Showing 1 - 10 of 11
that are robust to cross-sectional heteroskedasticity of unknown form. By means of Monte Carlo simulation, we investigate … proposed in the literature. Simulation results reveal that, in terms of median absolute errors and accuracy of inference, the …
Persistent link: https://www.econbiz.de/10010552471
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
Consider a setting where a treatment that starts at some point during a spell (e.g. in unemployment) may impact on the hazard rate of the spell duration, and where the impact may be heterogeneous across subjects. We provide Monte Carlo evidence on the feasibility of estimating the distribution...
Persistent link: https://www.econbiz.de/10008611306
Cultural diversity is a complex and multi-faceted concept. Commonly used quantitative measures of the spatial distribution of culturally-defined groups – such as segregation, isolation or concentration indexes – are often only capable of identifying just one aspect of this distribution. The...
Persistent link: https://www.econbiz.de/10010786980
Making use of restrictions imposed by equilibrium, theoretical progress has been made on the nonparametric and semiparametric estimation and identification of scalar additive hedonic models (Ekeland, Heckman, and Nesheim, 2002) and scalar nonadditive hedonic models (Heckman, Matzkin, and...
Persistent link: https://www.econbiz.de/10005703578
In this article, a modelling framework for the information transmission between agents in an evolutionary game setting is proposed. Agents observe traits which reflect past and present behaviour and success of other agents. If agents imitate more successful agents based on these traits, the...
Persistent link: https://www.econbiz.de/10005822056
This paper develops a simulation estimation algorithm that is particularly useful for estimating dynamic panel data …
Persistent link: https://www.econbiz.de/10005703001
strategies seen in the lab and use the simulation to develop hypotheses about why group size should matter when punishment is …
Persistent link: https://www.econbiz.de/10005703051
The delta method is commonly used to calculate confidence intervals of functions of estimated parameters that are differentiable with non-zero, bounded derivatives. When the delta method is inappropriate, researchers usually first use a bootstrap procedure where they i) repeatedly take a draw...
Persistent link: https://www.econbiz.de/10009151016
treatment and policy evaluation. In contrast to previous simulation studies which mostly considered semiparametric approaches …
Persistent link: https://www.econbiz.de/10011125870