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Chapter 75 The Econometrics of Data Combination
Ridder, Geert; Moffitt, Robert - In: Handbook of econometrics : volume 6B, (pp. 5469-5547). 2007
due to mismeasured variables. We consider sample merger by matching on identifiers that may be imperfect in the case that …
Persistent link: https://www.econbiz.de/10014024940
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A Note on the Role of the Propensity Score for Estimating Average Treatment Effects
Frolich, Markus - In: Econometric Reviews 23 (2004) 2, pp. 167-174
Hahn [Hahn, J. (1998). On the role of the propensity score in efficient semiparametric estimation of average treatment effects. Econometrica 66:315-331] derived the semiparametric efficiency bounds for estimating the average treatment effect (ATE) and the average treatment effect on the treated...
Persistent link: https://www.econbiz.de/10009279879
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Quantile treatment effects in the regression discontinuity design
Frandsen, Brigham R.; Frölich, Markus; Melly, Blaise - In: Journal of Econometrics 168 (2012) 2, pp. 382-395
We introduce a nonparametric estimator for local quantile treatment effects in the regression discontinuity (RD) design. The procedure uses local distribution regression to estimate the marginal distributions of the potential outcomes. We illustrate the procedure through Monte Carlo simulations...
Persistent link: https://www.econbiz.de/10011052292
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Chapter 77 Linear Inverse Problems in Structural Econometrics Estimation Based on Spectral Decomposition and Regularization
Carrasco, Marine; Florens, Jean-Pierre; Renault, Eric - In: Handbook of econometrics : volume 6B, (pp. 5633-5751). 2007
Inverse problems can be described as functional equations where the value of the function is known or easily estimable but the argument is unknown. Many problems in econometrics can be stated in the form of inverse problems where the argument itself is a function. For example, consider a...
Persistent link: https://www.econbiz.de/10014024938
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Chapter 76 Large Sample Sieve Estimation of Semi-Nonparametric Models
Chen, Xiaohong - In: Handbook of econometrics : volume 6B, (pp. 5549-5632). 2007
Often researchers find parametric models restrictive and sensitive to deviations from the parametric specifications; semi-nonparametric models are more flexible and robust, but lead to other complications such as introducing infinite-dimensional parameter spaces that may not be compact and the...
Persistent link: https://www.econbiz.de/10014024939
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Chapter 74 Implementing Nonparametric and Semiparametric Estimators
Ichimura, Hidehiko; Todd, Petra E. - In: Handbook of econometrics : volume 6B, (pp. 5369-5468). 2007
This chapter reviews recent advances in nonparametric and semiparametric estimation, with an emphasis on applicability to empirical research and on resolving issues that arise in implementation. It considers techniques for estimating densities, conditional mean functions, derivatives of...
Persistent link: https://www.econbiz.de/10014024941
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Genetic Matching for Estimating Causal Effects: A General Multivariate Matching Method for Achieving Balance in Observational Studies
Diamond, Alexis; Sekhon, Jasjeet S. - In: The Review of Economics and Statistics 95 (2013) 3, pp. 932-945
This paper presents genetic matching, a method of multivariate matching that uses an evolutionary search algorithm to … determine the weight each covariate is given. Both propensity score matching and matching based on Mahalanobis distance are … limiting cases of this method. The algorithm makes transparent certain issues that all matching methods must confront. We …
Persistent link: https://www.econbiz.de/10011009911
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Chapter 19. Econometric Methods for the Analysis of Assignment Problems in the Presence of Complementarity and Social Spillovers
Graham, Bryan S. - In: Handbook of social economics : volume 1, (pp. 965-1052). 2011
partner reassignment in one-on-one matching models, the average outcome and inequality effects of segregation, and treatment …
Persistent link: https://www.econbiz.de/10014025508
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Die Auswirkungen öffentlicher Gründungsförderung auf das Überleben und Wachstum junger Unternehmen
Almus, Matthias; Prantl, Susanne - In: Journal of Economics and Statistics (Jahrbuecher fuer … 222 (2002) 2, pp. 161-185
growth of assisted firms. To estimate causal effects a non-parametric matching procedure is used to draw an adequate control …
Persistent link: https://www.econbiz.de/10008634432
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Höheres Beschäftigungswachstum durch Venture Capital?
Engel, Dirk - In: Journal of Economics and Statistics (Jahrbuecher fuer … 223 (2003) 1, pp. 1-22
statistical matching procedure an adequate control group for comparison with the group of venture-backed firms is drawn. Matching …
Persistent link: https://www.econbiz.de/10008533582