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Impact Evaluation of Multiple Overlapping Programs using Difference-in-differences with Matching

Nguyen Viet, Cuong - Volkswirtschaftliche Fakultät, … - 2008

Difference-in-differences with matching is a popular method in impact evaluation. Traditional impact evaluation methods … including difference-in-differences with matching often deal with impact measurement of a single binary program. Imbens (1999 …) and Lechner (2001) extend the matching method to the case of multiple mutually exclusive programs. Frölich (2002 …

Persistent link: https://www.econbiz.de/10008565091

Iterative Least Squares Estimator of Binary Choice Models: a Semi-Parametric Approach

Wang, Weiren; Zhou, Mai - Volkswirtschaftliche Fakultät, … - 1995

Most existing semi-parametric estimation procedures for binary choice models are based on the maximum score, maximum likelihood, or nonlinear least squares principles. These methods have two problems. They are difficult to compute and they may result in multiple local optima because they require...

Persistent link: https://www.econbiz.de/10011107416

Efficient estimation in regression discontinuity designs via asymmetric kernels

Fe, Eduardo - Volkswirtschaftliche Fakultät, … - 2012

Estimation of causal eects in regression discontinuity designs relies on a local Wald estimator whose components are estimated via local linear regressions centred at an specic point in the range of a treatment assignment variable. The asymptotic distribution of the estimator depends on the...

Persistent link: https://www.econbiz.de/10011108271

Estimates of Armington parameters for a landlocked economy

Nganou, Jean-Pascal - Volkswirtschaftliche Fakultät, … - 2005

One of the most debated issues in the Computable General Equilibrium (CGE) literature concerns the validity of the key behavioral parameters used in the calibration process. CGE modelers seldom estimate those parameters, preferring to borrow from the handful of estimates available in the...

Persistent link: https://www.econbiz.de/10011108955

Specification Testing of Production Frontier Function in Stochastic Frontier Model

Guo, Xu; Li, Gao Rong; Wong, Wing Keung - Volkswirtschaftliche Fakultät, … - 2014

Parametric production frontier function has been commonly employed in stochas-tic frontier model but there was no proper test statistic for its plausibility. To fill into this gap, this paper develops two test statistics to test for a hypothesized parametric production frontier function based on...

Persistent link: https://www.econbiz.de/10011109434

On the Sources of Heterogeneity in Banking Efficiency Literature

Aiello, Francesco; Bonanno, Graziella - Volkswirtschaftliche Fakultät, … - 2014

One learns two main lessons from studying the great quantity of banking efficiency literature. These lessons regard the heterogeneity in results and the absence of a comprehensive review aimed at understanding the reasons for this variability. Surprisingly, although this issue is well-known, it...

Persistent link: https://www.econbiz.de/10011110871

High Dimensional Generalized Empirical Likelihood for Moment Restrictions with Dependent Data

Chang, Jinyuan; Chen, Song Xi; Chen, Xiaohong - Volkswirtschaftliche Fakultät, … - 2014

This paper considers the maximum generalized empirical likelihood (GEL) estimation and inference on parameters identified by high dimensional moment restrictions with weakly dependent data when the dimensions of the moment restrictions and the parameters diverge along with the sample size. The...

Persistent link: https://www.econbiz.de/10011111343

Survival prediction based on compound covariate under cox proportional hazard models

Emura, Takeshi; Chen, Yi-Hau; Chen, Hsuan-Yu - Volkswirtschaftliche Fakultät, … - 2012

Survival prediction from a large number of covariates is a current focus of statistical and medical research. In this paper, we study a methodology known as the compound covariate prediction performed under univariate Cox proportional hazard models. We demonstrate via simulations and real data...

Persistent link: https://www.econbiz.de/10011258504

Does inequality affect the consumption patterns of the poor? – The role of “status seeking” behaviour

Marjit, Sugata; Santra, Sattwik; Hati, Koushik Kumar - Volkswirtschaftliche Fakultät, … - 2014

We consider a situation where the relatively ‘poor’ are concerned about their relative income status with respect to a relevant reference group. Such a concern is explicitly introduced in a utility function to study the consumption and saving behavior of the poor in terms of a static and...

Persistent link: https://www.econbiz.de/10011259208

Risk components in UK cross-sectional equities: evidence of regimes and overstated parametric estimates

Rossi, Francesco - Volkswirtschaftliche Fakultät, … - 2011

We study the behavior and interaction of systematic and idiosyncratic components of risk in a cross-section of U.K. stocks. We find no clear evidence of a trend in any component of total risk, but we document different “regimes” in the behavior of each component of total risk, in their...

Persistent link: https://www.econbiz.de/10011261127