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Estimation of a nonseparable heterogenous demand function with shape restrictions and Berkson errors
Blundell, Richard W.; Horowitz, Joel; Parey, Matthias - 2018
Berkson errors are commonplace in empirical microeconomics and occur whenever we observe an average in a specified group rather than the true individual value. In consumer demand this form of measurement error is present because the price an individual pays is often measured by the average price...
Persistent link: https://www.econbiz.de/10011935703
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Long term impacts of compensatory preschool on health and behavior : evidence from head start
Carneiro, Pedro; Ginja, Rita - 2012
This paper provides new estimates of the medium and long-term impacts of Head Start on the health and behavioral … neighboring a single discontinuity). Participation in the program reduces the incidence of behavioral problems, serious health …
Persistent link: https://www.econbiz.de/10009486111
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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
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Inference on counterfactual distributions
Chernozhukov, Victor; Fernández-Val, Iván; Melly, Blaise - 2009
In this paper we develop procedures for performing inference in regression models about how potential policy interventions affect the entire marginal distribution of an outcome of interest. These policy interventions consist of either changes in the distribution of covariates related to the...
Persistent link: https://www.econbiz.de/10003838972
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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
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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
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Statistical inference on regression with spatial dependence
Robinson, Peter M.; Thawornkaiwong, Supachoke - 2011
Central limit theorems are developed for instrumental variables estimates of linear and semi-parametric partly linear regression models for spatial data. General forms of spatial dependenceand heterogeneity in explanatory variables and unobservable disturbances are permitted. We discuss...
Persistent link: https://www.econbiz.de/10008859690
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Asymptotic theory for nonparametric regression with spatial data
Robinson, Peter M. - 2011
Nonparametric regression with spatial, or spatio-temporal, data is considered. The conditional mean of a dependent variable, given explanatory ones, is a nonparametric function, while the conditional covariance reflects spatial correlation. Conditional heteroscedasticity is also allowed, as well...
Persistent link: https://www.econbiz.de/10008906533
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An empirical model for strategic network formation
Christakis, Nicholas A.; Fowler, James H.; Imbens, Guido; … - 2010
We develop and analyze a tractable empirical model for strategic network formation that can be estimated with data from a single network at a single point in time. We model the network formation as a sequential process where in each period a single randomly selected pair of agents has the...
Persistent link: https://www.econbiz.de/10003990080
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Spatial circular matrices, with applications
Hillier, Grant H.; Martellosio, Federico - 2010
The cumulants of the quadratic forms associated to the so-called spatial design matrices are often needed for inference in the context of isotropic processes on uniform grids. Unfortunately, because the eigenvalues of the matrices involved are generally unknown, the computation of the cumulants...
Persistent link: https://www.econbiz.de/10003942207