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Overidentification test in a nonparametric treatment model with unobserved heterogeneity : conference paper

Dzemski, Andreas; Sarnetzki, Florian - 2014 - This version: February 15, 2014

We provide an overidentification test for a nonparametric treatment model where individuals are allowed to select into treatment based on unobserved gains. Our test can be used to test the validity of instruments in a framework with essential heterogeneity (Imbens and Angrist 1994). The...

Persistent link: https://www.econbiz.de/10010491120

Nonstationary-volatility robust panel unit root tests and the great moderation : conference paper

Hanck, Christoph; Czudaj, Robert - 2013

This paper argues that typical applications of panel unit root tests should take possible nonstationarity in the … volatility process of the innovations of the panel time series into account. Nonstationarity volatility arises for instance when … enjoyed by many industrialized countries, known as the `Great Moderation.' It also proposes a new testing approach for panel …

Persistent link: https://www.econbiz.de/10010343777

Nonresponse in business tendency surveys : theoretical discourse and empirical evidence

Seiler, Christian - 2013

Surveys are a widely used tool to answer socio-economic research question across disciplines. However, data collection can face certain problems such as nonresponding units. For household and population surveys, a large body of literature about the effects of nonresponse exist but only less is...