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Dynamic Treatment Assignment : The Consequences for Evaluations Using Observational Data

Fredriksson, Peter; Johansson, Per - 2004

This paper discusses the evaluation problem using observational data when the timing of treatment is an outcome of a stochastic process. We show that the duration framework in discrete time provides a fertile ground for effect evaluations. We suggest easy-to-use nonparametric survival function...

Persistent link: https://www.econbiz.de/10010261825

Exponent of cross-sectional dependence: Estimation and inference

Bailey, Natalia; Kapetanios, George; Pesaran, Hashem - 2012

An important issue in the analysis of cross-sectional dependence which has received renewed interest in the past few years is the need for a better understanding of the extent and nature of such cross dependencies. In this paper we focus on measures of cross-sectional dependence and how such...

Persistent link: https://www.econbiz.de/10010282124

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 analysis that have been frequently applied in the evaluation...

Persistent link: https://www.econbiz.de/10010261808

Regression discontinuity design with covariates

Frölich, Markus - 2007

) and Porter (2003), who examined identification and estimation without covariates, requiring assumptions that may often be …. In addition, accounting for covariates may also reduces variance. Finally, estimation of quantile treatment effects (QTE …

Persistent link: https://www.econbiz.de/10010268328

New evidence on the finite sample properties of propensity score matching and reweighting estimators

Busso, Matias; DiNardo, John; McCrary, Justin - 2009

Currently available asymptotic results in the literature suggest that matching estimators have higher variance than reweighting estimators. The extant literature comparing the finite sample properties of matching to specific reweighting estimators, however, has concluded that reweighting...

Persistent link: https://www.econbiz.de/10010268994

Identification and estimation of distributional impacts of interventions using changes in inequality measures

Firpo, Sergio - 2010

'Inequality Treatment Effects' (ITE). The estimation procedure involves a first non-parametric step in which the probability of …

Persistent link: https://www.econbiz.de/10010269881

Simulation and Estimation of Hedonic Models

Heckman, James Joseph; Matzkin, Rosa Liliana; Nesheim, Lars - 2003

semiparametric estimation and identification of scalar additive hedonic models (Ekeland, Heckman, and Nesheim, 2002) and scalar … provide evidence on the performance of several estimation techniques. We also simulate examples of equilibria in nonadditive … models and provide evidence on the performance of the nonadditive estimation techniques developed in Heckman, Matzkin, and …

Persistent link: https://www.econbiz.de/10010275775