Showing 1 - 10 of 3,198
This paper develops a simulation estimation algorithm that is particularly useful for estimating dynamic panel data …
Persistent link: https://www.econbiz.de/10003824296
Since the late 90s, Regression Discontinuity (RD) designs have been widely used to estimate Local Average Treatment Effects (LATE). When the running variable is observed with continuous measurement error, identification fails. Assuming non-differential measurement error, we propose a consistent...
Persistent link: https://www.econbiz.de/10011664486
error-free earnings. Using a new UK dataset, we assess the sensitivity of model estimates and post-estimation statistics to …
Persistent link: https://www.econbiz.de/10012207549
of this paper is to provide a set of sufficient conditions for identification and consistent estimation of the baseline … findings do not confirm the latter, they do indicate that accounting for heaping matters for the estimation of the baseline …
Persistent link: https://www.econbiz.de/10010409880
In empirical research, measuring correctly the benefits of welfare interventions is incredibly relevant for policymakers as well as academic researchers. Unfortunately, the endogenous program participation is often misreported in survey data and standard instrumental variable techniques are not...
Persistent link: https://www.econbiz.de/10012243324
Estimators that exploit an instrumental variable to correct for misclassification in a binary regressor typically assume that the misclassification rates are invariant across all values of the instrument. We show that this assumption is invalid in routine empirical settings. We derive a new...
Persistent link: https://www.econbiz.de/10012266298
and continuous assignment variables and study the properties of various estimation procedures. We illustrate the proposed …
Persistent link: https://www.econbiz.de/10011580530
While classical measurement error in the dependent variable in a linear regression framework results only in a loss of precision, non-classical measurement error can lead to estimates which are biased and inference which lacks power. Here, we consider a particular type of non-classical...
Persistent link: https://www.econbiz.de/10012100859
variability introduced by the estimation of nuisance parameters, and honest confidence intervals that account for potential …
Persistent link: https://www.econbiz.de/10012019266
Understanding the relationship between disability and employment is critical and has long been the subject of study. However, estimating this relationship is difficult, particularly with survey data, since both disability and employment status are known to be misreported. Here, we use a partial...
Persistent link: https://www.econbiz.de/10012180343