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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
This paper describes and applies econometric strategies for estimating regression models of economic share data … on the conditional mean structures of such data. The paper proposes an extension of the fractional regression methodology … econometric strategies for share model estimation. The paper then goes on to discuss the univariate fractional regression …
Persistent link: https://www.econbiz.de/10013138354
This study uses Monte Carlo simulations to demonstrate that regression-discontinuity designs arrive at biased estimates …
Persistent link: https://www.econbiz.de/10013120302
constraints can be worth the costs. Constrained regression adds a tool for developing risk equalization models that can improve …
Persistent link: https://www.econbiz.de/10013015100
Due to improving information technology, the growing complexity of research problems, and policies designed to foster interdisciplinary research, the practice of science in the United States has undergone significant structural change. Using a sample of 110 top U.S. universities observed during...
Persistent link: https://www.econbiz.de/10013039262
Standard sufficient conditions for identification in the regression discontinuity design are continuity of the …
Persistent link: https://www.econbiz.de/10012777950
. Local asymptotic power analysis shows that the power of the long-horizon predictive regression test dominates that of the … these problems, we suggest a moving block recursive Jackknife estimator of the predictive regression slope coefficient and …
Persistent link: https://www.econbiz.de/10012785504
regression discontinuity (RD) framework to applications where time is the running variable and treatment begins at a particular … threshold in time. In this guide for practitioners, we discuss several features of this “Regression Discontinuity in Time” (RDiT … framework closer to an event study than a regression discontinuity design. Based on these features and motivated by hypothetical …
Persistent link: https://www.econbiz.de/10012951355
regression of Y onto X in a subpopulation homogenous in W = w (formally a conditional linear predictor). Let b<sub>0</sub> (w) be … the coefficient vector on X in this regression. We introduce a semiparametrically efficient estimate of the average β … methods of semiparametric regression (e.g., the partially linear regression model) …
Persistent link: https://www.econbiz.de/10012908172
possible two-group/two-period DD estimators in the data. This result provides detailed guidance about how to use regression DD …
Persistent link: https://www.econbiz.de/10012911458