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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
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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
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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
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Confidence sets for some partially identified parameters
Fan, Yanqin; Park, Sang Soo - Volkswirtschaftliche Fakultät, … - 2010
In this paper, we first re-visit the inference problem for interval identified parameters originally studied in Imbens and Manski (2004) and later extended in Stoye (2008). We take the general criterion function approach and establish a new confidence interval that is asymptotically valid under...
Persistent link: https://www.econbiz.de/10009652936
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Partial identification of the distribution of treatment effects and its confidence sets
Fan, Yanqin; Park, Sang Soo - Volkswirtschaftliche Fakultät, … - 2009
In this paper, we study partial identification of the distribution of treatment effects of a binary treatment for ideal randomized experiments, ideal randomized experiments with a known value of a dependence measure, and for data satisfying the selection-on-observables assumption respectively....
Persistent link: https://www.econbiz.de/10009652944
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On the finite-sample properties of conditional empirical likelihood estimators
Crudu, Federico; Sándor, Zsolt - Volkswirtschaftliche Fakultät, … - 2011
We provide Monte Carlo evidence on the finite sample behavior of the conditional empirical likelihood (CEL) estimator of Kitamura, Tripathi, and Ahn (2004) and the conditional Euclidean empirical likelihood (CEEL) estimator of Antoine, Bonnal, and Renault (2007) in the context of a...
Persistent link: https://www.econbiz.de/10009325579
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Supramacroeconomics: the newest management technology
Kozhurin, Fedir - Volkswirtschaftliche Fakultät, … - 2011
A new management technology, based on modern developments in macroeconomics, was offered. It is aimed at the highest issues of state and society governing as well as finding methods of their solving. The grounding of necessity of separate supramacroeconomical level of management establishment...
Persistent link: https://www.econbiz.de/10009372588
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Estimation of Zenga's new index of economic inequality in heavy tailed populations
Greselin, Francesca; Pasquazzi, Leo - Volkswirtschaftliche Fakultät, … - 2011
In this work we propose a new estimator for Zenga's inequality measure in heavy tailed populations. The new estimator is based on the Weissman estimator for high quantiles. We will show that, under fairly general conditions, it has asymptotic normal distribution. Further we present the results...
Persistent link: https://www.econbiz.de/10009644149
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R-estimation for ARMA models
Allal, Jelloul; Kaaouachi, Abdelali; Paindaveine, Davy - Volkswirtschaftliche Fakultät, … - 2001
This paper is devoted to the R-estimation problem for the parameter of a stationary ARMA model. The asymptotic uniform linearity of a suitable vector of rank statistics leads to the asymptotic normality of √n-consistent R-estimates resulting from the minimization of the norm of this vector. By...
Persistent link: https://www.econbiz.de/10008592940
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Consecutive k-within-m-out-of-n:F system with exchangeable components
Eryilmaz, Serkan; Kan, Cihangir; Akici, Fatih - Volkswirtschaftliche Fakultät, … - 2009
As a generalization of k-out-of-n:F and consecutive k-out-of-n:F systems, the consecutive k-within-m-out-of-n:F system consists of n linearly ordered components such that the system fails iff there are m consecutive components which include among them at least k failed components. In this...
Persistent link: https://www.econbiz.de/10008727895