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Hoderlein, Stefan - 2009

Rationality places strong restrictions on individual consumer behavior. This paper is concerned with assessing the validity of the integrability constraints imposed by standard utility maximization, arising in classical consumer demand analysis. More specifically, we characterize the testable...

Persistent link: https://www.econbiz.de/10003908559

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

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

Non-parametric inference for the effect of a treatment on survival times with application in the health and social sciences

Luna, Xavier de; Johansson, Per - 2009

In this paper we perform inference on the effect of a treatment on survival times in studies where the treatment assignment is not randomized and the assignment time is not known in advance. Two such studies are discussed: a heart transplant program and a study of Swedish unemployed eligible for...

Persistent link: https://www.econbiz.de/10010269367

Practical and theoretical advances in inference for partially identified models

Canay, Ivan A.; Shaikh, Azeem M. - 2016

This paper surveys some of the recent literature on inference in partially identified models. After reviewing some basic concepts, including the definition of a partially identified model and the identified set, we turn our attention to the construction of confidence regions in partially...

Persistent link: https://www.econbiz.de/10011417422

Testing symmetry of unknown densities via smoothing with the generalized gamma kernels

Hirukawa, Masayuki; Sakudo, Mari - In: Econometrics : open access journal 4 (2016) 2, pp. 1-27

This paper improves a kernel-smoothed test of symmetry through combining it with a new class of asymmetric kernels called the generalized gamma kernels. It is demonstrated that the improved test statistic has a normal limit under the null of symmetry and is consistent under the alternative. A...

Persistent link: https://www.econbiz.de/10011506402

Approximate permutation tests and induced order statistics in the regression discontinuity design

Canay, Ivan A.; Kamat, Vishal - 2016

In the regression discontinuity design, it is common practice to asses the credibility of the design by testing whether the means of baseline covariates do not change at the cutoff (or threshold) of the running variable. This practice is partly motivated by the stronger implication derived by...

Persistent link: https://www.econbiz.de/10011522382

Testing exogeneity in nonparametric instrumental variables identified by conditional quantile restrictions

Fu, Jia-Young Michael; Horowitz, Joel; Parey, Matthias - 2015

This paper presents a test for exogeneity of explanatory variables in a nonparametric instrumental variables (IV) model whose structural function is identified through a conditional quantile restriction. Quantile regression models are increasingly important in applied econometrics. As with...

Persistent link: https://www.econbiz.de/10011350133

A K-sample homogeneity test based on the quantification of the p-p plot

Hinloopen, Jeroen; Wagenvoort, Rien; Marrewijk, Charles van - 2008

We propose a quantification of the p-p plot that assigns equal weight to all distances between the respective distributions: the surface between the p-p plot and the diagonal. This surface is labelled the Harmonic Weighted Mass (HWM) index. We introduce the diagonal-deviation (d-d) plot that...

Persistent link: https://www.econbiz.de/10011377121

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

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

heterogeneity (Imbens and Angrist 1994). The essential ingredient is to assume that a binary and a continuous instrument are … motivated by the observation that in the presence of essential heterogeneity classical GMM overidentification tests can not be … period. If teenage girls select into pregnancy based on some unobserved heterogeneity that is correlated with their …

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

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