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An Instrumental Variable Evaluation of Antidepressant Use on Employment Among HIV-Infected Women Using Highly-Active Antiretroviral Therapy in the United States : 1996-2004

Galarraga, Omar - 2006

This paper examines the effect of antidepressant use on the likelihood of being employed among HIV-positive women receiving highly active antiretroviral therapy (HAART) in the United States from 1994 to 2004. We use instrumental variables to predict antidepressant use independently of outcomes;...

Persistent link: https://www.econbiz.de/10012466042

AIDS, "Reversal" of the Demographic Transition and Economic Development : Evidence from Africa

Kalemli-Ozcan, Sebnem - 2006

Using country- and region-level data, I investigate the effect of HIV/AIDS on fertility in Africa during 1985 …-sectional variation suggest a positive significant effect of HIV/AIDS on fertility, whereas within estimates that are identified of off … time-series variation show both positive and negative results depending on the HIV/AIDS variable used. These within …

Persistent link: https://www.econbiz.de/10012466487

Semiparametric Conditional Factor Models : Estimation and Inference

Chen, Qihui; Roussanov, Nikolai; Wang, Xiaoliang - National Bureau of Economic Research - 2023

This paper introduces a simple and tractable sieve estimation of semiparametric conditional factor models with latent factors. We establish large-N-asymptotic properties of the estimators without requiring large T. We also develop a simple bootstrap procedure for conducting inference about the...

Persistent link: https://www.econbiz.de/10014421243

A Causal Bootstrap

Imbens, Guido - 2018

The bootstrap, introduced by Efron (1982), has become a very popular method for estimating variances and constructing confidence intervals. A key insight is that one can approximate the properties of estimators by using the empirical distribution function of the sample as an approximation for...

Persistent link: https://www.econbiz.de/10012452888

Forecast Evaluation of Small Nested Model Sets

Hubrich, Kirstin - 2008

We propose two new procedures for comparing the mean squared prediction error (MSPE) of a benchmark model to the MSPEs of a small set of alternative models that nest the benchmark. Our procedures compare the benchmark to all the alternative models simultaneously rather than sequentially, and do...

Persistent link: https://www.econbiz.de/10012464046

Bootstrap Diagnostics for Irregular Estimators

Andrews, Isaiah; Shapiro, Jesse M. - National Bureau of Economic Research - 2024

Empirical researchers frequently rely on normal approximations in order to summarize and communicate uncertainty about their findings to their scientific audience. When such approximations are unreliable, they can lead the audience to make misguided decisions. We propose to measure the failure...

Persistent link: https://www.econbiz.de/10014468238

Estimating the Impact of the Age of Criminal Majority : Decomposing Multiple Treatments in a Regression Discontinuity Framework

Mueller-Smith, Michael; Pyle, Benjamin; Walker, Caroline - National Bureau of Economic Research - 2023

This paper studies the impact of adult prosecution on recidivism and employment trajectories for adolescent, first-time felony defendants. We use extensive linked Criminal Justice Admin- istrative Record System and socio-economic data from Wayne County, Michigan (Detroit). Using the discrete age...

Persistent link: https://www.econbiz.de/10014337757

Growth Economics and Reality

Brock, William A. - 2000

This paper questions current empirical practice in the study of growth. We argue that much of the modern empirical growth literature is based on assumptions concerning regressors, residuals, and parameters which are implausible both from the perspective of economic theory as well as from the...

Persistent link: https://www.econbiz.de/10012470690

Determinants of Long-Term Growth : A Bayesian Averaging of Classical Estimates (BACE) Approach

Doppelhofer, Gernot - 2000

This paper examines the robustness of explanatory variables in cross-country economic growth regressions. It employs a novel approach, Bayesian Averaging of Classical Estimates (BACE), which constructs estimates as a weighted average of OLS estimates for every possible combination of included...

Persistent link: https://www.econbiz.de/10012471000

CAViaR : Conditional Value at Risk by Quantile Regression

Engle, Robert F. - 1999

Value at Risk has become the standard measure of market risk employed by financial institutions for both internal and regulatory purposes. Despite its conceptual simplicity, its measurement is a very challenging statistical problem and none of the methodologies developed so far give satisfactory...

Persistent link: https://www.econbiz.de/10012471443

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