Narrow search
Showing 1 - 10 of 2,636
Cover Image
Estimating the Covariates of Historical Heights
Trussell, James - 1984
Data on human height can provide an index that may measure more accurately changes in the standard of living than the more conventional real wage index. Height data, like those on real wages, are relatively abundant and extend back to the seventeenth century. In a previous paper, we developed...
Persistent link: https://www.econbiz.de/10012477633
Cover Image
Identification and Estimation of 'Irregular' Correlated Random Coefficient Models
Graham, Bryan S. - 2008
In this paper we study identification and estimation of a correlated random coefficients (CRC) panel data model. The …
Persistent link: https://www.econbiz.de/10012464178
Cover Image
A No-Arbitrage Approach to Range-Based Estimation of Return Covariances and Correlations
Brandt, Michael W. - 2003
We extend range-based volatility estimation to the multivariate case. In particular, we propose a range …
Persistent link: https://www.econbiz.de/10012469034
Cover Image
How Much Should We Trust Differences-in-Differences Estimates?
Bertrand, Marianne - 2002
almost all these papers ignore the bias in the estimated standard errors that serial correlation introduce4s. This is … 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/10012469874
Cover Image
Selection on Observed and Unobserved Variables : Assessing the Effectiveness of Catholic Schools
Altonji, Joseph G. - 2000
We develop estimation methods that use the amount of selection on the observables in a model as a guide to the amount …
Persistent link: https://www.econbiz.de/10012470912
Cover Image
The Correlation Between Health and Schooling
Grossman, Michael - 1973
discuss alternative explanations of the correlation between health and schooling. The second is to test these explanations …
Persistent link: https://www.econbiz.de/10012479103
Cover Image
Sibling Correlation in Educational Attainment : A Test of Genetic Nurture
Cawley, John - 2020
The educational attainment of siblings is highly correlated. We test for a specific type of peer effect between siblings in educational attainment: genetic nurture. Specifically, we test whether a person's educational attainment is correlated with their sibling's polygenic score (PGS) for...
Persistent link: https://www.econbiz.de/10012481530
Cover Image
Testing the Correlated Random Coefficient Model
Heckman, James J. - 2009
The recent literature on instrumental variables (IV) features models in which agents sort into treatment status on the basis of gains from treatment as well as on baseline-pretreatment levels. Components of the gains known to the agents and acted on by them may not be known by the observing...
Persistent link: https://www.econbiz.de/10012463186
Cover Image
The Dynamics of Criminal Behavior : Evidence from Weather Shocks
Jacob, Brian - 2004
The persistence of criminal activity is well documented. While such serial correlation may be evidence of social … between crime rates in a particular area due to displacement. In this paper, we exploit the correlation between weather and … lagged crime rates due to unexpected weather shocks, we find that the strong positive serial correlation documented in OLS is …
Persistent link: https://www.econbiz.de/10012467951
Cover Image
Comovement
Barberis, Nicholas - 2002
A number of studies have identifed patterns of positive correlation of returns, or comovement, among different traded …
Persistent link: https://www.econbiz.de/10012469819