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Powerful t-tests in the presence of nonclassical measurement error

Kim, Dongwoo; Wilhelm, Daniel - 2021

This paper proposes a powerful alternative to the t-test in linear regressions when a regressor is mismeasured. We assume there is a second contaminated measurement of the regressor of interest. We allow the two measurement errors to be nonclassical in the sense that they may both be correlated...

Persistent link: https://www.econbiz.de/10012500537

Teacher-to-classroom assignment and student achievement

Graham, Bryan S.; Ridder, Geert; Thiemann, Petra; … - 2020

We study the effects of counterfactual teacher-to-classroom assignments on average student achievement in elementary and middle schools in the US. We use the Measures of Effective Teaching (MET) experiment to semiparametrically identify the average reallocation effects (AREs) of such...

Persistent link: https://www.econbiz.de/10012241881

Nonseparable sample selection models with censored selection rules

Fernández-Val, Iván; Vuuren, Aico van; Vella, Francis - 2018

We consider identification and estimation of nonseparable sample selection models with censored selection rules. We employ a control function approach and discuss different objects of interest based on (1) local effects conditional on the control function, and (2) global effects obtained from...

Persistent link: https://www.econbiz.de/10011788298

Powerful t-Tests in the presence of nonclassical measurement error

Kim, Dongwoo; Wilhelm, Daniel - 2017

Persistent link: https://www.econbiz.de/10011775843

Powerful t-Tests in the presence of nonclassical measurement error

Kim, Dongwoo; Wilhelm, Daniel - 2023

This paper proposes a powerful alternative to the t-test of the null hypothesis that a coefficient in linear regression is equal to zero when a regressor is mismeasured. We assume there are two contaminated measurements of the regressor of interest. We allow the two measurement errors to be...

Persistent link: https://www.econbiz.de/10014416040

Generalized nonparametric deconvolution with an application to earnings dynamics

Bonhomme, Stéphane (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003637492

Quantile and probability curves without crossing

Chernozhukov, Victor (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003454059

Unobserved heterogeneity in income dynamics : an empirical Bayes perspective

Gu, Jiaying; Koenker, Roger - 2014 - Version: October 4, 2014

examples and then with an application to models of income dynamics. Using PSID data we estimate a simple dynamic model of … forecasting future income trajectories. …

Persistent link: https://www.econbiz.de/10010424301

Heterogeneity of consumption responses to income shocks in the presence of nonlinear persistence

Arellano, Manuel; Blundell, Richard W.; Bonhomme, Stéphane - 2023

In this paper we use the enhanced consumption data in the Panel Survey of Income Dynamics (PSID) from 2005-2017 to … explore the transmission of income shocks to consumption. We build on the nonlinear quantile framework introduced in Arellano …, Blundell and Bonhomme (2017). Our focus is on the estimation of consumption responses to persistent nonlinear income shocks in …

Persistent link: https://www.econbiz.de/10014248416

The long term impact of french settlement on education in Algeria

Merrouche, Ouarda (contributor) - 2006

Persistent link: https://www.econbiz.de/10003359115