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Inference for estimates of treatment effects with clustered data requires great care when treatment is assigned at the group level. This is true for both pure treatment models and difference-in-differences regressions. Even when the number of clusters is quite large, cluster-robust standard...
Persistent link: https://www.econbiz.de/10011722291
Matching is a widely used program evaluation estimation method when treatment is assigned at random conditional on … are unknown and when they are known. We derive the large sample distribution that accounts for the estimation error of the …
Persistent link: https://www.econbiz.de/10012964498
It is standard practice in applied work to rely on linear least squares regression to estimate the effect of a binary variable ("treatment") on some outcome of interest. In this paper I study the interpretation of the regression estimand when treatment effects are in fact heterogeneous.I show...
Persistent link: https://www.econbiz.de/10013012020
heteroskedasticity and are extensions and generalizations of the models considered in Kruiniger (2013. Quasi ML estimation of the panel … Quasi ML estimators (MLEs) for panel AR(1) models with additional regressors. We also consider related GMM estimators. All … individual effects; and we discuss estimation of models with time-varying individual effects. We also discuss how to choose …
Persistent link: https://www.econbiz.de/10012903818
We propose a new estimator for average causal effects of a binary treatment with panel data in settings with general …
Persistent link: https://www.econbiz.de/10015190081
instrumental variables, difference-in-differences estimators, regression discontinuity design, matching methods, panel data methods …
Persistent link: https://www.econbiz.de/10014025557
Most research questions in agricultural and applied economics are of a causal nature, i.e., how one or more variables (e.g., policies, prices, the weather) affect one or more other variables (e.g., the welfare of individuals or the society, the demanded or produced quantity, pollution). Only a...
Persistent link: https://www.econbiz.de/10015162983
We provide an overview of recent empirical research on patterns of cross-country growth. The new empirical regularities considered differ from earlier ones, e.g., the well-known Kaldor stylized facts. The new research no longer makes production function accounting a central part of the analysis....
Persistent link: https://www.econbiz.de/10014024246
This paper proposes new ℓ1-penalized quantile regression estimators for panel data, which explicitly allows for … the techniques to two empirical studies. First, the new method is applied to the estimation of labor supply elasticities …
Persistent link: https://www.econbiz.de/10010238040
In the first half of the paper we study spurious regressions in panel data when the cross-section and time …-based cointegration tests in panel data, because the null distribution of residual-based cointegration tests depends on the asymptotics of … LSDV. In the second half of the paper we study residual-based tests for cointegration regression in panel data. We study …
Persistent link: https://www.econbiz.de/10014060676