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A semi-parametric approach to the Oaxaca-Blinder decomposition with continuous group variable and self-selection

Rios-Avila, Fernando - In: Econometrics 7 (2019) 2, pp. 1-29

This paper presents an extension to the Oaxaca-Blinder decomposition with continuous groups using a semiparametric approach known as varying coefficients model. To account for potential self-selection into the continuum of groups, the use of inverse mills ratios is expanded upon following the...

Persistent link: https://www.econbiz.de/10012696243

Plug-in bandwidth selection for kernel density estimation with discrete data

Chu, Chi-Yang; Henderson, Daniel J.; Parmeter, … - In: Econometrics 3 (2015) 2, pp. 199-214

This paper proposes plug-in bandwidth selection for kernel density estimation with discrete data via minimization of …

Persistent link: https://www.econbiz.de/10011755277

Fixed-b inference for testing structural change in a time series regression

Cho, Cheol-Keun; Vogelsang, Timothy J.; Montañés, Antonio - In: Econometrics 5 (2017) 1, pp. 1-26

statistics depend on the break fraction and the bandwidth tuning parameter as well as on the kernel. When the break date is …

Persistent link: https://www.econbiz.de/10011755355

Plug-in Bandwidth Selection for Kernel Density Estimation with Discrete Data

Chu, Chi-Yang; Henderson, Daniel J.; Parmeter, … - In: Econometrics 3 (2015) 2, pp. 199-214

This paper proposes plug-in bandwidth selection for kernel density estimation with discrete data via minimization of …

Persistent link: https://www.econbiz.de/10011220361

A Simple Deconvolving Kernel Density Estimator when Noise is Gaussian

Proenca, Isabel - EconWPA - 2005

Deconvolving kernel estimators when noise is Gaussian entail heavy calculations. In order to obtain the density … estimates numerical evaluation of a specific integral is needed. This work proposes an approximation to the deconvolving kernel … the lost in performance relatively to the true deconvolving kernel, is almost negligible in finite samples. …

Persistent link: https://www.econbiz.de/10005062537

Nonparametric Slope Estimators for Fixed-Effect Panel Data

Mundra, Kusum - EconWPA - 2005

In panel data the interest is often in slope estimation while taking account of the unobserved cross sectional heterogeneity. This paper proposes two nonparametric slope estimation where the unobserved effect is treated as fixed across cross section. The first estimator uses first-differencing...

Persistent link: https://www.econbiz.de/10005119099