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A Semiparametric Model for Binary Response and Continuous Outcomes Under Index Heteroscedasticity
Klein, Roger; Vella, Francis - Institute for the Study of Labor (IZA) - 2006
This paper formulates a likelihood-based estimator for a double index, semiparametric binary response equation. A novel … heteroscedasticity that depends on an index different from that underlying the “mean-response”. We show that such (multiplicative …) heteroscedasticity, whose form is not parametrically specified, effectively induces exclusion restrictions on the outcomes equation. The …
Persistent link: https://www.econbiz.de/10005822740
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Semiparametric Selection Models with Binary Outcomes
Klein, Roger; Shen, Chan; Vella, Francis - Institute for the Study of Labor (IZA) - 2011
This paper addresses the estimation of a semiparametric sample selection index model where both the selection rule and … a semiparametric setting, we develop estimators for both the marginal effects and the underlying model parameters. The …
Persistent link: https://www.econbiz.de/10009325416
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The Inequality-Growth Plateau
Henderson, Daniel J.; Qian, Junhui; Wang, Le - Institute for the Study of Labor (IZA) - 2015
We examine the (potentially nonlinear) relationship between inequality and growth using a method which does not require an a priori assumption on the underlying functional form. This approach reveals a plateau completely missed by commonly used (nonlinear) parametric approaches - the economy...
Persistent link: https://www.econbiz.de/10011128023
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Simplified Implementation of the Heckman Estimator of the Dynamic Probit Model and a Comparison with Alternative Estimators
Arulampalam, Wiji; Stewart, Mark - Institute for the Study of Labor (IZA) - 2007
This paper presents a convenient shortcut method for implementing the Heckman estimator of the dynamic random effects probit model using standard software. It then compares the three estimators proposed by Heckman, Orme and Wooldridge based on three alternative approximations, first in an...
Persistent link: https://www.econbiz.de/10005703243
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Robust Confidence Intervals for Average Treatment Effects under Limited Overlap
Rothe, Christoph - Institute for the Study of Labor (IZA) - 2015
Estimators of average treatment effects under unconfounded treatment assignment are known to become rather imprecise if there is limited overlap in the covariate distributions between the treatment groups. But such limited overlap can also have a detrimental effect on inference, and lead for...
Persistent link: https://www.econbiz.de/10011125869
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Policy Discontinuity and Duration Outcomes
den Berg, Gerard J. van; Bozio, Antoine; Costa Dias, Monica - Institute for the Study of Labor (IZA) - 2014
Causal effects of a policy change on hazard rates of a duration outcome variable are not identified from a comparison of spells before and after the policy change, if there is unobserved heterogeneity in the effects and no model structure is imposed. We develop a discontinuity approach that...
Persistent link: https://www.econbiz.de/10010959649
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Inference on a Generalized Roy Model, with an Application to Schooling Decisions in France
d'Haultfoeuille, Xavier; Maurel, Arnaud - Institute for the Study of Labor (IZA) - 2009
can be point or set identified without any usual instruments. We propose a three-stages semiparametric estimation …
Persistent link: https://www.econbiz.de/10008514869
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Identification of Peer Effects Using Group Size Variation
Davezies, Laurent; Xavier d’Haultfoeuille; Fougère, Denis - Institute for the Study of Labor (IZA) - 2006
This paper considers the semiparametric identification of endogenous and exogenous peer effects based on group size …
Persistent link: https://www.econbiz.de/10005566348
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Bandwidth Selection and the Estimation of Treatment Effects with Unbalanced Data
Galdo, Jose; Smith, Jeffrey Andrew; Black, Dan - Institute for the Study of Labor (IZA) - 2007
This paper addresses the selection of smoothing parameters for estimating the average treatment effect on the treated using matching methods. Because precise estimation of the expected counterfactual is particularly important in regions containing the mass of the treated units, we define and...
Persistent link: https://www.econbiz.de/10005822100
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New Insights on Unemployment Duration and Post Unemployment Earnings in Germany: Censored Box-Cox Quantile Regression at Work
Fitzenberger, Bernd; Wilke, Ralf A. - Institute for the Study of Labor (IZA) - 2007
In light of nonstationary search theory (van den Berg, 1990), this paper estimates the effects of benefit entitlement periods and the size of unemployment benefits on unemployment durations and post-unemployment earnings in West Germany. For the unemployment duration, we estimate censored...
Persistent link: https://www.econbiz.de/10005822354