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Measurement error and imputation of consumption in survey data

Campos, Rodolfo G.; Reggio, Ilina - Departamento de Economía, Universidad Carlos III de Madrid - 2012

We study how estimators used to impute consumption in survey data are inconsistent due to measurement error in … consumption. Previous research suggests instrumenting consumption to overcome this problem. We show that, if additional regressors … are present in the estimation, then instrumenting consumption may still produce inconsistent estimators. This …

Persistent link: https://www.econbiz.de/10010861840

Measurement error in imputation procedures

Campos, Rodolfo G.; Reggio, Iliana - 2013

imputan datos de consumo desde CEX a PSID ; We study how estimators used to impute consumption in survey data are inconsistent … due to measurement error in consumption. Previous research suggests instrumenting consumption to overcome this problem. We … show that, if additional regressors are present, then instrumenting consumption may still produce inconsistent estimators …

Persistent link: https://www.econbiz.de/10012530432

Measurement error in imputation procedures

Campos, Rodolfo G.; Reggio, Iliana - In: Economics letters 122 (2014) 2, pp. 197-202

Persistent link: https://www.econbiz.de/10010395190

Breaking ties : regression discontinuity design meets market design

Abdulkadiroğlu, Atila; Angrist, Joshua D.; Narita, Yusuke - 2019

Centralized school assignment algorithms must distinguish between applicants with the same preferences and priorities. This is done with randomly assigned lottery numbers, nonlottery tie-breakers like test scores, or both. The New York City public high school match illustrates the latter, using...

Persistent link: https://www.econbiz.de/10011989205

Two-stage instrumental variable estimation of linear panel data models with interactive effects

Cui, Guowei; Norkuté, Milda; Sarafidis, Vasilis; … - 2020

This paper puts forward a new instrumental variables (IV) approach for linear panel datamodels with interactive effects in the error term and regressors. The instruments are transformed regressors and so it is not necessary to search for external instruments. The proposed method asymptotically...

Persistent link: https://www.econbiz.de/10012271550

Inference with arbitrary clustering

Colella, Fabrizio; Lalive, Rafael; Sakalli, Seyhun Orcan; … - 2019

Analyses of spatial or network data are now very common. Nevertheless, statistical inference is challenging since unobserved heterogeneity can be correlated across neighboring observational units. We develop an estimator for the variance-covariance matrix (VCV) of OLS and 2SLS that allows for...

Persistent link: https://www.econbiz.de/10012102134

Does homeownership promote wealth accumulation?

Kaas, Leo; Kocharkov, Georgi; Preugschat, Edgar - 2016

Consumption Survey for the Euro area, we correct for endogeneity by using inheriting the household's main residence as an …

Persistent link: https://www.econbiz.de/10011429581

The role of constant instruments in dynamic panel estimation

Han, Chirok; Kim, Hyoungjong - In: Economics Letters 124 (2014) 3, pp. 500-503

In the standard generalized method of moments estimation of dynamic panel data models, the constant term is usually omitted from instrument sets. As a result, adding a constant to the dependent variable affects the estimates for models without full period dummies. Omitting the constant term from...

Persistent link: https://www.econbiz.de/10010930706

Program substitutability in network television: Evidence from Argentina

Carare, Octavian; Zentner, Alejandro - In: Information Economics and Policy 24 (2012) 2, pp. 145-160

Inference about television program substitutability from the consumer perspective is complicated by unobserved shocks to viewership and endogenous programming choices by television networks. High-frequency changes in program scheduling are commonplace in Argentina. This paper uses this variation...

Persistent link: https://www.econbiz.de/10010577776

Identification and shape restrictions in nonparametric instrumental variables estimation

Freyberger, Joachim; Horowitz, Joel - 2013

This paper is concerned with inference about an unidentified linear function, L(g), where the function g satisfies the relation Y=g(X)+U; E(U |W)=0. In this relation, Y is the dependent variable, X is a possibly endogenous explanatory variable, W is an instrument for X and U is an unobserved...

Persistent link: https://www.econbiz.de/10009761386