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The Elephant in the Corner : A Cautionary Tale About Measurement Error in Treatment Effects Models
Millimet, Daniel L. - 2010
Researchers in economics and other disciplines are often interested in the causal effect of a binary treatment on outcomes. Econometric methods used to estimate such effects are divided into one of two strands depending on whether they require the conditional independence assumption (i.e.,...
Persistent link: https://www.econbiz.de/10013138739
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Regression Discontinuity Design with Continuous Measurement Error in the Running Variable
Davezies, Laurent - 2017
Effects (LATE). When the running variable is observed with continuous measurement error, identification fails. Assuming non … variable and its noisy measure is observed in an auxiliary sample of treated individuals, and when there are treated … individuals at any value of the true running variable - two-sided fuzzy designs. We apply our method to estimate the effect of …
Persistent link: https://www.econbiz.de/10012955015
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Is Earnings Nonresponse Ignorable?
Bollinger, Christopher R. - 2010
Earnings nonresponse in the Current Population Survey is roughly 30% in the monthly surveys and 20% in the annual March survey. Even if nonresponse is random, severe bias attaches to wage equation coefficient estimates on attributes not matched in the earnings imputation hot deck. If nonresponse...
Persistent link: https://www.econbiz.de/10013135391
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Forecasting Errors : Yet More Problems for Identification?
Contini, Bruno - 2009
Forecasting errors pose a serious problem of identification, often neglected in empirical applications. Any attempt of estimating choice models under uncertainty may lead to severely biased results in the presence of forecasting errors even when individual expectations on future events are...
Persistent link: https://www.econbiz.de/10012764650
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Measurement Error in Subjective Expectations and the Empirical Content of Economic Models
Drerup, Tilman H. - 2014
While stock market expectations are among the most important primitives of portfolio choice models, their measurement has proved challenging for some respondents. We argue that the magnitude of measurement error in subjective expectations can be used as an indicator of the degree to which...
Persistent link: https://www.econbiz.de/10013045063
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Panels with Nonstationary Multifactor Error Structures
Kapetanios, George; Pesaran, M. Hashem; Yamagata, Takashi - 2021
The presence of cross-sectionally correlated error terms invalidates much inferential theory of panel data models …
Persistent link: https://www.econbiz.de/10013317495
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Testing for Nonparametric Identification of Causal Effects in the Presence of a Quasi-Instrument
de Luna, Xavier - 2012
The identification of average causal effects of a treatment in observational studies is typically based either on the unconfoundedness assumption or on the availability of an instrument. When available, instruments may also be used to test for the unconfoundedness assumption (exogeneity of the...
Persistent link: https://www.econbiz.de/10013104053
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A Simple Approach to Treatment Effects on Durations When the Treatment Timing is Chosen
Lee, M.J. - 2013
When a treatment unambiguously defines the treatment and control groups at a given time point, its effects are usually found by comparing the two groups' mean responses. But there are many cases where the treatment timing is chosen, for which the conventional approach fails.This paper sets up an...
Persistent link: https://www.econbiz.de/10013085068
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Quantile Treatment Effects in the Regression Discontinuity Design : Process Results and Gini Coefficient
Frölich, Markus - 2014
This paper shows nonparametric identification of quantile treatment effects (QTE) in the regression discontinuity design. The distributional impacts of social programs such as welfare, education, training programs and unemployment insurance are of large interest to economists. QTE are an...
Persistent link: https://www.econbiz.de/10013069679
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Income Inequality and the Size of Government : A Causal Analysis
Guzi, Martin - 2019
over the period 2004-2015, we apply instrumental variable estimation techniques to identify a causal relationship between …
Persistent link: https://www.econbiz.de/10012894558