Showing 1 - 10 of 1,585
This paper provides tools for partial identification inference and sensistivity analysis in a general class of semiparametric models. The main working assumption is that the finite-dimensional parameter of interest and the possibility infinite-dimensional nuisance parameter are identified...
Persistent link: https://www.econbiz.de/10010194268
We analyze identification of nonseparable models under three kinds of exogeneity assumptions weaker than full statistical independence. The first is based on quantile independence. Selection on unobservables drives deviations from full independence. We show that such deviations based on quantile...
Persistent link: https://www.econbiz.de/10011488374
A breakdown frontier is the boundary between the set of assumptions which lead to a specific conclusion and those which do not. In a potential outcomes model with a binary treatment, we consider two conclusions: First, that ATE is at least a specific value (e.g., nonnegative) and second that the...
Persistent link: https://www.econbiz.de/10011645504
Given a set of baseline assumptions, a breakdown frontier is the boundary between the set of assumptions which lead to a specific conclusion and those which do not. In a potential outcomes model with a binary treatment, we consider two conclusions: First, that ATE is at least a specific value...
Persistent link: https://www.econbiz.de/10012202176
In this paper, we investigate what can be learned about average counterfactual outcomes when it is assumed that treatment response functions are smooth. The smoothness conditions in this paper amount to assuming that the differences in average counterfactual outcomes are bounded under different...
Persistent link: https://www.econbiz.de/10010336471
In this paper, we investigate what can be learned about average counterfactual outcomes as well as average treatment effects when it is assumed that treatment response functions are smooth. We obtain a set of new partial identification results for both the average treatment response and the...
Persistent link: https://www.econbiz.de/10011994415
This paper reexamines the GATT/WTO membership effect on bilateral trade flows, using nonparametric methods including pair-matching, permutation tests, and a Rosenbaum (2002) sensitivity analysis. Together, these methods provide an estimation framework that is robust to misspecification biases,...
Persistent link: https://www.econbiz.de/10009275445
We argue that in modelling cross-country growth models one should first identify so-called outlying observations. For the data set of Sala-i-Martin, we use the least median of squares (LMS) estimator to identify outliers. As LMS is not suited for inference, we then use reweighted least squares...
Persistent link: https://www.econbiz.de/10009781564
This paper analyzes partial identification of parameters that measure a distribution’s spread, for example, the variance, Gini coefficient, entropy, or interquartile range. The core results are tight, two-dimensional identification regions for the expectation and variance, the median and...
Persistent link: https://www.econbiz.de/10011755108
This paper proposes an empirical analysis of the sensitivity of Discrete Choice Model (DCM) to the size of the spatial units used as choice set (which relates to the well-known Modifiable Areal Unit Problem). Job's location choices in Brussels (Belgium) are used as the case study. DCMs are...
Persistent link: https://www.econbiz.de/10011304174