RIF) Regressions that can be used to relate how small changes in the distributions of explanatory variables affect an unconditional statistic of interest....
Persistent link: https://www.econbiz.de/10014079641
Recentered influence functions (RIFs) are statistical tools popularized by Firpo, Fortin, and Lemieux (2009) for analyzing unconditional partial effects on quantiles in a regression analysis framework (unconditional quantile regressions). The flexibility and simplicity of these tools has opened...
Persistent link: https://www.econbiz.de/10011999073
This paper describes the application of a semiparametric approach, known as a varying coefficients model (Hastie and Tibshirani 1993), to implement a Oaxaca-Blinder type of decomposition in the presence of self-selection into treatment groups for a continuum of comparison groups. The flexibility...
Persistent link: https://www.econbiz.de/10012016731
This paper proposes a new method to estimate quantile regressions with multiple fixed effects. The method, which expands on the strategy proposed by Machado and Santos Silva (2019), allows for the inclusion of multiple fixed effects and provides various alternatives for estimating standard...
Persistent link: https://www.econbiz.de/10015052823
In this paper an alternative approach for the estimation of higher-order linear fixed-effects models is described. The strategy relies on the transformation of the data prior to calculating estimations of the model. While the approach is computationally intensive, the hardware requirements for...
Persistent link: https://www.econbiz.de/10010213138