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on data from the Socio-Economic Panel Study. In this application we use regional income information on the residential …
Persistent link: https://www.econbiz.de/10012138698
This paper proposes a test for missing at random (MAR). The MAR assumption is shown to be testable given instrumental variables which are independent of response given potential outcomes. A nonparametric testing procedure based on integrated squared distance is proposed. The statistic's...
Persistent link: https://www.econbiz.de/10011894725
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In this paper we study the finite sample and asymptotic properties of various weighting estimators of the local average treatment effect (LATE), several of which are based on Abadie's (2003) kappa theorem. Our framework presumes a binary treatment and a binary instrument, which may only be valid...
Persistent link: https://www.econbiz.de/10014495927
This study focuses on the role of heterogeneity in network peer effects by accounting for network-specific factors and different driving mechanisms of peer behavior. We propose a novel Multivariate Instrumental Variable (MVIV) estimator which is consistent for a large number of networks keeping...
Persistent link: https://www.econbiz.de/10014496412
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High nonresponse rates have become a rule in survey sampling. In panel surveys there occur additional sample losses due … to panel attrition, which are thought to worsen the bias resulting from initial nonresponse. However, under certain … conditions an initial wave nonresponse bias may vanish in later panel waves. We study such a "Fade away" of an initial …
Persistent link: https://www.econbiz.de/10013494126
This paper considers estimation methods and inference for linear dynamic panel data models with unit … depth does not. Finally, we estimate a dynamic Mincer equation with data from the Panel Study of Income Dynamics to …
Persistent link: https://www.econbiz.de/10009775613
We propose a Bayesian approach to dynamic panel estimation in the presence of cross-sectional dependence and dynamic … by estimating a panel VAR on sector level data for labour productivity and hours worked growth for Canada, Germany …
Persistent link: https://www.econbiz.de/10009680588