Showing 1 - 10 of 465
simulation study based on this data set. The simulations suggest that the proposed rule performs well. -- Optimal bandwidth …
Persistent link: https://www.econbiz.de/10003809023
We discuss methods for calculating multivariate normal probabilities by simulation and two new Stata programs for this … used for maximum simulated likelihood estimation. -- simulation estimation ; maximum simulated likelihood ; multivariate …
Persistent link: https://www.econbiz.de/10003316516
This paper develops a simulation estimation algorithm that is particularly useful for estimating dynamic panel data … important determinants of participation, while race is much less important. -- Initial conditions ; missing data ; simulation …
Persistent link: https://www.econbiz.de/10003824296
simulation exercise is informative about the actual ranking of various estimators when applied to a particular problem. We …
Persistent link: https://www.econbiz.de/10010229930
Currently there is little practical advice on which treatment effect estimator to use when trying to adjust for observable differences. A recent suggestion is to compare the performance of estimators in simulations that somehow mimic the empirical context. Two ways to run such 'empirical Monte...
Persistent link: https://www.econbiz.de/10011916665
In this paper we describe an alternative iterative approach for the estimation of linear regression models with high-dimensional fixed-effects such as large employer-employee data sets. This approach is computationally intensive but imposes minimum memory requirements. We also show that the...
Persistent link: https://www.econbiz.de/10003794072
Researchers are often interested in estimating the causal effect of some treatment on individual criminality. For example, two recent relatively prominent papers have attempted to estimate the respective direct effects of marriage and gang participation on individual criminal activity. One...
Persistent link: https://www.econbiz.de/10003895082
This paper decomposes differences in poverty incidence (head count ratio) using estimates from a regression equation, synthesizing the approaches proposed in World Bank (2003) and Yun (2004). A significance test is developed for characteristics and coefficients effects when decomposing...
Persistent link: https://www.econbiz.de/10003465660
adjustments to an important class of models. Simulation evidence indicates our approach works well in finite samples and an …
Persistent link: https://www.econbiz.de/10003540299
In this paper, the regression discontinuity design (RDD) is generalized to account for differences in observed covariates X in a fully nonparametric way. It is shown that the treatment effect can be estimated at the rate for one-dimensional nonparametric regression irrespective of the dimension...
Persistent link: https://www.econbiz.de/10003557339