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A Semiparametric Model for Binary Response and Continuous Outcomes Under Index Heteroscedasticity
Klein, Roger; Vella, Francis - Institute for the Study of Labor (IZA) - 2006
This paper formulates a likelihood-based estimator for a double index, semiparametric binary response equation. A novel … heteroscedasticity that depends on an index different from that underlying the “mean-response”. We show that such (multiplicative …) heteroscedasticity, whose form is not parametrically specified, effectively induces exclusion restrictions on the outcomes equation. The …
Persistent link: https://www.econbiz.de/10005822740
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Inference in Regression Discontinuity Designs with a Discrete Running Variable
Kolesár, Michal; Rothe, Christoph - 2016
We consider inference in regression discontinuity designs when the running variable only takes a moderate number of distinct values. In particular, we study the common practice of using confidence intervals (CIs) based on standard errors that are clustered by the running variable. We derive...
Persistent link: https://www.econbiz.de/10011525078
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Semiparametric Selection Models with Binary Outcomes
Klein, Roger; Shen, Chan; Vella, Francis - Institute for the Study of Labor (IZA) - 2011
This paper addresses the estimation of a semiparametric sample selection index model where both the selection rule and … a semiparametric setting, we develop estimators for both the marginal effects and the underlying model parameters. The …
Persistent link: https://www.econbiz.de/10009325416
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The Inequality-Growth Plateau
Henderson, Daniel J.; Qian, Junhui; Wang, Le - Institute for the Study of Labor (IZA) - 2015
We examine the (potentially nonlinear) relationship between inequality and growth using a method which does not require an a priori assumption on the underlying functional form. This approach reveals a plateau completely missed by commonly used (nonlinear) parametric approaches - the economy...
Persistent link: https://www.econbiz.de/10011128023
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Semiparametric selection models with binary outcomes
Klein, Roger; Shen, Chan; Vella, Francis - 2011
This paper addresses the estimation of a semiparametric sample selection index model where both the selection rule and … a semiparametric setting, we develop estimators for both the marginal effects and the underlying model parameters. The …
Persistent link: https://www.econbiz.de/10010280691
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The Inequality-Growth Plateau
Henderson, Daniel J.; Qian, Junhui; Wang, Le - 2015
We examine the (potentially nonlinear) relationship between inequality and growth using a method which does not require an a priori assumption on the underlying functional form. This approach reveals a plateau completely missed by commonly used (nonlinear) parametric approaches - the economy...
Persistent link: https://www.econbiz.de/10010481670
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Simplified Implementation of the Heckman Estimator of the Dynamic Probit Model and a Comparison with Alternative Estimators
Arulampalam, Wiji; Stewart, Mark - Institute for the Study of Labor (IZA) - 2007
This paper presents a convenient shortcut method for implementing the Heckman estimator of the dynamic random effects probit model using standard software. It then compares the three estimators proposed by Heckman, Orme and Wooldridge based on three alternative approximations, first in an...
Persistent link: https://www.econbiz.de/10005703243
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Robust Confidence Intervals for Average Treatment Effects under Limited Overlap
Rothe, Christoph - Institute for the Study of Labor (IZA) - 2015
Estimators of average treatment effects under unconfounded treatment assignment are known to become rather imprecise if there is limited overlap in the covariate distributions between the treatment groups. But such limited overlap can also have a detrimental effect on inference, and lead for...
Persistent link: https://www.econbiz.de/10011125869
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Policy Discontinuity and Duration Outcomes
den Berg, Gerard J. van; Bozio, Antoine; Costa Dias, Monica - Institute for the Study of Labor (IZA) - 2014
Causal effects of a policy change on hazard rates of a duration outcome variable are not identified from a comparison of spells before and after the policy change, if there is unobserved heterogeneity in the effects and no model structure is imposed. We develop a discontinuity approach that...
Persistent link: https://www.econbiz.de/10010959649
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Inference on a generalized Roy model, with an application to schooling decisions in France
Haultfoeuille, Xavier; Maurel, Arnaud - 2009
can be point or set identified without any usual instruments. We propose a three-stages semiparametric estimation …
Persistent link: https://www.econbiz.de/10010273863