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Almost unbiased estimation in simultaneous equations models with strong and/or weak instruments

Iglesias, Emma M.; Phillips, Garry D. A. - 2011 - This version: August 2011

We propose two simple bias reduction procedures that apply to estimators in a general static simultaneous equation model and which are valid under reatively weak distributional assumptions for the errors. Standard jackknife estimators, as applied to 2SLS, may not reduce the bias of the exogenous...

Persistent link: https://www.econbiz.de/10009260061

Estimation and inference in large heterogenous panels with cross section dependence

Pesaran, M. Hashem - 2003

This paper presents a new approach to estimation and inference in panel data models with unobserved common factors possibly correlated with exogenously given individual-specific regressors and/or the observed common effects. The basic idea behind the proposed estimation procedure is to filter...

Persistent link: https://www.econbiz.de/10011505911

Quantile regression with generated regressors

Chen, Liqiong; Galvão Júnior, Antônio Fialho; Song, … - In: Econometrics : open access journal 9 (2021) 2, pp. 1-35

Family Expenditure Survey. We document strong heterogeneity in the estimated Engel curves along the conditional distribution …

Persistent link: https://www.econbiz.de/10012504016

Commuters' preferences for fast and reliable travel

Koster, Paul R.; Koster, Hans - 2013

observed and unobserved heterogeneity in the value of travel time and reliability. Using data from a stated choice experiment …, we show that there is substantial heterogeneity in the willingness to pay for fast and reliable travel. About 5 …-25 percent of the heterogeneity in the value of time and reliability is attributable to observed characteristics of individuals …

Persistent link: https://www.econbiz.de/10011532468

Unobservable, but unimportant? : the influence of personality traits (and other usually unobserved variables) for the estimation of treatment effects ; conference paper

Caliendo, Marco; Mahlstedt, Robert; Mitnik, Oscar A. - 2014 - Preliminary version, this draft: February 28, 2014

A large and highly used number of treatment effects estimators rely on the unconfoundedness assumption ("selection on observables") which is fundamentally non testable. When evaluating the effects of labor market policies, researchers need to observe both variables that affect treatment...

Persistent link: https://www.econbiz.de/10010487253

Heterogeneity and asymmetry in cross-section gravity models of aggregate migration

Peeters, Ludo - 2010

factors have been included to account for potentially correlated heterogeneity in the bilateral dimension that is … unobserved heterogeneity in all three dimensions results in appreciably lower magnitudes of all coefficients (except the one on …

Persistent link: https://www.econbiz.de/10012608069

Commuters' preferences for fast and reliable travel

Koster, Paul; Koster, Hans - 2013

Persistent link: https://www.econbiz.de/10010191398

Sample selection models without exclusion restrictions : parameter heterogeneity and partial identification

Honoré, Bo E.; Hu, Luojia - 2022

exclusion restrictions. We extend the analysis in Honor'e and Hu (2020) by allowing for parameter heterogeneity and derive …

Persistent link: https://www.econbiz.de/10013332258

Testing for Money Illusion Hypothesis in Aggregate Consumption Function : Mixed Data Sampling Approach

Motegi, Kaiji - 2015

Testing for the money illusion hypothesis in aggregate consumption function generally involves a regression model that projects real consumption onto nominal disposable income and a consumer price index. Price data are usually available at a monthly level, but consumption and income data are...

Persistent link: https://www.econbiz.de/10013013202

The Impact of Financial Literacy and Financial Well-Being toward Online Shopping Activities during COVID-19 among Students Residing in Malaysia

Susanto, Sebastian Filbert - 2021

The purpose of this study is to measured and analysed the relationship and correlations of the financial literacy, financial well-being, COVID-19 daily life influence, and individual’s monthly income toward the online shopping activities, which is measured through the estimated average monthly...

Persistent link: https://www.econbiz.de/10014351678

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