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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
dependent data and allowing for first-step estimation of the propensity score. …
Persistent link: https://www.econbiz.de/10010270625
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MIMIC models, cointegration and error correction: an application to the French shadow economy
Bühn, Andreas; Schneider, Friedrich G. - 2008
differences. Arguably, this shortcoming is rooted in the lack of an appropriate MIMIC model which considers cointegration among … variables. This paper develops a MIMIC model which estimates the cointegration equilibrium relationship and the error correction …
Persistent link: https://www.econbiz.de/10010276685
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Inflation, Minimum Wage and Other Wages: An Econometric Study on French Macroeconomic Data
L'Horty, Yannick; Rault, Christophe - 2003
. Two periods are distinguished: the period of inflation rise from 1970 to 1981, which coincides with an important squeeze …
Persistent link: https://www.econbiz.de/10010261586
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A nonparametric examination of capital-skill complementarity
Henderson, Daniel J. - 2008
This paper uses nonparametric kernel methods to construct observation-specific elasticities of substitution for a balanced panel of 73 developed and developing countries to examine the capital-skill complementarity hypothesis. The exercise shows some support for capital-skill complementarity,...
Persistent link: https://www.econbiz.de/10010269310
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Growth, volatility and political instability: non-linear time-series evidence for Argentina, 1896 - 2000
Campos, Nauro F.; Karanasos, Menelaos G. - 2007
What is the relationship between economic growth and its volatility? Does political instability affect growth directly … or indirectly, through volatility? This paper tries to answer such questions using a power-ARCH framework with annual … legislative changes) has an indirect (through volatility) negative impact. We also find preliminary support for the idea that …
Persistent link: https://www.econbiz.de/10010268236
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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 analysis that have been frequently applied in the evaluation...
Persistent link: https://www.econbiz.de/10010261808
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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
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Quantile treatment effects in the regression discontinuity design
Frölich, Markus; Melly, Blaise - 2008
This paper shows nonparametric identification of quantile treatment effects (QTE) in the regression discontinuity design (RDD) and proposes simple estimators. Quantile treatment effects are a very helpful tool to characterize the effects of certain interventions on the outcome distribution. The...
Persistent link: https://www.econbiz.de/10010268551
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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