Showing 1 - 10 of 423
There are many interesting and widely used estimators of a functional with finite semi-parametric variance bound that depend on nonparametric estimators of nuisance func-tions. We use cross-fitting to construct such estimators with fast remainder rates. We give cross-fit doubly robust...
Persistent link: https://www.econbiz.de/10011758040
bias in the empirical distribution arising from the presence of noise. The leading bias in the empirical quantile function … for selection bias and shrinkage estimation and is to be contrasted with deconvolution. Simulation results confirm the …
Persistent link: https://www.econbiz.de/10012792731
We derive general, yet simple, sharp bounds on the size of the omitted variable bias for a broad class of causal … bound on the bias depends only on the additional variation that the latent variables create both in the outcome and in the … (in explaining treatment and outcome variation) are sufficient to place overall bounds on the size of the bias. Finally …
Persistent link: https://www.econbiz.de/10012800720
This paper studies a simple dynamic panel linear regression model with interactive fixed effects in which the variable of interest is measured with error. To estimate the dynamic coefficient, we consider the least-squares minimum distance (LS-MD) estimation method. -- dynamic panel ; interactive...
Persistent link: https://www.econbiz.de/10009419307
This paper considers the first order large sample properties of the GEL class of estimators for models specified by non-smooth indicators. The GEL class includes a number of estimators recently introduced as alternatives to the efficient GMM estimator which may suffer from substantial biases in...
Persistent link: https://www.econbiz.de/10003739699
censored population. We then correct the derivative for the effects of the selection bias. We propose nonparametric and …
Persistent link: https://www.econbiz.de/10003739704
We study the incidental parameter problem for the "three-way" Poisson Pseudo-Maximum Likelihood ("PPML") estimator recently recommended for identifying the effects of trade policies and in other panel data gravity settings. Despite the number and variety of fixed effects involved, we confirm...
Persistent link: https://www.econbiz.de/10012482900
bias arising from the presence of noise. Conditions are obtained under which this bias is asymptotically non … the density and quantile function. Our approach can be connected to corrections for selection bias and shrinkage …
Persistent link: https://www.econbiz.de/10011797613
Persistent link: https://www.econbiz.de/10003563522
We consider the bias of the 2SLS estimator in the linear instrumental vari-ables regression with one endogenous … regressor only. By using asymptotic expansion techniques we approximate 2SLS coefficient estimation bias under various scenarios … regarding the number and strength of instruments.The resulting approximation encompasses existing bias approximations, which are …
Persistent link: https://www.econbiz.de/10003989911