Showing 1 - 10 of 198
In this paper, we propose an algorithmic approach based on resampling and bootstrap techniques to measuring the …
Persistent link: https://www.econbiz.de/10011476420
When considering multiple hypothesis tests simultaneously, standard statistical techniques will lead to over-rejection of null hypotheses unless the multiplicity of the testing framework is explicitly considered. In this paper we discuss the Romano-Wolf multiple hypothesis correction, and...
Persistent link: https://www.econbiz.de/10012147332
. -- bootstrap ; nonparametric kernel ; technical efficiency …
Persistent link: https://www.econbiz.de/10009422459
Abadie and Imbens (2008, Econometrica) showed that classical bootstrap schemes fail to provide correct inference for K …-nearest neighbour (KNN) matching estimators of average causal effects. This is an interesting result showing that bootstrap should not … respect to the matching covariate, we obtain a bootstrap scheme valid also with heterogeneous causal effects where mild …
Persistent link: https://www.econbiz.de/10009312907
The paper proposes two estimation approaches for duration models that are subject to right censored observations and selection effects. Main focus is on accelerated duration models and the estimators that are of the limited information type, i.e. they are not based on a fully specified selection...
Persistent link: https://www.econbiz.de/10011318601
This paper develops a novel wild bootstrap procedure to construct robust bias-corrected (RBC) valid confidence …
Persistent link: https://www.econbiz.de/10012139158
methods, which are debiased to deal with the incidental parameter problem. We propose a cross-sectional bootstrap method for …
Persistent link: https://www.econbiz.de/10013187158
This paper reviews the main identification and estimation strategies for microeconomic policy evaluation. Particular emphasis is laid on evaluating policies consisting of multiple programmes, which is of high relevance in practice. For example, active labour market policies may consist of...
Persistent link: https://www.econbiz.de/10011412411
This paper presents a new model of endogenous wage and capital dispersion where heterogeneity is driven by entrepreneurial incentives to pay higher wages in order to attract and retain workers. The main contribution of this model is to provide a framework with microeconomic foundations that give...
Persistent link: https://www.econbiz.de/10011414689
We test the soccer myth suggesting that a particularly good moment to score a goal is just before half time. To this end, rich data on 1,179 games played in the UEFA Champions League and UEFA Europa League are analysed. In contrast to the myth, we find that, conditional on the goal difference...
Persistent link: https://www.econbiz.de/10011484373