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Partial insurance and investments in children

Carneiro, Pedro; Ginja, Rita - 2015

partial insurance of parental investments against permanent income shocks, but the magnitude of the estimated responses is … small. We cannot reject the hypothesis full insurance against temporary shocks. Another interpretation of our findings is … that there is very little insurance available, but the fact that skill is a non-separable function of parental investments …

Persistent link: https://www.econbiz.de/10010505849

Identification region of the potential outcome distributions under instrument independence

Kitagawa, Toru - 2009

potential outcome (marginal independence), (ii) instrument joint independence of the potential outcomes and the selection …

Persistent link: https://www.econbiz.de/10003899093

Nonparametric tests of conditional treatment effects

Lee, Sokbae; Whang, Yoon-jae - 2009

We develop a general class of nonparametric tests for treatment effects conditional on covariates. We consider a wide spectrum of null and alternative hypotheses regarding conditional treatment effects, including (i) the null hypothesis of the conditional stochastic dominance between treatment...

Persistent link: https://www.econbiz.de/10003908572

Inference and decision for set identified parameters using posterior lower and upper probabilities

Kitagawa, Toru - 2011

This paper develops inference and statistical decision for set-identified parameters from the robust Bayes perspective. When a model is set-identified, prior knowledge for model parameters is decomposed into two parts: the one that can be updated by data (revisable prior knowledge) and the one...

Persistent link: https://www.econbiz.de/10009008702

Direct and indirect treatment effects : causal chains and mediation analysis with instrumental variables

Frölich, Markus; Huber, Martin - 2014

effects (i) of education on health, which may be mediated by income, and (ii) of the Job Corps training program, which may …

Persistent link: https://www.econbiz.de/10010382130

A test for instrument validity

Kitagawa, Toru - 2014 - This draft: August, 2014

This paper develops a specification test for instrument validity in the heterogeneous treatment effect model with a binary treatment and a discrete instrument. The strongest testable implication for instrument validity is given by the condition for nonnegativity of point-identifiable complier's...

Persistent link: https://www.econbiz.de/10010392075

A bootstrap test for instrument validity in heterogeneous treatment effect models

Kitagawa, Toru - 2013

This paper develops a specification test for the instrument validity conditions in the heterogeneous treatment effect model with a binary treatment and a discrete instrument. A necessary testable implication for the joint restriction of instrument exogeneity and instrument monotonicity is given...

Persistent link: https://www.econbiz.de/10010190476

Understanding the effect of measurement error on quantile regressions

Chesher, Andrew - 2017

The impact of measurement error in explanatory variables on quantile regression functions is investigated using a small variance approximation. The approximation shows how the error contaminated and error free quantile regression functions are related. A key factor is the distribution of the...

Persistent link: https://www.econbiz.de/10011644163

Decentralization estimators for instrumental variable quantile regression models

Kaido, Hiroaki; Wüthrich, Kaspar - 2019

The instrumental variable quantile regression (IVQR) model (Chernozhukov and Hansen, 2005) is a popular tool for estimating causal quantile effects with endogenous covariates. However, estimation is complicated by the non-smoothness and non-convexity of the IVQR GMM objective function. This...

Persistent link: https://www.econbiz.de/10012053040

Causal inference in case-control studies

Jun, Sung Jae; Lee, Sokbae - 2020

We investigate identiﬁcation of causal parameters in case-control and related studies. The odds ratio in the sample is our main estimand of interest and we articulate its relationship with causal parameters under various scenarios. It turns out that the odds ratio is generally a sharp upper...

Persistent link: https://www.econbiz.de/10012216988