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Nonparametric kernel and regression spline estimation in the presence of measurement error
Maca, J. D.; Carroll, Raymond J.; Ruppert, David - Sonderforschungsbereich 373, Quantifikation und … - 1997
different methods of estimations are used. The first method is the SIMEX algorithm which attempts to estimate the bias, and … kernel regression context, we derive the limit distribution of the SIMEX estimate. With the regression spline technique, two …
Persistent link: https://www.econbiz.de/10010956490
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Nonparametric kernel and regression spline estimation in the presence of measurement error
Maca, J. D.; Carroll, Raymond J.; Ruppert, David - 1997
different methods of estimations are used. The first method is the SIMEX algorithm which attempts to estimate the bias, and … kernel regression context, we derive the limit distribution of the SIMEX estimate. With the regression spline technique, two …
Persistent link: https://www.econbiz.de/10010310815
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Identification of the Binary Choice Model with Misclassification
Lewbel, Arthur - Department of Economics, Boston College - 2000
Misclassification in binary choice (binomial response) models occurs when the dependent variable is measured with error, that is, when an actual "one" response is sometimes recorded as a zero, and vice versa. This paper shows that binary choice models with misclassification are...
Persistent link: https://www.econbiz.de/10005074078
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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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On the Estimation of Term Structure Models and An Application to the United States
International Monetary Fund (IMF); International … - 2010
This paper discusses the estimation of models of the term structure of interest rates. After reviewing the term structure models, specifically the Nelson-Siegel Model and Affine Term- Structure Model, this paper estimates the terms structure of Treasury bond yields for the United States with...
Persistent link: https://www.econbiz.de/10008727797
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Trade Openness and Volatility
Levchenko, Andrei A.; Giovanni, Julian di - International Monetary Fund (IMF) - 2008
This paper examines the mechanisms through which output volatility is related to trade openness using an industry-level panel dataset of manufacturing production and trade. The main results are threefold. First, sectors more open to international trade are more volatile. Second, trade is...
Persistent link: https://www.econbiz.de/10010790347
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Garbage in, Gospel Out? Controlling for the Underreporting of Remittances
Melkonyan, Tigran A.; Grigorian, David A.; Shonkwiler, … - International Monetary Fund (IMF) - 2008
Empirical studies that use self-reported data on remittances to measure the latter's impact on microeconomic incentives mostly ignore the potential errors associated with reporting/measurement issues. An econometric procedure to control for these errors is developed and applied to...
Persistent link: https://www.econbiz.de/10005604786
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Capital Operating Time and total Factor Productivity Growth in France
Simone, Francisco Nadal-De; Everaert, Luc - International Monetary Fund (IMF) - 2003
Data on the weekly operating time of capital improve the measurement of effective capital input in production. The production function of the French business sector is found to be consistent with a Cobb-Douglas technology under constant returns to scale. Total factor productivity growth,...
Persistent link: https://www.econbiz.de/10005264177
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The bias of the Gini coefficient due to grouping
Van Ourti, Tom; Clarke, Philip M. - 2008
We propose a first order bias correction term for the Gini index to reduce the bias due to grouping. The first order … reveals an intuitive formula for the remaining second order bias which is useful in empirical analyses. We analyze the … it reduces a considerable share of the bias due to grouping. …
Persistent link: https://www.econbiz.de/10011377108
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Measuring farm labor : survey experimental evidence from Ghana
Gaddis, Isis; Oseni, Gbemisola; Palacios-Lopez, Amparo; … - 2019
This study examines recall bias in farm labor by conducting a randomized survey experiment in Ghana. Hours of farm …, controlling for observable differences at baseline. Recall bias in farm labor per person per plot is accounted for by the fact … that households in the recall group report fewer marginal plots and farm workers, denoted here as listing bias. This …
Persistent link: https://www.econbiz.de/10012004782