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The Effect of High School Employment on Educational Attainment : A Conditional Difference-in-Differences Approach
Buscha, Franz; Maurel, Arnaud; Page, Lionel; … - 2021
Using American panel data from the National Educational Longitudinal Study of 1988 (NELS:88) this paper investigates …
Persistent link: https://www.econbiz.de/10013324975
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Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models
Hsiao, Cheng; Pesaran, M. Hashem; Pick, Andreas - 2014
In this paper we discuss tests for residual cross section dependence in nonlinear panel data models. The tests are …
Persistent link: https://www.econbiz.de/10014051110
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Maximum Likelihood Estimation and Lagrange Multiplier Tests for Panel Seemingly Unrelated Regressions with Spatial Lag and Spatial Errors : An Application to Hedonic Housing Prices...
Baltagi, Badi H. - 2010
This paper proposes maximum likelihood estimators for panel seemingly unrelated regressions with both spatial lag and … spatial lag dependent variable and where the heterogeneity in the panel is incorporated via an error component specification … spatial autocorrelation and random effects for this spatial SUR panel model. The small sample performance of the proposed …
Persistent link: https://www.econbiz.de/10013137243
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Testing Weak Cross-Sectional Dependence in Large Panels
Pesaran, M. Hashem - 2012
This paper considers testing the hypothesis that errors in a panel data model are weakly cross sectionally dependent … the range [0, 1/4], for all combinations of N and T, and irrespective of whether the panel contains lagged values of the …
Persistent link: https://www.econbiz.de/10013108232
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Testing
Bergbauer, Annika - 2018
over 6 waves in the international PISA student achievement test 2000-2015. Our empirical model exploits the country panel …
Persistent link: https://www.econbiz.de/10012912784
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Testing for IIA with the Hausman-Mcfadden Test
Vijverberg, Wim P. M. - 2011
The Independence of Irrelevant Alternatives assumption inherent in multinomial logit models is most frequently tested with a Hausman-McFadden test. As is confirmed by many findings in the literature, this test sometimes produces negative outcomes, in contradiction of its asymptotic χ²...
Persistent link: https://www.econbiz.de/10013122665
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Minimizing Bias in Selection on Observables Estimators When Unconfoundness Fails
Millimet, Daniel L.; Tchernis, Rusty - 2021
We characterize the bias of propensity score based estimators of common average treatment effect parameters in the case of selection on unobservables. We then propose a new minimum biased estimator of the average treatment effect. We assess the finite sample performance of our estimator using...
Persistent link: https://www.econbiz.de/10013325041
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Misspecification Testing in a Class of Conditional Distributional Models
Rothe, Christoph - 2012
We propose a specification test for a wide range of parametric models for the conditional distribution function of an outcome variable given a vector of covariates. The test is based on the Cramer-von Mises distance between an unrestricted estimate of the joint distribution function of the data,...
Persistent link: https://www.econbiz.de/10013110184
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Testing for Selection Bias
Joo, Joonhwi - 2014
This paper uses the control function to develop a framework for testing for selection bias. The idea behind our framework is if the usual assumptions hold for matching or IV estimators, the control function identifies the presence and magnitude of potential selection bias. Averaging this...
Persistent link: https://www.econbiz.de/10013046657
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A Time-Space Dynamic Panel Data Model with Spatial Moving Average Errors
Baltagi, Badi H. - 2018
This paper focuses on the estimation and predictive performance of several estimators for the time-space dynamic panel …
Persistent link: https://www.econbiz.de/10012915736