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Treatment evaluation in the case of interactions within markets

Ferracci, Marc; Jolivet, Grégory; van den Berg, Gerard J. - 2010

distribution of the treatment between markets. We apply our method to data on training programs for unemployed workers in France. …

Persistent link: https://www.econbiz.de/10010273977

Duration dependence versus unobserved heterogeneity in treatment effects: Swedish labor market training and the transition rate to employment

Richardson, Katarina; van den Berg, Gerard J. - 2008

market policy. We analyze its causal effects on the individual transition rate from unemployment to employment by exploiting …-parametric identification. The data cover the population and include multiple unemployment spells for many individuals. The results indicate a … diminishes after some weeks. When taking account of the time spent in the program, the effect on the mean unemployment duration …

Persistent link: https://www.econbiz.de/10010273981

Controlling the danger of false discoveries in estimating multiple treatment effects

Wunderli, Dan - 2012

I expose the risk of false discoveries in the context of multiple treatment effects. A false discovery is a nonexistent effect that is falsely labeled as statistically significant by its individual t-value. Labeling nonexistent effects as statistically significant has wide-ranging academic and...

Persistent link: https://www.econbiz.de/10010316851

Identifying the returns to lying when the truth is unobserved

Hu, Yingyao; Lewbel, Arthur - 2007

Consider an observed binary regressor D and an unobserved binary variable D*, both of which affect some other variable Y. This paper considers nonparametric identification and estimation of the effect of D on Y , conditioning on D* = 0. For example, suppose Y is a person's wage, the unobserved D...

Persistent link: https://www.econbiz.de/10010277518

Testing exogeneity under distributional misspecification

de Luna, Xavier; Johansson, Per - 2001

We propose a general test for exogeneity that is robust against distributional misspecification. The test can also be used to identify other types of misspecifications, such as the presence of a random coefficient. The idea is to sort the data with respect to a variable (a sorting score) and...

Persistent link: https://www.econbiz.de/10010321023

Social experiments and instrumental variables with duration outcomes

Abbring, Jaap H.; van den Berg, Gerard J. - 2005

This paper examines the empirical analysis of treatment effects on duration outcomes from data that contain instrumental variation. We focus on social experiments in which an intention to treat is randomized and compliance may be imperfect. We distinguish between cases where the treatment starts...

Persistent link: https://www.econbiz.de/10010317966

Asymptotic Normality of Single-Equation Estimators for the Case with a Large Number of Weak Instruments

Swanson, Norman R.; Chao, John C. - 2003

This paper analyzes conditions under which various single-equation estimators are asymptotically normal in a simultaneous equations framework with many weak instruments. In particular, our paper adds to the many instruments asymptotic normality literature, including papers by Morimune (1983),...

Persistent link: https://www.econbiz.de/10010263213

Alternative Approximations of the Bias and MSE of the IV Estimator Under Weak Identification With an Application to Bias Correction

Chao, John C.; Swanson, Norman R. - 2003

We provide analytical formulae for the asymptotic bias (ABIAS) and mean squared error (AMSE) of the IV estimator, and obtain approximations thereof based on an asymptotic scheme which essentially requires the expectation of the first stage F-statistic to converge to a finite (possibly small)...

Persistent link: https://www.econbiz.de/10010271942

Consistent Estimation with a Large Number of Weak Instruments

Chao, John C.; Swanson, Norman R. - 2004

This paper analyzes the conditions under which consistent estimation can be achieved in instrumental Variables (IV) regression when the available instruments are weak, in the local-to-zero sense of Staiger and Stock (1997) and using the many-instrument framework of Morimune (1983) and Bekker...

Persistent link: https://www.econbiz.de/10010276817

Generalized reduced rank regression

Hansen, Peter Reinhard - 2002

I introduce a technique to estimate parameters in regressions with reduced rank parameters in a general setting. The framework can handle a general class of parameter restrictions and allows for specifications with heteroskedastic and autocorrelated regression errors. Applications of this...

Persistent link: https://www.econbiz.de/10010318886

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