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Treatment evaluation in the case of interactions within markets

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

individual's outcome depends not only on the assigned treatment status but also on (features of) the distribution of treatments … in his market. To evaluate how the distribution of treatments within a market causally affects the average effect within … one focuses on the distribution of the treatment within markets and between individuals and the second step addresses the …

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

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

Training quality and earnings: The effects of competition on the provision of public-sponsored training programs

Chong, Alberto; Galdo, José - 2006

This paper evaluates the effectiveness of market-based approaches in the provision of public-sponsored training programs. In particular, we study the link between training quality and labor earnings using a Peruvian program that targets disadvantaged youths. Multiple proxies for training quality...

Persistent link: https://www.econbiz.de/10010278300

Direct and indirect treatment effects: Causal chains and mediation analysis with instrumental variables

Frölich, Markus; Huber, Martin - 2015

This paper discusses the nonparametric identification of causal direct and indirect effects of a binary treatment based on instrumental variables. We identify the indirect effect, which operates through a mediator (i.e. intermediate variable) that is situated on the causal path between the...

Persistent link: https://www.econbiz.de/10011440163

Finite-Sample Stability of the KPSS Test

Jönsson, Kristian - 2006

have on the KPSS test are investigated. It is found that the finite-sample distribution KPSS test statistic can be very … through making the small-sample distribution of the test statistic sensitive to the specific process that generates the data …

Persistent link: https://www.econbiz.de/10013208507

On the evaluation of the cost efficiency of nonresponse rate reduction efforts - some general considerations

Tångdahl, Sara - 2006

Virtually every survey today suffers from nonresponse to some extent. To counter this, survey administrators and researchers have a host of methods at their disposal, many of which are both expensive and time consuming. Reduction efforts, aiming at reducing the nonresponse rate, are an important...

Persistent link: https://www.econbiz.de/10012654320

A test of the conditional independence assumption in sample selection models

Huber, Martin; Melly, Blaise - 2012

Identification in most sample selection models depends on the independence of the regressors and the error terms conditional on the selection probability. All quantile and mean functions are parallel in these models; this implies that quantile estimators cannot reveal any - per assumption...

Persistent link: https://www.econbiz.de/10010420259

Memory parameter estimation in the presence of level shifts and deterministic trends

McCloskey, Adam; Perron, Pierre - 2012

We propose estimators of the memory parameter of a time series that are robust to a wide variety of random level shift processes, deterministic level shifts and deterministic time trends. The estimators are simple trimmed versions of the popular log-periodogram regression estimator that employ...

Persistent link: https://www.econbiz.de/10010420260

Bayesian Nonparametric Calibration and Combination of Predictive Distributions

Bassetti, Federico; Casarin, Roberto; Ravazzolo, Francesco - 2015

We introduce a Bayesian approach to predictive density calibration and combination that accounts for parameter uncertainty and model set incompleteness through the use of random calibration functionals and random combination weights. Building on the work of Ranjan and Gneiting (2010) and...

Persistent link: https://www.econbiz.de/10012143859

Nonparametric instrumental variable estimation of quantile structural effects

Chernozhukov, V.; Gagliardini, P.; Scaillet, O. - Institut für Schweizerisches Bankwesen <Zürich> - 2008

We study Tikhonov Regularized estimation of quantile structural effects implied by a nonseparable model. The nonparametric instrumental variable estimator is based on a minimum distance principle. We show that the minimum distance problem without regularization is locally ill-posed, and consider...

Persistent link: https://www.econbiz.de/10005857742

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