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Sequential Matching Estimation of Dynamic Causal Models
Lechner, Michael - 2004
This paper proposes sequential matching and inverse selection probability weighting to estimate dynamic causal effects …. The sequential matching estimators extend simple, matching estimators based on propensity scores for static causal … estimators perform well in small and medium size samples. Based on the application of the sequential matching estimators to an …
Persistent link: https://www.econbiz.de/10010261808
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Testing for nonparametric identification of causal effects in the presence of a quasi-instrument
DeLuna, Xavier; Johansson, Per - 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/10010284025
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Dynamic Treatment Assignment : The Consequences for Evaluations Using Observational Data
Fredriksson, Peter; Johansson, Per - 2004
suggest easy-to-use nonparametric survival function matching estimators. These estimators can be used to estimate the time …
Persistent link: https://www.econbiz.de/10010261825
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Quantile treatment effects in the regression discontinuity design: Process results and gini coefficient
Frölich, Markus; Melly, Blaise - 2010
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/10010269846
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Causal effects of monetary shocks: semiparametric conditional independence tests with a multinomial propensity score
Angrist, Joshua D.; Kuersteiner, Guido M. - 2008
Macroeconomists have long been concerned with the causal effects of monetary policy. When the identification of causal effects is based on a selection-on-observables assumption, non-causality amounts to the conditional independence of outcomes and policy changes. This paper develops a...
Persistent link: https://www.econbiz.de/10010270625
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Exploiting regional treatment intensity for the evaluation of labour market policies
Frölich, Markus; Lechner, Michael - 2006
variables and matching estimators. Very informative administrative Swiss data with detailed regional information are combined …-defined local labour markets. This allows pursuing instrumental variable as well as matching estimation strategies. A specific …
Persistent link: https://www.econbiz.de/10010267957
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Identification and estimation of distributional impacts of interventions using changes in inequality measures
Firpo, Sergio - 2010
This paper presents semiparametric estimators of distributional impacts of interventions (treatment) when selection to the program is based on observable characteristics. Distributional impacts of a treatment are calculated as differences in inequality measures of the potential outcomes of...
Persistent link: https://www.econbiz.de/10010269881
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Programme Evaluation with Multiple Treatments
Frölich, Markus - 2002
nonparametric matching and weighting estimators of the average treatment effects and their properties are examined. …
Persistent link: https://www.econbiz.de/10010262703
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Searching for rehabilitation in nonparametric regression models with exogenous treatment assignment
Henderson, Daniel J.; Maasoumi, Esfandiar - 2012
This paper offers some new directions in the analysis of nonparamertric models with exogenous treatment assignment. The nonparametric approach opens the door to the examination of potentially different distributed outcomes. When combined with cross-validation, it also identifies potentially...
Persistent link: https://www.econbiz.de/10010289871
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The microeconometric estimation of treatment effects: an overview
Caliendo, Marco; Hujer, Reinhard - 2005
The need to evaluate the performance of active labour market policies is not questioned any longer. Even though OECD countries spend significant shares of national resources on these measures, unemployment rates remain high or even increase. We focus on microeconometric evaluation which has to...
Persistent link: https://www.econbiz.de/10010267682