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Measurement Error and the Flow of Funds Accounts : Estimates of Householdasset Demand Equations

Walsh, Carl E. - 2010

In the household sector of the Flow of Funds Accounts, the difference between net acquisition of financial assets and net financial savings is equal to a statistical discrepancy which is often quite large relative to the reported changes in asset holdings. This means that the budget restrictions...

Persistent link: https://www.econbiz.de/10012762924

Spatial Errors in Count Data Regressions

Bertanha, Marinho - 2014

Count data regressions are an important tool for empirical analyses ranging from analyses of patent counts to measures of health and unemployment. Along with negative binomial, Poisson panel regressions are a preferred method of analysis because the Poisson conditional fixed effects maximum...

Persistent link: https://www.econbiz.de/10013049006

Production Function Estimation and Capital Measurement Error

Collard-Wexler, Allan - 2016

We look into the impact of measurement error in capital on the estimation of production functions. We introduce an … identification scheme and an estimation procedure that jointly deals with measurement error in capital and the standard simultaneity … stock, while conditioning on the part of productivity that is persistent. Our estimation routine nests standard approaches …

Persistent link: https://www.econbiz.de/10012986295

Heteroscedasticity Diagnostics Based on "Corrected" Standard Errors

Leamer, Edward E. - 2021

Weights are found for weighted least squares estimates such that a selected coefficient (a) changes by one standard deviation or (b) changes in sign. The length of the vector of weight changes is equal to the usual OLS standard error divided by the White-corrected standard errors. Thus the...

Persistent link: https://www.econbiz.de/10013235317

Robust Line Estimation with Errors in Both Variables

Brown, Michael L. - 2021

examined. Least-absolute residuals estimation in EV is cited as an alternative candidate …

Persistent link: https://www.econbiz.de/10013237292

How Much Should We Trust Differences-in-Differences Estimates?

Bertrand, Marianne; Duflo, Esther; Mullainathan, Sendhil - 2021

especially troubling because the independent variable of interest in DD estimation (e.g., the passage of law) is itself very … biased: with about 20 years of data, DD estimation finds an 'effect' significant at the 5% level of up to 45% of the placebo …

Persistent link: https://www.econbiz.de/10013244880

Estimating Standard Errors in Finance Panel Data Sets : Comparing Approaches

Petersen, Mitchell A. - 2012

In both corporate finance and asset pricing empirical work, researchers are often confronted with panel data. In these data sets, the residuals may be correlated across firms and across time, and OLS standard errors can be biased. Historically, the two literatures have used different solutions...

Persistent link: https://www.econbiz.de/10012755688

A Framework for Eliciting, Incorporating, and Disciplining Identification Beliefs in Linear Models

DiTraglia, Francis - 2016

their beliefs, incorporate them into estimation, and ensure their mutual coherence. We conclude by illustrating the …

Persistent link: https://www.econbiz.de/10012983438

Estimating the Value of a Statistical Life : The Importance of Omitted Variables and Publication Bias

Ashenfelter, Orley - 2011

that the same issues plague the estimation of monetary trade-offs regarding safety in other contexts …

Persistent link: https://www.econbiz.de/10013132340

Measuring the Measurement Error : A Method to Qualitatively Validate Survey Data

Blattman, Christopher - 2015

Field experiments rely heavily on self-reported data, but subjects may misreport behaviors, especially sensitive ones such as crime. If treatment influences survey responses, it biases experimental estimates. We develop a validation technique that uses intensive qualitative work to assess survey...

Persistent link: https://www.econbiz.de/10013017511

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