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Semiparametric Causality Tests Using the Policy Propensity Score
Angrist, Joshua D.; Kuersteiner, Guido M. - 2021
Time series data are widely used to explore causal relationships, typically in a regression framework with lagged dependent variables. Regression-based causality tests rely on an array of functional form and distributional assumptions for valid causal inference. This paper develops a...
Persistent link: https://www.econbiz.de/10013221886
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Nonlinear Policy Rules and the Identification and Estimation of Causal Effects in a Generalized Regression Kink Design
Card, David - 2012
We consider nonparametric identification and estimation in a nonseparable model where a continuous regressor of interest is a known, deterministic, but kinked function of an observed assignment variable. This design arises in many institutional settings where a policy variable (such as weekly...
Persistent link: https://www.econbiz.de/10013097659
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Endogenous Stratification in Randomized Experiments
Abadie, Alberto - 2013
Researchers and policy makers are often interested in estimating how treatments or policy interventions affect the outcomes of those most in need of help. This concern has motivated the increasingly common practice of disaggregating experimental data by groups constructed on the basis of an...
Persistent link: https://www.econbiz.de/10013071514
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Combining Matching and Synthetic Control to Trade Off Biases from Extrapolation and Interpolation
Kellogg, Maxwell - 2020
matching estimators exhibit the opposite behavior: they limit interpolation bias at the potential expense of extrapolation bias …. We propose combining the matching and synthetic control estimators through model averaging to create an estimator called … the SC, matching, MASC and penalized SC estimators do (and do not) perform well. Then, we use the MASC re-examine the …
Persistent link: https://www.econbiz.de/10012844744
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Matching Methods in Practice : Three Examples
Imbens, Guido W. - 2014
selection--on--observables type assumptions using matching or propensity score methods. Much of this literature is highly …
Persistent link: https://www.econbiz.de/10013057405
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Tax Reform and the Dutch Labor Market : an Applied General Equilibrium Approach
Bovenberg, A. Lans; Graafland, Johan J.; De Mooij, Ruud A. - 2021
MIMIC, namely wage setting, job matching, labor supply demand. In addition to illustrating the main economic mechanisms in …
Persistent link: https://www.econbiz.de/10013233002
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Using Matching, Instrumental Variables and Control Functions to Estimate Economic Choice Models
Heckman, James J.; Navarro-Lozano, Salvador - 2022
selection) in matching, instrumental variable and control functions methods. (2) It contrasts the roles of exclusion … restrictions in matching and selection models. (3) It characterizes the sensitivity of matching to the choice of conditioning …. (4) It demonstrates the problem of choosing the conditioning variables in matching and the failure of conventional model …
Persistent link: https://www.econbiz.de/10013311183
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A New Control Function Approach for Non-Parametric Regressions with Endogenous Variables
Kim, Kyoo il - 2011
When the endogenous variable enters the structural equation non-parametrically the linear Instrumental Variable (IV) estimator is no longer consistent. Non-parametric IV (NPIV) can be used but it requires one to impose restrictions during estimation to make the problem well-posed. The...
Persistent link: https://www.econbiz.de/10013131512
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A Simple Nonparametric Approach to Estimating the Distribution of Random Coefficients in Structural Models
Fox, Jeremy T. - 2011
We explore a nonparametric mixtures estimator for recovering the joint distribution of random coefficients in economic models. The estimator is based on linear regression subject to linear inequality constraints and is computationally attractive compared to alternative, nonparametric estimators....
Persistent link: https://www.econbiz.de/10013121600
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A Simple Nonparametric Estimator for the Distribution of Random Coefficients
Bajari, Patrick - 2010
We propose a simple nonparametric mixtures estimator for recovering the joint distribution of parameter heterogeneity in economic models, such as the random coefficients logit. The estimator is based on linear regression subject to linear inequality constraints, and is robust, easy to program...
Persistent link: https://www.econbiz.de/10013151646