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Chapter 71 Econometric Evaluation of Social Programs, Part II: Using the Marginal Treatment Effect to Organize Alternative Econometric Estimators to Evaluate Social Programs, and t...

Heckman, James J.; Vytlacil, Edward J. - In: Handbook of econometrics : volume 6B, (pp. 4875-5143). 2007

This chapter uses the marginal treatment effect (MTE) to unify and organize the econometric literature on the evaluation of social programs. The marginal treatment effect is a choice-theoretic parameter that can be interpreted as a willingness to pay parameter for persons at a margin of...

Persistent link: https://www.econbiz.de/10014024944

Nonparametric autoregression with multiplicative volatility and additive mean

Yang, Lijian; Härdle, Wolfgang; Nielsen, Jens Perch - 1998

Persistent link: https://www.econbiz.de/10000168636

Non- and semiparametric identification of seasonal nonlinear autoregession models

Yang, Lijian; Tschernig, Rolf - 1998

Persistent link: https://www.econbiz.de/10000168640

Testing instability in a predictive regression model with nonstationary regressors

Cai, Zongwu; Wang, Yunfei; Wang, Yonggang - In: Econometric theory 31 (2015) 5, pp. 953-980

Persistent link: https://www.econbiz.de/10011545495

The estimation for Lévy processes in high frequency data

Zheng, Jing; Gu, Wentao; Xu, Baolin; Cai, Zongwu - In: Econometric reviews 37 (2018) 6/10, pp. 1051-1066

Persistent link: https://www.econbiz.de/10012040536

Uniform consistency of nonstationary kernel-weighted sample covariances for nonparametric regression

Li, Degui; Phillips, Peter C. B.; Gao, Jiti - In: Econometric theory 32 (2016) 3, pp. 655-685

Persistent link: https://www.econbiz.de/10011606819

Expansion and estimation of Lévy process functionals in nonlinear and nonstationary time series regression

Dong, Chaohua; Gao, Jiti - In: Econometric reviews 38 (2019) 2, pp. 125-150

Persistent link: https://www.econbiz.de/10012180710

On endogeneity and shape invariance in extended partially linear single index models

Gao, Jiti; Kim, Namhyun; Saart, Patrick W. - In: Econometric reviews 39 (2020) 4, pp. 415-435

Persistent link: https://www.econbiz.de/10012181434

Nonparametric estimation and testing of interaction in additative models

Sperlich, Stefan; Tjostheim, Dag; Yang, Lijian - 1998

Persistent link: https://www.econbiz.de/10000992408

Estimation and testing for varying coefficients in additive models with marginal integration

Yang, Lijian; Härdle, Wolfgang; Park, Byeong U. - 2002

Persistent link: https://www.econbiz.de/10001715636

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