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Grade retention and unobserved heterogeneity
Gary-Bobo, Robert; Goussé, Marion; Robin, Jean-Marc - 2014
We study the treatment effect of grade retention, using a panel of French junior highschool students, taking unobserved … weakest students. We also show that class size is endogenous and tends to increase with unobserved student ability. The … Average Treatment Effect (ATE) of grade retention is negative, again with the exception of the weakest group of students …
Persistent link: https://www.econbiz.de/10010336145
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Maternal education, home environments and the development of children and adolescents
Carneiro, Pedro; Meghir, Costas; Parey, Matthias - 2010
We study the intergenerational effects of maternal education on children's cognitive achievement, behavioral problems, grade repetition and obesity. We address the endogeneity of maternal schooling by instrumenting it with variation in schooling costs during the mother's adolescence. Using...
Persistent link: https://www.econbiz.de/10008772608
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Trends in quality-adjusted skill premia in the United States, 1960 - 2000
Carneiro, Pedro; Lee, Sokbae - 2008 - This version: September 2008
This paper presents new evidence that increases in college enrollment lead to a decline in the average quality of college graduates between 1960 and 2000, resulting in a decrease of 8 percentage points in the college premium. The standard demand and supply framework (Katz and Murphy, 1992, Card...
Persistent link: https://www.econbiz.de/10003817244
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Estimation of nonparametric conditional moment models with possibly nonsmooth moments
Chen, Xiaohong (contributor); Pouzo, Demian (contributor) - 2008
This paper studies nonparametric estimation of conditional moment models in which the residual functions could be nonsmooth with respect to the unknown functions of endogenous variables. It is a problem of nonparametric nonlinear instrumental variables (IV) estimation, and a difficult nonlinear...
Persistent link: https://www.econbiz.de/10003739667
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Improving point and interval estimates of monotone functions by rearrangement
Chernozhukov, Victor (contributor);  … - 2008
Suppose that a target function is monotonic, namely weakly increasing, and an original estimate of this target function is available, which is not weakly increasing. Many common estimation methods used in statistics produce such estimates. We show that these estimates can always be improved with...
Persistent link: https://www.econbiz.de/10003739689
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Copula-based nonlinear quantile autoregression
Chen, Xiaohong (contributor); Koenker, Roger (contributor);  … - 2008
Parametric copulas are shown to be attractive devices for specifying quantile autoregressive models for nonlinear time-series. Estimation of local, quantile-specific copula-based time series models offers some salient advantages over classical global parametric approaches. Consistency and...
Persistent link: https://www.econbiz.de/10003765985
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Efficient estimation of the semiparametric spatial autoregressive model
Robinson, Peter M. (contributor) - 2006
Persistent link: https://www.econbiz.de/10003332165
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Nonparametric instrumental variables estimation of a quantile regression model
Horowitz, Joel (contributor); Lee, Sokbae (contributor) - 2006
Persistent link: https://www.econbiz.de/10003332176
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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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L1-Penalised quantile regression in high-dimensional sparse models
Belloni, Alexandre; Chernozhukov, Victor - 2009
We consider median regression and, more generally, quantile regression in high-dimensional sparse models. In these models the overall number of regressors p is very large, possibly larger than the sample size n, but only s of these regressors have non-zero impact on the conditional quantile of...
Persistent link: https://www.econbiz.de/10003838974