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Intercept estimation in nonlinear selection models
Arulampalam, Wiji; Corradi, Valentina; Gutknecht, Daniel - 2021
We propose various semiparametric estimators for nonlinear selection models, where slope and intercept can be separately identifed. When the selection equation satisfies a monotonic index restriction, we suggest a local polynomial estimator, using only observations for which the marginal...
Persistent link: https://www.econbiz.de/10012518068
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Nonlinearities and workers' heterogeneity in unemployment dynamics
Adjemian, Stéphane; Karamé, Frédéric; Langot, François - 2021
This study demonstrates that nonlinearities, coupled with worker heterogeneity, make it possible to reconcile the Diamond-Mortensen-Pissarides model with the labor market dynamics observed in the United States. Nonlinearities, induced by firings and downward real wage rigidities, magnify...
Persistent link: https://www.econbiz.de/10012697332
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Exponent of cross-sectional dependence : estimation and inference
Bailey, Natalia; Kapetanios, George; Pesaran, M. Hashem - 2012
An important issue in the analysis of cross-sectional dependence which has received renewed interest in the past few years is the need for a better understanding of the extent and nature of such cross dependencies. In this paper we focus on measures of cross-sectional dependence and how such...
Persistent link: https://www.econbiz.de/10009530816
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VC : a method for estimating time-varying coefficients in linear models
Schlicht, Ekkehart - 2020
. A penalized least squares estimation is linked to the GLS (Aitken) estimates of the corresponding linear model with time …
Persistent link: https://www.econbiz.de/10012161405
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On the sensitivity of return to schooling estimates to estimation methods, model specification, and influential outliers if identification is weak
Jaeger, David A.; Parys, Juliane - 2009
instrumental variables (SSIV) estimation. We find that the estimated return to education is quite sensitive to the age controls … used in the models as well as the estimation method used. In particular, we provide evidence that JIVE coefficients …
Persistent link: https://www.econbiz.de/10003801007
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Identification and estimation of hedonic models
Ekeland, Ivar (contributor); Heckman, James J. (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001784295
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The devil is in the tails : regression discontinuity design with measurement error in the assignment variable
Pei, Zhuan; Shen, Yi - 2016
and continuous assignment variables and study the properties of various estimation procedures. We illustrate the proposed …
Persistent link: https://www.econbiz.de/10011580530
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Iassopack : model selection and prediction with regularized regression in stata
Ahrens, Achim; Hansen, Christian Bailey; Schaffer, Mark E. - 2019
, square-root lasso, elastic net, ridge regression, adaptive lasso and post-estimation OLS. The methods are suitable for the …
Persistent link: https://www.econbiz.de/10011972491
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Model averaging and double machine learning
Ahrens, Achim; Hansen, Christian Bailey; Schaffer, Mark E. - 2024
This paper discusses pairing double/debiased machine learning (DDML) with stacking, a model averaging method for combining multiple candidate learners, to estimate structural parameters. We introduce two new stacking approaches for DDML: short-stacking exploits the cross-fitting step of DDML to...
Persistent link: https://www.econbiz.de/10014454715
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The variability and volatility of sleep: an archetypal approach
Hamermesh, Daniel S.; Pfann, Gerard A. - 2022
individuals' sleep time exhibits both variability and volatility characterized by stationary autoregressive conditional … young children at home. Volatility is greater among parents with young children, slightly greater among men than women, but … rates. Volatility in sleep spills over onto volatility in other personal activities, with no reverse causation onto sleep …
Persistent link: https://www.econbiz.de/10012805079