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Modern systems of official statistics require the timely estimation of area-specific densities of sub-populations. Ideally estimates should be based on precise geo-coded information, which is not available due to confidentiality constraints. One approach for ensuring confidentiality is by...
Persistent link: https://www.econbiz.de/10010486952
Non-random item nonresponse makes identification of parameters problematic. Such nonresponse can occur with respect to both dependent and conditioning variables. A method often used to reduce nonresponse is that of adding unfolding brackets as follow up to open-ended questions. With these,...
Persistent link: https://www.econbiz.de/10008760241
Investors are interested in receiving the highest return on a portfolio, subject on some constraint in the risk involved. The Capital Asset Pricing Model (CAPM) is a linear model of the form: rs = α βrm ε, where rs, rm, are the returns of a particular security (s) and of the market as a whole...
Persistent link: https://www.econbiz.de/10013139023
We partially identify population treatment effects in observational data under sample selection, without the benefit of random treatment assignment. We provide bounds both for the average and the quantile population treatment effects, combining assumptions for the selected and the non-selected...
Persistent link: https://www.econbiz.de/10012896490
Interest in evaluating the effects of continuous treatments has been on the rise recently. To facilitate the estimation of causal effects in this setting, the present paper introduces entropy balancing for continuous treatments (EBCT) by extending the original entropy balancing methodology of...
Persistent link: https://www.econbiz.de/10012600168
Persistent link: https://www.econbiz.de/10012806696
Multidimensional heterogeneity and endogeneity are important features of models with multiple treatments. We consider a heterogeneous coefficients model where the outcome is a linear combination of dummy treatment variables, with each variable representing a different kind of treatment. We use...
Persistent link: https://www.econbiz.de/10012667312
Multidimensional heterogeneity and endogeneity are important features of models with multiple treatments. We consider a heterogeneous coefficients model where the outcome is a linear combination of dummy treatment variables, with each variable representing a different kind of treatment. We use...
Persistent link: https://www.econbiz.de/10012271087
Persistent link: https://www.econbiz.de/10012425290
This paper partially identifies population treatment effects in observational data under sample selection, without the benefit of random treatment assignment. Bounds are provided for both average and quantile population treatment effects, combining assumptions for the selected and the...
Persistent link: https://www.econbiz.de/10011992007