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On rate optimality for ill-posed inverse problems in econometrics

Chen, Xiaohong; Reiß, Markus - 2007

In this paper, we clarify the relations between the existing sets of regularity conditions for convergence rates of nonparametric indirect regression (NPIR) and nonparametric instrumental variables (NPIV) regression models. We establish minimax risk lower bounds in mean integrated squared error...

Persistent link: https://www.econbiz.de/10010318567

Bootstrap tests of stochastic dominance with asymptotic similarity in the boundary

Linton, Oliver; Song, Kyungchul; Whang, Yoon-Jae - 2008

We propose a new method of testing stochastic dominance which improves on existing tests based on bootstrap or subsampling. Our test requires estimation of the contact sets between the marginal distributions. Our tests have asymptotic sizes that are exactly equal to the nominal level uniformly...

Persistent link: https://www.econbiz.de/10010318570

Nonseparable sample selection models with censored selection rules

Fernández-Val, Iván; van Vuuren, Aico; 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/10011941436

Generalized Propensity Scores for Multiple Continuous Treatment Variables

Egger, Peter H. - 2013

This paper illustrates that the generalized propensity score method can easily be applied with multiple continuous endogenous treatment variables. Consistency proofs carry over straightforwardly to this general case, and the approach is shown to work well in finite samples with various...

Persistent link: https://www.econbiz.de/10013087726

Evaluating Nationwide Health Interventions When Standard Before-After Doesn't Work : Malawi's ITN Distribution Program

Deuchert, Eva - 2010

. We show that in this case the evaluation problem can be divided into two parts: (i) the effect of the intervention on …

Persistent link: https://www.econbiz.de/10013144025

The Effect of Additional Funds for Low-Ability Pupils - A Nonparametric Bounds Analysis

de Haan, Monique - 2021

This paper investigates the effect of a policy measure that gives secondary schools additional resources for low-ability pupils. Schools are free in deciding how to spend the additional money. I use a nonparametric bounds analysis to estimate upper and lower bounds on the effect of additional...

Persistent link: https://www.econbiz.de/10013315840

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/10011445721

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

Recovering latent variables by matching

Arellano, Manuel; Bonhomme, Stéphane - 2020

We propose an optimal-transport-based matching method to nonparametrically estimate linear models with independent …

Persistent link: https://www.econbiz.de/10012621079

Nonparametric methods for the characteristic model

Blow, Laura; Browning, Martin James; Crawford, Ian A. - 2004

Characteristics models have been found to be useful in many areas of economics. However, their empirical implementation tends to rely heavily on functional form assumptions. In this paper we develop a revealed preference-based nonparametric approach to characteristics models. We derive the...

Persistent link: https://www.econbiz.de/10010318467