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Chapter 71 Econometric Evaluation of Social Programs, Part II: Using the Marginal Treatment Effect to Organize Alternative Econometric Estimators to Evaluate Social Programs, and t...

Heckman, James J.; Vytlacil, Edward J. - In: Handbook of econometrics : volume 6B, (pp. 4875-5143). 2007

This chapter uses the marginal treatment effect (MTE) to unify and organize the econometric literature on the evaluation of social programs. The marginal treatment effect is a choice-theoretic parameter that can be interpreted as a willingness to pay parameter for persons at a margin of...

Persistent link: https://www.econbiz.de/10014024944

Testing a parametric quantile-regression model with an endogenous explanatory variable against a nonparametric alternative

Horowitz, Joel; Lee, Sokbae - In: Journal of econometrics 152 (2009) 2, pp. 141-152

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A misspecification test for multiplicative error models of non-negative time series processes

Gao, Jiti; Kim, Nam Hyun; Saart, Patrick W. - In: Journal of econometrics 189 (2015) 2, pp. 346-359

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Kernel-based Inference in Time-Varying Coefficient Cointegrating Regression

Li, Degui; Phillips, Peter C. B.; Gao, Jiti - In: Journal of econometrics 215 (2020) 2, pp. 607-632

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Specification testing for nonlinear multivariate cointegrating regressions

Dong, Chaohua; Gao, Jiti; Tjostheim, Dag; Yin, Jiying - In: Journal of econometrics 200 (2017) 1, pp. 104-117

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An integrated panel data approach to modelling economic growth

Feng, Guohua; Gao, Jiti; Peng, Bin - In: Journal of econometrics 228 (2022) 2, pp. 379-397

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Most powerful test against a sequence of high dimensional local alternatives

He, Yi; Jaidee, Sombut; Gao, Jiti - In: Journal of econometrics 234 (2023) 1, pp. 151-177

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Semi-parametric single-index predictive regression models with cointegrated regressors

Zhou, Weilun; Gao, Jiti; Harris, David; Kew, Hsein - In: Journal of econometrics 238 (2024) 1, pp. 1-18

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