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robust estimation of both long-run and short-run volatilities. Our estimation is semiparametric since the long-run volatility …
Persistent link: https://www.econbiz.de/10009719116
This paper asks which aspects of a structural Nonparametric Instrumental Variables Regression (NPIVR) can be identified well and which ones cannot. It contributes to answering this question by characterizing the identified set of linear continuous functionals of the NPIVR under norm constraints....
Persistent link: https://www.econbiz.de/10010188249
It is often desired to rank different populations according to the value of some feature of each population. For example, it may be desired to rank neighborhoods according to some measure of intergenerational mobility or countries according to some measure of academic achievement. These rankings...
Persistent link: https://www.econbiz.de/10012813620
It is often desired to rank different populations according to the value of some feature of each population. For example, it may be desired to rank neighborhoods according to some measure of intergenerational mobility or countries according to some measure of academic achievement. These rankings...
Persistent link: https://www.econbiz.de/10012500502
It is often desired to rank different populations according to the value of some feature of each population. For example, it may be desired to rank neighborhoods according to some measure of intergenerational mobility or countries according to some measure of academic achievement. These rankings...
Persistent link: https://www.econbiz.de/10012180493
It is often desired to rank different populations according to the value of some feature of each population. For example, it may be desired to rank neighborhoods according to some measure of intergenerational mobility or countries according to some measure of academic achievement. These rankings...
Persistent link: https://www.econbiz.de/10013500955
This paper reviews recent developments in nonparametric identi.cation of mea- surement error models and their applications in applied microeconomics, in particular, in empirical industrial organization and labor economics. Measurement error models describe mappings from a latent distribution to...
Persistent link: https://www.econbiz.de/10010469057
We examine the effect of survey measurement error on the empirical relationship between child mental health and personal and family characteristics, and between child mental health and educational progress. Our contribution is to use unique UK survey data that contains (potentially biased)...
Persistent link: https://www.econbiz.de/10009266733
Studies on the determinants of the demand for higher education typically emphasizethe relevance of socio-economic factors, but leave the spatial dimensions of the prospectivestudents’ university choices largely unexplored. In this study, we investigate the determinantsof university entrance...
Persistent link: https://www.econbiz.de/10011255580
We use the method of Dominitz and Manski (1996) to solicit anticipated wagedistributions for continuing to a Master degree or going to work after completing theBachelor degree. The means of the distributions have an effect on intention to continue aspredicted by theory. The dispersions in these...
Persistent link: https://www.econbiz.de/10011255957