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Identification and efficiency bounds for the average match function under conditionally exogenous matching
Graham, Bryan S.; Imbens, Guido W.; Ridder, Geert - 2016
following matching mechanism: take a random draw from the W = wj subgroup of the first population and match her with an …), denote the expected output associated with this match. We show that (i) the AMF is identified when matching is conditionally … exogenous, (ii) conditionally exogenous matching is compatible with a pairwise stable aggregate matching equilibrium under …
Persistent link: https://www.econbiz.de/10011445793
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On deconvolution as a first stage nonparametric estimator
Hu, Yingyao; Ridder, Geert - In: Econometric reviews 29 (2010) 4, pp. 365-396
Persistent link: https://www.econbiz.de/10003978815
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The asymptotic variance of semi-parametric estimators with generated regressors
Hahn, Jinyong; Ridder, Geert - 2010
We study the asymptotic distribution of three-step estimators of a finite dimensional parameter vector where the second step consists of one or more nonparametric regressions on a regressor that is estimated in the first step. The first step estimator is either parametric or non-parametric....
Persistent link: https://www.econbiz.de/10010288379
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Bounds on treatment effects on transitions
Vikström, Johan; Ridder, Geert; Weidner, Martin - 2016
This paper considers identification of treatment effects on conditional transition probabilities. We show that even under random assignment only the instantaneous average treatment effect is point identified. Because treated and control units drop out at different rates, randomization only...
Persistent link: https://www.econbiz.de/10011594327
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Efficiency loss of asymptotically efficient tests in an instrumental variables regression
Moreira, Marcelo J.; Ridder, Geert - 2019
In a model with endogenous regressors, heteroskedastic and autocorrelated (HAC) errors and weak instruments, tests that depend on the data only through the Anderson-Rubin (AR) and Lagrange Multiplier (LM) statistics ignore important information on the regression coefficients. This is in contrast...
Persistent link: https://www.econbiz.de/10012146355
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Bounds on treatment effects on transitions
Vikström, Johan; Ridder, Geert; Weidner, Martin - 2015
This paper considers identification of treatment effects on conditional transition probabilities. We show that even under random assignment only the instantaneous average treatment effect is point identified. Because treated and control units drop out at different rates, randomization only...
Persistent link: https://www.econbiz.de/10011445710
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Estimation of average treatment effects for massively unbalanced binary outcomes
Hahn, Jinyong; Liu, Xueyuan; Ridder, Geert - In: Econometric reviews 43 (2024) 6, pp. 319-344
Persistent link: https://www.econbiz.de/10014551525