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The finite sample performance of semi- and nonparametric estimators for treatment effects and policy evaluation

Frölich, Markus; Huber, Martin; Wiesenfarth, Manuel - 2015

This paper investigates the finite sample performance of a comprehensive set of semi- and nonparametric estimators for … treatment and policy evaluation. In contrast to previous simulation studies which mostly considered semiparametric approaches …

Persistent link: https://www.econbiz.de/10010467808

Calculation of multivariate normal probabilities by simulation, with applications to maximum simulated likelihood estimation

Cappellari, Lorenzo (contributor); … - 2006

We discuss methods for calculating multivariate normal probabilities by simulation and two new Stata programs for this … used for maximum simulated likelihood estimation. -- simulation estimation ; maximum simulated likelihood ; multivariate …

Persistent link: https://www.econbiz.de/10003316516

Optimal bandwidth choice for the regression discontinuity estimator

Imbens, Guido; Kalyanaraman, Karthik - 2009

simulation study based on this data set. The simulations suggest that the proposed rule performs well. -- Optimal bandwidth …

Persistent link: https://www.econbiz.de/10003809023

A computationally practical simulation estimation algorithm for dynamic panel data models with unobserved endogenous state variables

Keane, Michael P.; Sauer, Robert M. - 2009

This paper develops a simulation estimation algorithm that is particularly useful for estimating dynamic panel data … important determinants of participation, while race is much less important. -- Initial conditions ; missing data ; simulation …

Persistent link: https://www.econbiz.de/10003824296

Simplified implementation of the Heckman estimator of the dynamic probit model and a comparison with alternative estimators

Arulampalam, Wiji (contributor); … - 2007

simple simulation experiments. -- Dynamic discrete choice models ; initial conditions ; dynamic probit ; panel data …

Persistent link: https://www.econbiz.de/10003557347

Maximum simulated likelihood methods and applications

Greene, William H. (ed.); Hill, Rufus Carter (ed.) - 2010 - 1. ed.

Persistent link: https://www.econbiz.de/10008991759

How to control for many covariates? : reliable estimators based on the propensity score

Huber, Martin; Lechner, Michael; Wunsch, Conny - 2010

and other variants of matching, as well as different parametric models. The simulation design used is based on real data …

Persistent link: https://www.econbiz.de/10009154559

Can value-added measures of teacher performance be trusted?

Guarino, Cassandra; Reckase, Mark D.; Wooldridge, Jeffrey M. - 2012

We investigate whether commonly used value-added estimation strategies can produce accurate estimates of teacher effects. We estimate teacher effects in simulated student achievement data sets that mimic plausible types of student grouping and teacher assignment scenarios. No one method...

Persistent link: https://www.econbiz.de/10009548127

Computation and simulation

Fomby, Thomas B. (ed.); Rhodes, George F. (ed.) - 1987

Persistent link: https://www.econbiz.de/10009731820

Mostly harmless simulations? : on the internal validity of empirical Monte Carlo studies

Advani, Arun; Słoczyński, Tymon - 2013

simulation exercise is informative about the actual ranking of various estimators when applied to a particular problem. We …

Persistent link: https://www.econbiz.de/10010229930