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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
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Specification testing for nonlinear multivariate cointegrating regressions
Dong, Chaohua; Gao, Jiti; Tjostheim, Dag; Yin, Jiying - 2014
Persistent link: https://www.econbiz.de/10010245240
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Uniform consistency of nonstationary kernel-weighted sample covariances for nonparametric regression
Li, Degui; Phillips, Peter C. B.; Gao, Jiti - 2013
Persistent link: https://www.econbiz.de/10010245446
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Functional coefficient nonstationary regression with non- and semi parametric cointegration
Gao, Jiti; Phillips, C. B. - 2013
Persistent link: https://www.econbiz.de/10009789502
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Semiparametric single-index predictive regression
Zhou, Weilun; Gao, Jiti; Harris, David; Kew, Hsein - 2019
Persistent link: https://www.econbiz.de/10012606715
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Multi-level panel data models : estimation and empirical analysis
Feng, Guohua; Gao, Jiti; Peng, Bin - 2022
Persistent link: https://www.econbiz.de/10013193952
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On time-varying VAR models : estimation, testing and impulse response analysis
Yan, Yayi; Gao, Jiti; Peng, Bin - 2021
Persistent link: https://www.econbiz.de/10012697193
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Parameter stability testing for multivariate dynamic time-varying models
Gao, Jiti; Peng, Bin; Yan, Yayi - 2021
Persistent link: https://www.econbiz.de/10012668893
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Semiparametric model selection in panel data models with deterministic trends and cross-sectional dependence
Chen, Jia; Gao, Jiti - 2014
Persistent link: https://www.econbiz.de/10011780655
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A computational implementation of GMM
Gao, Jiti; Hong, Han - 2014
Persistent link: https://www.econbiz.de/10011780875