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Chapter 75 The Econometrics of Data Combination
Ridder, Geert; Moffitt, Robert - In: Handbook of econometrics : volume 6B, (pp. 5469-5547). 2007
due to mismeasured variables. We consider sample merger by matching on identifiers that may be imperfect in the case that …
Persistent link: https://www.econbiz.de/10014024940
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What is the value of knowing the propensity score of estimating average treatment effects
Frölich, Markus - 2002
Propensity score matching is widely used in treatment evaluation to estimate average treatment effects. Nevertheless …
Persistent link: https://www.econbiz.de/10011412472
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Nonparametric IV estimation of local average treatment effects with covariates
Frölich, Markus - 2002
In this paper nonparametric instrumental variable estimation of local average treatment effects (LATE) is extended to incorporate confounding covariates. Estimation of local average treatment effects is appealing since their identification relies on much weaker assumptions than the...
Persistent link: https://www.econbiz.de/10011413605
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A Note on the Relation of Weighting and Matching Estimators
Lechner, Michael - 2007
This paper compares the inverse-probability-of-selection-weighting estimation principle with the matching principle and … derives conditions for weighting and matching to identify the same and the true distribution, respectively. This comparison …
Persistent link: https://www.econbiz.de/10012728898
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Empirical Pricing Kernel Estimation Using a Functional Gradient Descent Algorithm Based on Splines
Meier, Pirmin - 2012
We propose a new methodology to estimate the empirical pricing kernel implied from option data. In contrast to most of the studies in the literature that use an indirect approach, i.e. first estimating the physical and risk-neutral densities and obtaining the pricing kernel in a second step, we...
Persistent link: https://www.econbiz.de/10013108080
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Microeconomic models with latent variables : applications of measurement error models in empirical industrial organization and labor economics
Hu, Yingyao - 2015
This paper reviews recent developments in nonparametric identi.cation of mea- surement error models and their applications in applied microeconomics, in particular, in empirical industrial organization and labor economics. Measurement error models describe mappings from a latent distribution to...
Persistent link: https://www.econbiz.de/10010469057
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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
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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
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A New Non-Parametric Matching Method for Bias Adjustment with Applications to Economic Evaluations
Sekhon, Jasjeet S.; Grieve, Richard - 2008
regression and propensity score matching are model dependent and often fail to replicate the results of randomized controlled … trials. We demonstrate a new non-parametric matching method, Genetic Matching, which is a generalization of propensity score … and Mahalanobis distance matching (Sekhon forthcoming), using two contrasting case studies. In the first, an economic …
Persistent link: https://www.econbiz.de/10014217793
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Chapter 19. Econometric Methods for the Analysis of Assignment Problems in the Presence of Complementarity and Social Spillovers
Graham, Bryan S. - In: Handbook of social economics : volume 1, (pp. 965-1052). 2011
partner reassignment in one-on-one matching models, the average outcome and inequality effects of segregation, and treatment …
Persistent link: https://www.econbiz.de/10014025508