Showing 1 - 10 of 2,933
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
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
variability introduced by the estimation of nuisance parameters, and honest confidence intervals that account for potential …
Persistent link: https://www.econbiz.de/10012019266
In linear regression models, measurement error in a covariate causes Ordinary Least Squares (OLS) to be biased and inconsistent. Instrumental Variables (IV) is a common solution. While IV is also biased, it is consistent. Here, we undertake an asymptotic comparison of OLS and IV in the case...
Persistent link: https://www.econbiz.de/10014388449
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
We consider both a parametric and a semiparametric method to account for classification errors on the dependent variable in an ordered response model. The methods are applied to the analysis of self-reported speaking fluency of male immigrants in Germany. We find that a parametric model which...
Persistent link: https://www.econbiz.de/10011339082
In regression discontinuity design (RD), for a given bandwidth, researchers can estimate standard errors based on different variance formulas obtained under different asymptotic frameworks. In the traditional approach the bandwidth shrinks to zero as sample size increases; alternatively, the...
Persistent link: https://www.econbiz.de/10011869057
and continuous assignment variables and study the properties of various estimation procedures. We illustrate the proposed …
Persistent link: https://www.econbiz.de/10011580530
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