Narrow search
Showing 1 - 10 of 263
Cover Image
Non-Parametric Inference for the Effect of a Treatment on Survival Times with Application in the Health and Social Sciences
de Luna, Xavier; Johansson, Per - Institute for the Study of Labor (IZA) - 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/10005233824
Cover Image
Misspecification Testing in a Class of Conditional Distributional Models
Rothe, Christoph; Wied, Dominik - Institute for the Study of Labor (IZA) - 2012
We propose a specification test for a wide range of parametric models for the conditional distribution function of an outcome variable given a vector of covariates. The test is based on the Cramer-von Mises distance between an unrestricted estimate of the joint distribution function of the data,...
Persistent link: https://www.econbiz.de/10009650610
Cover Image
Analyzing Cost Efficient Production Behavior Under Economies of Scope: A Nonparametric Methodology
Cherchye, Laurens; Rock, Bram De; Vermeulen, Frederic - Institute for the Study of Labor (IZA) - 2006
In designing a production model for firms that generate multiple outputs, we take as a starting point that such multi-output production refers to economies of scope, which in turn originate from joint input use and input externalities. We provide a nonparametric characterization of cost...
Persistent link: https://www.econbiz.de/10005763448
Cover Image
A Permutation Test and Estimation Alternatives for the Regression Kink Design
Ganong, Peter; Jäger, Simon - Institute for the Study of Labor (IZA) - 2014
The Regression Kink (RK) design is an increasingly popular empirical method, with more than 20 studies circulated using RK in the last 5 years since the initial circulation of Card, Lee, Pei and Weber (2012). We document empirically that these estimates, which typically use local linear...
Persistent link: https://www.econbiz.de/10010790521
Cover Image
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
Cover Image
Panel Unit Root Tests in the Presence of a Multifactor Error Structure
Pesaran, M. Hashem; Smith, L. Vanessa; Yamagata, Takashi - Institute for the Study of Labor (IZA) - 2007
This paper extends the cross sectionally augmented panel unit root test proposed by Pesaran (2007) to the case of a multifactor error structure. The basic idea is to exploit information regarding the unobserved factors that are shared by other time series in addition to the variable under...
Persistent link: https://www.econbiz.de/10005762413
Cover Image
Testing Dependence among Serially Correlated Multi-Category Variables
Pesaran, M. Hashem; Timmermann, Allan - Institute for the Study of Labor (IZA) - 2006
The contingency table literature on tests for dependence among discrete multi-category variables is extensive. Existing tests assume, however, that draws are independent, and there are no tests that account for serial dependencies - a problem that is particularly important in economics and...
Persistent link: https://www.econbiz.de/10005763908
Cover Image
Two to Tangle: Financial Development, Political Instability and Economic Growth in Argentina (1896–2000)
Campos, Nauro F.; Karanasos, Menelaos G.; Tan, Bin - Institute for the Study of Labor (IZA) - 2008
.g., cabinet changes) has an indirect (through volatility) impact on growth; (iii) the effect of financial development is positive … and, surprisingly, not via volatility; (iv) the informal instability effects are much larger in the short- than in the …
Persistent link: https://www.econbiz.de/10005703824
Cover Image
From Riches to Rags, and Back? Institutional Change, Financial Development and Economic Growth in Argentina since the 1890s
Campos, Nauro F; Karanasos, Menelaos G.; Tan, Bin - Institute for the Study of Labor (IZA) - 2014
individual effects on economic growth and volatility using the power-ARCH framework with annual data since the 1890s. The results …
Persistent link: https://www.econbiz.de/10011095511
Cover Image
Growth, Volatility and Political Instability: Non-Linear Time-Series Evidence for Argentina, 1896-2000
Campos, Nauro F.; Karanasos, Menelaos - Institute for the Study of Labor (IZA) - 2007
What is the relationship between economic growth and its volatility? Does political instability affect growth directly … or indirectly, through volatility? This paper tries to answer such questions using a power-ARCH framework with annual … legislative changes) has an indirect (through volatility) negative impact. We also find preliminary support for the idea that …
Persistent link: https://www.econbiz.de/10005761766