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Identifying reduced-form relations with panel data
Vollebergh, Herman R. J.; Melenberg, Bertrand; … - 2007 - This version: September 13, 2007
The literature that tests for U-shaped relationships using panel data, such as those between pollution and income or inequality and growth, reports widely divergent (parametric and non-parametric) empirical findings. We explain why lack of identification lies at the root of these differences. To...
Persistent link: https://www.econbiz.de/10011372978
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Identifying reduced-form relations with panel data
Vollebergh, Herman R. J.; Melenberg, Bertrand; … - 2007
Persistent link: https://www.econbiz.de/10003644198
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Social experiments and instrumental variables with duration outcomes
Abbring, Jaap H.; Berg, Gerard J. van den - 2005
Persistent link: https://www.econbiz.de/10002851699
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Time-weighted difference-in-differences : accounting for common factors in short T panels
Schenk, Timo - 2023
This paper proposes a time-weighted difference-in-differences (TWDID) estimation approach that is robust against … DID estimation through balancing the pre-treatment and post-treatment unobserved common factors. To conduct valid … estimation uncertainty. Revisiting a study on the effect of a cap-and-trade program on NOx emissions, TWDID estimation reduces …
Persistent link: https://www.econbiz.de/10013540632
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Finite sample evaluation of causal machine learning methods : guidelines for the applied researcher
Naghi, Andrea A.; Wirths, Christian P. - 2021
The econometrics literature proposed several new causal machine learning methods (CML) in the past few years. These methods harness the strength of machine learning methods to flexibly model the relationship between the treatment, outcome and confounders, while providing valid inferential...
Persistent link: https://www.econbiz.de/10012650104
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Extracting business cycles using semi-parametric time-varying spectra with applications to US macroeconomic time series
Koopman, Siem Jan; Wong, Soon Yip - 2006
Persistent link: https://www.econbiz.de/10003408454
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Variable selection and functional form uncertainty in cross-country growth regressions
Salimans, Tim - 2011
suggested by new growth theory, while addressing the variable selection problem by means of Bayesian model averaging …. Controlling for variable selection uncertainty, we confirm the evidence in favor of new growth theory presented in several earlier …
Persistent link: https://www.econbiz.de/10011382708
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A score-driven filter for causal regression models with time-varying parameters and endogenous regressors
Blasques, Francisco; Stegehuis, Noah - 2024
This paper proposes a score-driven model for filtering time-varying causal parameters through the use of instrumental variables. In the presence of suitable instruments, we show that we can uncover dynamic causal relations between variables, even in the presence of regressor endogeneity which...
Persistent link: https://www.econbiz.de/10014496538
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The bicausal relation between religion and income
Bettendorf, Leon; Dijkgraaf, Elbert - 2005
Persistent link: https://www.econbiz.de/10003233485
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Returns to routine job tasks in the German labour market : an instrumental variables approach
Mihaylov, Emil - 2021 - Revision November 2021
-intensity of the workers' own occupation in 1979. The estimation procedure rests on the assumption that the two instruments are …
Persistent link: https://www.econbiz.de/10012591251