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Microeconomic models with latent variables : applications of measurement error models in empirical industrial organization and labor economics

Hu, Yingyao - 2015

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

Treatment effects with many covariates and heteroskedasticity

Cattaneo, Matias D.; Jansson, Michael; Newey, Whitney K. - 2015

covariates and heteroskedasticity. Our results are obtained using high-dimensional approximations, where the number of covariates … are allowed to grow as fast as the sample size. We find that all of the usual versions of Eicker-White heteroskedasticity … heteroskedasticity consistent standard error formula that is fully automatic and robust to both (conditional) heteroskedasticity of …

Persistent link: https://www.econbiz.de/10011295589

Inference in linear regression models with many covariates and heteroskedasticity

Cattaneo, Matias D.; Jansson, Michael; Newey, Whitney K. - 2017

inference methods that allow for many covariates and heteroskedasticity. Our results are obtained using high … versions of Eicker-White heteroskedasticity consistent standard error estimators for linear models are inconsistent under this … asymptotics. We then propose a new heteroskedasticity consistent standard error formula that is fully automatic and robust to both …

Persistent link: https://www.econbiz.de/10011586174

Instrumental variables estimation of a generalized correlated random coefficients model

Masten, Matthew; Torgovitsky, Alexander - 2014

We study identification and estimation of the average treatment effect in a correlated random coefficients model that allows for first stage heterogeneity and binary instruments. The model also allows for multiple endogenous variables and interactions between endogenous variables and covariates....

Persistent link: https://www.econbiz.de/10010227690

Grade retention and unobserved heterogeneity

Gary-Bobo, Robert; Goussé, Marion; Robin, Jean-Marc - 2014

heterogeneity and the endogeneity of grade repetitions into account. We specify a multi-stage model of human-capital accumulation …

Persistent link: https://www.econbiz.de/10010336145

Nonlinear panel data methods for dynamic heterogeneous agent models

Arellanoy, Manuel; Bonhommez, Stéphane - 2016

Recent developments in nonlinear panel data analysis allow identifying and estimating general dynamic systems. In this review we describe some results and techniques for nonparametric identification and flexible estimation in the presence of time-invariant and time-varying latent variables. This...

Persistent link: https://www.econbiz.de/10011553118

Estimating private provision of public goods with heterogenous participants : a structural analysis

An, Yonghong; Hu, Yingyao; Liu, Pengfei - 2015

This paper estimates a structural model of private provision of public goods to provide some new empirical evidence on individuals' strategic contributing behaviors. In the model, individuals' contributing behaviors are allowed to be heterogenous and time-varying. We show that all the main...

Persistent link: https://www.econbiz.de/10010501237

Heterogeneous choice sets and preferences

Barseghyan, Levon; Coughlin, Maura; Molinari, Francesca; … - 2020

We propose a robust method of discrete choice analysis when agents' choice sets are unobserved. Our core model assumes nothing about agents' choice sets apart from their minimum size. Importantly, it leaves unrestricted the dependence, conditional on observables, between agents' choice sets and...

Persistent link: https://www.econbiz.de/10012295247

Identification and estimation of dynamic structural models with unobserved choices

Hu, Yingyao; Xin, Yi - 2020

This paper develops identification and estimation methods for dynamic structural models when agents' actions are unobserved by econometricians. We provide conditions under which choice probabilities and latent state transition rules are nonparametrically identified with a continuous state...

Persistent link: https://www.econbiz.de/10012271085

Heterogeneous choice sets and preferences

Barseghyan, Levon; Coughlin, Maura; Molinari, Francesca; … - 2019

Persistent link: https://www.econbiz.de/10012025709